# EDGAR Filing Document

**Accession Number:** 0001420040
**File Stem:** 0001752724-25-160489
**Filing Date:** 2025-6
**Character Count:** 255350
**Document Hash:** d1673d783234bb9170e045f80e2d0008
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160489.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-160489

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22153
- **FILM NUMBER:** 251081780

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** SAN DIEGO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92122

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $215231256.65

**Total Liabilities:** $2913697.49

**Net Assets:** $212317559.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 443.83216300 | **1-Year:** 5008.19836400 | **5-Year:** 22788.78645600 | **10-Year:** 31797.51631100 | **30-Year:** 10047.40985000

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

- **3-Month:** 0.00000000 | **1-Year:** 850.38979500 | **5-Year:** 4636.14859200 | **10-Year:** 1755.75100100 | **30-Year:** 261.07028600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059523 | 1.77%                | -0.38%               | -0.10%               |
| Class ID C000059524 | 1.75%                | -0.42%               | -0.14%               |
| Class ID C000059525 | 1.79%                | -0.35%               | -0.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3330.07                | $3270726.64                                |
| Month 2  | $-138020.91              | $-1484575.31                               |
| Month 3  | $-1369602.00             | $453900.41                                 |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                                           | Title                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ACHV ABS TRUST 2024-1PL                                                                        | ACHV 2024-1PL A                      | CUSIP: 00092BAA2<br>LEI: 549300V82ZKZDTAU0A46 | Long             | ABS-O            | CORP              | US        |    131314 | PA      | $132045.40    | 0.06%             | 2031-04-25      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| AES Corp.                                                                                      | AES 7.6 01/15/55                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193227.80    | 0.09%             | 2055-01-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM3                                                                   | ADMT 2023-NQM3 A1                    | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    529740 | PA      | $535844.78    | 0.25%             | 2068-07-25      | Floating      | 6.73%                 | Yes           | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | AER 3.3 01/30/32                     | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    235000 | PA      | $207373.45    | 0.10%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | AER 6.95 03/10/55                    | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $150603.31    | 0.07%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | AER 6 1/2 01/31/56                   | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    215000 | PA      | $208902.84    | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-B                                                       | AFFRM 2023-B A                       | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336000 | PA      | $338143.18    | 0.16%             | 2028-09-15      | Fixed         | 6.82%                 | Yes           | 2                  | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                                                      | AFFRM 2024-X2 A                      | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157585 | PA      | $157492.93    | 0.07%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           | 2                  | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-B                                                       | AFFRM 2024-B A                       | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $154725.93    | 0.07%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust 2019-D                                                                | AJAXM 2019-D A1                      | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58475 | PA      | $55989.64     | 0.03%             | 2065-09-25      | Floating      | 2.96%                 | Yes           | 2                  | On Loan: No      |
| Alaska Airlines Pass Through Trust 2020-1A                                                     | ALK 4.8 08/15/27                     | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |    330746 | PA      | $330932.51    | 0.16%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Allianz SE                                                                                     | ALVGR 6.35 09/06/53                  | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $205039.40    | 0.10%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| Allianz SE                                                                                     | ALVGR 5.6 09/03/54                   | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $252736.33    | 0.12%             | 2054-09-03      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| The Allstate Corporation                                                                       | ALL FLOAT 08/15/53                   | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317009.31    | 0.15%             | 2053-08-15      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc.                                                                            | ALLY 5.543 01/17/31                  | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    405000 | PA      | $400984.64    | 0.19%             | 2031-01-17      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1                                            | ACAR 2025-1 C                        | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $216098.09    | 0.10%             | 2031-08-12      | Fixed         | 5.09%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | ACAR 2022-1 D                        | CUSIP: 02530WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63928 | PA      | $63762.02     | 0.03%             | 2028-03-13      | Fixed         | 2.46%                 | Yes           | 2                  | On Loan: No      |
| American Express Company                                                                       | AXP 5 5/8 07/28/34                   | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    615000 | PA      | $619862.13    | 0.29%             | 2034-07-28      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                                     | AMGN 5 1/4 03/02/33                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    193000 | PA      | $194885.64    | 0.09%             | 2033-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                                     | AMGN 5.65 03/02/53                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    258000 | PA      | $248038.82    | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022-5                                                                | AOMT 2022-5 A1                       | CUSIP: 03464HAA3<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-O            | CORP              | US        |    101004 | PA      | $99769.45     | 0.05%             | 2067-05-25      | Floating      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                       | AOMT 2020-R1 A2                      | CUSIP: 034651AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50052 | PA      | $47662.93     | 0.02%             | 2053-04-25      | Floating      | 1.25%                 | Yes           | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-8                                                                | AOMT 2021-8 A1                       | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451694 | PA      | $401701.01    | 0.19%             | 2066-11-25      | Floating      | 1.82%                 | Yes           | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-1                                                                | AOMT 2023-1 A1                       | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817976 | PA      | $809729.33    | 0.38%             | 2067-09-26      | Floating      | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Apollo Global Management Inc                                                                   | APO 6 12/15/54                       | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    395000 | PA      | $370910.73    | 0.17%             | 2054-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Apollo Debt Solutions BDC                                                                      | APODS 6.9 04/13/29                   | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    395000 | PA      | $405829.92    | 0.19%             | 2029-04-13      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Aqua Finance Trust 2019-A                                                                      | AQFIT 2019-A A                       | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36197 | PA      | $34946.41     | 0.02%             | 2040-07-16      | Fixed         | 3.14%                 | Yes           | 2                  | On Loan: No      |
| Aqua Finance Trust 2019-A                                                                      | AQFIT 2019-A C                       | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140114 | PA      | $135581.74    | 0.06%             | 2040-07-16      | Fixed         | 4.01%                 | Yes           | 2                  | On Loan: No      |
| Aptiv PLC / Aptiv Global Financing DAC                                                         | APTV 6 7/8 12/15/54                  | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    405000 | PA      | $380364.42    | 0.18%             | 2054-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AQUA FINANCE TRUST 2024-A                                                                      | AQFIT 2024-A B                       | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $500021.39    | 0.24%             | 2050-04-18      | Fixed         | 5.06%                 | Yes           | 2                  | On Loan: No      |
| AQUA FINANCE TRUST                                                                             | AQFIT 2020-AA B                      | CUSIP: 038413AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225476 | PA      | $212277.76    | 0.10%             | 2046-07-17      | Fixed         | 2.79%                 | Yes           | 2                  | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2024-1                                            | ARIVO 2024-1A B                      | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446000 | PA      | $458512.49    | 0.22%             | 2030-06-17      | Fixed         | 6.87%                 | Yes           | 2                  | On Loan: No      |
| ARROYO MORTGAGE TRUST                                                                          | ARRW 2019-2 A1                       | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64487 | PA      | $62403.91     | 0.03%             | 2049-04-25      | Floating      | 3.35%                 | Yes           | 2                  | On Loan: No      |
| Arroyo Mortgage Trust 2018-2                                                                   | ARRW 2019-1 A1                       | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59876 | PA      | $58425.08     | 0.03%             | 2049-01-25      | Floating      | 3.80%                 | Yes           | 2                  | On Loan: No      |
| Arroyo Mortgage Trust 2018-2                                                                   | ARRW 2020-1 A3                       | CUSIP: 04285CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $447132.30    | 0.21%             | 2055-03-25      | Fixed         | 3.33%                 | Yes           | 2                  | On Loan: No      |
| Gallagher Aj &Co                                                                               | AJG 5.55 02/15/55                    | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    530000 | PA      | $498631.31    | 0.23%             | 2055-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Ascot Group Limited                                                                            | ASCOTG 4 1/4 12/15/30                | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    410000 | PA      | $355362.35    | 0.17%             | 2030-12-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Ashtead Capital Inc.                                                                           | AHTLN 5.8 04/15/34                   | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105121.70    | 0.05%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| Ashtead Capital Inc.                                                                           | AHTLN 5 1/2 08/11/32                 | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401466.40    | 0.19%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Ashton Woods (USA) LLC/Ashton Woods Finance Co.                                                | ASHWOO 4 5/8 04/01/30                | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $243250.31    | 0.11%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Aviation Capital Group LLC                                                                     | ACGCAP 6 3/8 07/15/30                | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210252.58    | 0.10%             | 2030-07-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Aviation Capital Group LLC                                                                     | ACGCAP 3 1/2 11/01/27                | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226812.40    | 0.11%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                       | AESOP 2024-2A D                      | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    556000 | PA      | $557125.56    | 0.26%             | 2028-10-20      | Fixed         | 7.43%                 | Yes           | 2                  | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                   | AVOL 5 3/4 11/15/29                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $429842.18    | 0.20%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                                     | BATSLN 7 3/4 10/19/32                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    295000 | PA      | $337128.82    | 0.16%             | 2032-10-19      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BBVA Mexico SA                                                                                 | BBVASM 5 1/8 01/18/33                | CUSIP: 05533UAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     73000 | PA      | $69185.95     | 0.03%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                                   | BBCMS 2018-TALL A                    | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $490447.26    | 0.23%             | 2037-03-15      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| Bbcms Mortgage Trust 2018-CBM                                                                  | BBCMS 2018-CBM A                     | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    613000 | PA      | $593154.06    | 0.28%             | 2037-07-15      | Floating      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| BP Capital Markets PLC                                                                         | BPLN 4 7/8 PERP                      | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $505168.92    | 0.24%             | 2100-12-22      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNSF Funding Trust I                                                                           | BNSF 6.613 12/15/55                  | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $336242.52    | 0.16%             | 2055-12-15      | Fixed         | 6.61%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                        | BPCEGP 7.003 10/19/34                | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    420000 | PA      | $456400.26    | 0.21%             | 2034-10-19      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                                                        | BPCEGP 6.915 01/14/46                | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     65000 | PA      | $65966.12     | 0.03%             | 2046-01-14      | Fixed         | 6.92%                 | Yes           | 2                  | On Loan: No      |
| BPR Trust 2022-OANA                                                                            | BPR 2022-OANA A                      | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $611409.22    | 0.29%             | 2037-04-15      | Floating      | 6.22%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST 2025-ROIC                                                                             | BX 2025-ROIC C                       | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $412182.77    | 0.19%             | 2030-03-15      | Floating      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                                                       | BX 2019-OC11 B                       | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $414788.82    | 0.20%             | 2041-12-09      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                                                       | BX 2019-OC11 D                       | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $380521.45    | 0.18%             | 2041-12-09      | Fixed         | 4.08%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST 2022-CLS                                                                              | BX 2022-CLS A                        | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $517055.19    | 0.24%             | 2027-10-13      | Fixed         | 5.76%                 | Yes           | 2                  | On Loan: No      |
| Banco de Credito e Inversiones Miami Branch                                                    | BCICI 8 3/4 PERP                     | CUSIP: 05890MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    115000 | PA      | $119269.95    | 0.06%             | 2174-02-08      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Banco de Credito del Peru                                                                      | BCP 3 1/8 07/01/30                   | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    205000 | PA      | $204667.10    | 0.10%             | 2030-07-01      | Fixed         | 3.12%                 | Yes           | 2                  | On Loan: No      |
| Banco de Credito del Peru                                                                      | BCP 6.45 07/30/35                    | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     64000 | PA      | $63879.36     | 0.03%             | 2035-07-30      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| Banco Mercantil del Norte S.A.                                                                 | BANORT 6 5/8 PERP                    | CUSIP: 05973KAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    120000 | PA      | $106852.25    | 0.05%             | 2170-01-24      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp.                                                                          | BAC 2.687 04/22/32                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    670000 | PA      | $591882.07    | 0.28%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                          | BAC 5.425 08/15/35                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439617.56    | 0.21%             | 2035-08-15      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corp.                                                              | BK 4.7 PERP                          | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343438.19    | 0.16%             | 2168-09-20      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corp.                                                              | BK 5.834 10/25/33                    | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173911.47    | 0.08%             | 2033-10-25      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                                   | BACR 7.437 11/02/33                  | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $446064.83    | 0.21%             | 2033-11-02      | Fixed         | 7.44%                 | No            | 2                  | On Loan: No      |
| Bayport Polymers LLC                                                                           | BRLS 5.14 04/14/32                   | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $325428.79    | 0.15%             | 2032-04-14      | Fixed         | 5.14%                 | Yes           | 2                  | On Loan: —       |
| Berry Global Inc                                                                               | BERY 5.65 01/15/34                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    565000 | PA      | $569191.42    | 0.27%             | 2034-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Black Hills Corporation                                                                        | BKH 6.15 05/15/34                    | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    485000 | PA      | $502787.54    | 0.24%             | 2034-05-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                                                                 | BCRED 5.95 07/16/29                  | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170738.81    | 0.08%             | 2029-07-16      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                                                                 | BCRED 6 11/22/34                     | CUSIP: 09261HBV8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $310031.85    | 0.15%             | 2034-11-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Blackrock Inc.                                                                                 | BLK 5 1/4 03/14/54                   | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    340000 | PA      | $322493.29    | 0.15%             | 2054-03-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Blue Owl Finance Llc                                                                           | OWL 3 1/8 06/10/31                   | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $331508.35    | 0.16%             | 2031-06-10      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| BlueLinx Holdings Inc.                                                                         | BXC 6 11/15/29                       | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166638.31    | 0.08%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| The Boeing Company                                                                             | BA 5.93 05/01/60                     | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    413000 | PA      | $382349.93    | 0.18%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| Booz Allen Hamilton Inc                                                                        | BAH 4 07/01/29                       | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381210.28    | 0.18%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Booz Allen Hamilton Inc                                                                        | BAH 5.95 08/04/33                    | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202804.00    | 0.10%             | 2033-08-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Brazil (Federative Republic)                                                                   | BRAZIL 6 10/20/33                    | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    324000 | PA      | $319742.53    | 0.15%             | 2033-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Brazil (Federative Republic)                                                                   | BRAZIL 7 1/8 05/13/54                | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     55000 | PA      | $52308.73     | 0.02%             | 2054-05-13      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-1                                           | BLAST 2025-1 C                       | CUSIP: 10806HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $468232.68    | 0.22%             | 2029-12-17      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| British Airways PLC                                                                            | IAGLN 2.9 03/15/35                   | CUSIP: 11042CAA8<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | GB        |    305006 | PA      | $272519.32    | 0.13%             | 2035-03-15      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                                   | AVGO 3.137 11/15/35                  | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $198637.81    | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                                   | AVGO 5.15 11/15/31                   | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203526.53    | 0.10%             | 2031-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| The Brooklyn Union Gas Company                                                                 | NGGLN 4.866 08/05/32                 | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250623.83    | 0.12%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                            | BPL 6 3/4 02/01/30                   | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142620.38    | 0.07%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Builders Firstsource, Inc.                                                                     | BLDR 6 3/8 03/01/34                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238526.81    | 0.11%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Bunker Hill Loan Depositary Trust 2019-3                                                       | BHLD 2019-2 A1                       | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142667 | PA      | $139238.86    | 0.07%             | 2049-07-25      | Floating      | 2.88%                 | Yes           | 2                  | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                  | CHTR 4 3/4 03/01/30                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $169905.37    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                  | CHTR 4 1/2 08/15/30                  | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41821.07     | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                  | CHTR 6 3/8 09/01/29                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14138.38     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| CCG RECEIVABLES TRUST 2024-1                                                                   | CCG 2024-1 B                         | CUSIP: 12515PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $469854.51    | 0.22%             | 2032-03-15      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| CENT TRUST 2023-CITY                                                                           | CENT 2023-CITY A                     | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $410532.34    | 0.19%             | 2038-09-15      | Floating      | 6.94%                 | Yes           | 2                  | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | SORT 2020-1 A1                       | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103437 | PA      | $102178.16    | 0.05%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           | 2                  | On Loan: No      |
| Community Health Systems Incorporated                                                          | CYH 5 1/4 05/15/30                   | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $426829.95    | 0.20%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CLI FUNDING VI LLC                                                                             | CLIF 2020-1A A                       | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241156 | PA      | $222881.22    | 0.10%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           | 2                  | On Loan: No      |
| CIM TRUST 2022-R2                                                                              | CIM 2022-R2 A1                       | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313059 | PA      | $296756.60    | 0.14%             | 2061-12-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CMS Energy Corporation                                                                         | CMS 4 3/4 06/01/50                   | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    555000 | PA      | $520798.95    | 0.25%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                                      | COMM 2013-300P A1                    | CUSIP: 12625XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $463588.97    | 0.22%             | 2030-08-10      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| CSC Holdings, LLC                                                                              | CSCHLD 11 3/4 01/31/29               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189373.56    | 0.09%             | 2029-01-31      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| CRH America Finance, Inc.                                                                      | CRHID 5.4 05/21/34                   | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354359.70    | 0.17%             | 2034-05-21      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CSMC 2020-NQM1                                                                                 | CSMC 2020-NQM1 A1                    | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122220 | PA      | $116056.16    | 0.05%             | 2065-05-25      | Floating      | 2.21%                 | Yes           | 2                  | On Loan: No      |
| CSMC 2020-RPL4                                                                                 | CSMC 2020-RPL4 A1                    | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405706 | PA      | $364636.06    | 0.17%             | 2060-01-25      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                                | CVS 5.05 03/25/48                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    505000 | PA      | $429613.97    | 0.20%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                                | CVS 6 3/4 12/10/54                   | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44722.94     | 0.02%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                                    | COF 2.359 07/29/32                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    217000 | PA      | $178711.38    | 0.08%             | 2032-07-29      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                                    | COF 6.377 06/08/34                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $297257.34    | 0.14%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CRVNA 2021-N2 C                      | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40684 | PA      | $39384.99     | 0.02%             | 2028-03-10      | Fixed         | 1.07%                 | No            | 2                  | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CRVNA 2021-N1 C                      | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31691 | PA      | $30878.58     | 0.01%             | 2028-01-10      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CRVNA 2021-P3 B                      | CUSIP: 14687JAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $215146.64    | 0.10%             | 2027-08-10      | Fixed         | 1.42%                 | No            | 2                  | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N1                                                         | CRVNA 2024-N1 B                      | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $501573.90    | 0.24%             | 2030-05-10      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CARVANA AUTO RECIEVABLES TRUST 2023-N4                                                         | CRVNA 2023-N4 C                      | CUSIP: 14688LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $341295.83    | 0.16%             | 2030-02-11      | Fixed         | 6.59%                 | Yes           | 2                  | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-1                                                    | CLAST 2025-1A A                      | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444044 | PA      | $447415.45    | 0.21%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.           | CHTR 4.8 03/01/50                    | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    290000 | PA      | $216324.91    | 0.10%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1                                                    | CHASE 2023-RPL1 A1                   | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    627166 | PA      | $578150.81    | 0.27%             | 2062-06-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Trust 2016-1                                                                    | CHASE 2016-SH1 M2                    | CUSIP: 16163YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35533 | PA      | $32669.68     | 0.02%             | 2045-04-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Trust 2016-2                                                                    | CHASE 2016-SH2 M2                    | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27810 | PA      | $25767.95     | 0.01%             | 2044-02-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc.                                                                                 | C 3 7/8 PERP                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243764.36    | 0.11%             | 2169-05-18      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                                 | C 6.27 11/17/33                      | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $338882.20    | 0.16%             | 2033-11-17      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                                 | C 6.174 05/25/34                     | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    229000 | PA      | $234215.14    | 0.11%             | 2034-05-25      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-INV1                                                        | CMLTI 2025-INV1 A2                   | CUSIP: 17332GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377531 | PA      | $379554.75    | 0.18%             | 2055-01-25      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                                   | CFG 5.718 07/23/32                   | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197997.61    | 0.09%             | 2032-07-23      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP / Clarios US Finance Company Inc                                             | POWSOL 6 3/4 02/15/30                | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10183.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Colombia (Republic Of)                                                                         | COLOM 3 7/8 02/15/61                 | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    139000 | PA      | $71375.41     | 0.03%             | 2061-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Colombia (Republic Of)                                                                         | COLOM 8 11/14/35                     | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    170000 | PA      | $167120.32    | 0.08%             | 2035-11-14      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Colombia (Republic Of)                                                                         | COLOM 7 3/4 11/07/36                 | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    112000 | PA      | $106854.48    | 0.05%             | 2036-11-07      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                           | CPGX 6.036 11/15/33                  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154918.46    | 0.07%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST                                                                  | COMM 2024-WCL1 B                     | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $559035.69    | 0.26%             | 2041-06-15      | Floating      | 6.91%                 | Yes           | 2                  | On Loan: No      |
| Corebridge Financial Inc.                                                                      | CRBG 6 3/8 09/15/54                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    391000 | PA      | $377757.36    | 0.18%             | 2054-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                                | CAFL 2019-3 C                        | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93780.54     | 0.04%             | 2052-10-15      | Fixed         | 3.27%                 | Yes           | 2                  | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                        | CDEL 5.95 01/08/34                   | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    336000 | PA      | $341409.77    | 0.16%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Costa Rica (Republic Of)                                                                       | COSTAR 6.55 04/03/34                 | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     34000 | PA      | $34854.25     | 0.02%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           | 2                  | On Loan: No      |
| Costa Rica (Republic Of)                                                                       | COSTAR 7.3 11/13/54                  | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     30000 | PA      | $30617.04     | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| Costar Group Inc                                                                               | CSGP 2.8 07/15/30                    | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $504687.09    | 0.24%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| Ivory Coast (Republic Of)                                                                      | IVYCST 8 1/4 01/30/37                | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    213000 | PA      | $197131.50    | 0.09%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                              | CPS 2024-A C                         | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $434383.85    | 0.20%             | 2030-04-15      | Fixed         | 5.74%                 | Yes           | 2                  | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-1                                                       | CAALT 2024-1A A                      | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302000 | PA      | $306255.51    | 0.14%             | 2034-03-15      | Fixed         | 5.68%                 | Yes           | 2                  | On Loan: No      |
| CrownRock LP                                                                                   | CRROCK 5 05/01/29                    | CUSIP: 228701AG3<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96926.89     | 0.05%             | 2029-05-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| DP World Ltd.                                                                                  | DPWDU 6.85 07/02/37                  | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    128000 | PA      | $140346.40    | 0.07%             | 2037-07-02      | Fixed         | 6.85%                 | Yes           | 2                  | On Loan: No      |
| D.R. Horton, Inc.                                                                              | DHI 5 1/2 10/15/35                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440657.51    | 0.21%             | 2035-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DT AUTO OWNER TRUST 2023-3                                                                     | DTAOT 2023-3A C                      | CUSIP: 23345WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $199139.64    | 0.09%             | 2029-05-15      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1                                                    | DRMT 2022-1 A1                       | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599098 | PA      | $545311.07    | 0.26%             | 2067-01-25      | Floating      | 2.21%                 | Yes           | 2                  | On Loan: No      |
| Delta Air Lines, Inc. Pass Thru Trust                                                          | DAL 3 5/8 07/30/27                   | CUSIP: 24736XAA6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | ABS-O            | CORP              | US        |    313942 | PA      | $306412.80    | 0.14%             | 2027-07-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Dentsply Sirona Inc                                                                            | XRAY 3 1/4 06/01/30                  | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    570000 | PA      | $508200.39    | 0.24%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                               | DB 5.403 09/11/35                    | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    385000 | PA      | $375347.20    | 0.18%             | 2035-09-11      | Fixed         | 5.40%                 | No            | 2                  | On Loan: —       |
| DEXT ABS 2023-1 LLC                                                                            | DEXT 2023-1 A2                       | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178080 | PA      | $178796.32    | 0.08%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                                         | FANG 5.9 04/18/64                    | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    425000 | PA      | $378499.89    | 0.18%             | 2064-04-18      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                                    | DKS 4.1 01/15/52                     | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    465000 | PA      | $319483.50    | 0.15%             | 2052-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                        | DTV 5 7/8 08/15/27                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $358029.24    | 0.17%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Dominican Republic                                                                             | DOMREP 4 7/8 09/23/32                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    311000 | PA      | $279868.90    | 0.13%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                            | D 7 06/01/54                         | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213311.11    | 0.10%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                            | D 6 5/8 05/15/55                     | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271075.53    | 0.13%             | 2055-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Drawbridge Special Opportunities Fund LP/ Drawbridge Special Opportunities Finance Corporation | DRAWBR 3 7/8 02/15/26                | CUSIP: 26150TAE9<br>LEI: OTW7FAILU3FWEXAKRN53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245415.38    | 0.12%             | 2026-02-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ELM TRUST 2024-ELM                                                                             | ELM 2024-ELM A10                     | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367000 | PA      | $372212.13    | 0.18%             | 2027-06-10      | Floating      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| EOG Resources Inc.                                                                             | EOG 5.65 12/01/54                    | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    355000 | PA      | $337656.62    | 0.16%             | 2054-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: —       |
| El Salvador (Republic of)                                                                      | ELSALV 8 5/8 02/28/29                | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     59000 | PA      | $60091.01     | 0.03%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC                                                          | EHGVT 2023-A A                       | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191521 | PA      | $197776.51    | 0.09%             | 2038-02-25      | Fixed         | 6.16%                 | Yes           | 2                  | On Loan: No      |
| Electricite de France SA                                                                       | EDF 6.9 05/23/53                     | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $476076.01    | 0.22%             | 2053-05-23      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| Energy Transfer LP                                                                             | ET 7 1/8 PERP                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118383.26    | 0.06%             | 2169-05-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                             | ET 6 1/2 PERP                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174311.06    | 0.08%             | 2169-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENEL Finance International N.V.                                                                | ENELIM 7 1/2 10/14/32                | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $265676.07    | 0.13%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ENEL Finance International N.V.                                                                | ENELIM 5 1/2 06/26/34                | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    175000 | PA      | $175571.36    | 0.08%             | 2034-06-26      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Entergy Corporation                                                                            | ETR 7 1/8 12/01/54                   | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428372.38    | 0.20%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Entergy Texas Inc                                                                              | ETR 5.8 09/01/53                     | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256587.26    | 0.12%             | 2053-09-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5                                                     | EART 2024-5A B                       | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $508654.98    | 0.24%             | 2029-04-16      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| F&G Annuities & Life Inc.                                                                      | FG 6 1/2 06/04/29                    | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    330000 | PA      | $336141.73    | 0.16%             | 2029-06-04      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FHF TRUST 2023-1                                                                               | FHF 2023-1A A2                       | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109435 | PA      | $110600.11    | 0.05%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FG G01980                            | CUSIP: 3128LXFV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53387 | PA      | $53987.10     | 0.03%             | 2035-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FG G05888                            | CUSIP: 3128M72V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8216 | PA      | $8367.65      | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SB8269                            | CUSIP: 3132D6FJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    246575 | PA      | $253503.81    | 0.12%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD2026                            | CUSIP: 3132DPHB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2034589 | PA      | $1994939.13   | 0.94%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD3238                            | CUSIP: 3132DQS31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    550047 | PA      | $549918.43    | 0.26%             | 2052-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD5594                            | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1162231 | PA      | $1160701.44   | 0.55%             | 2053-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD5856                            | CUSIP: 3132DTQH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1876442 | PA      | $1690855.84   | 0.80%             | 2054-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD8309                            | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1958056 | PA      | $1987550.94   | 0.94%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD8350                            | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    545855 | PA      | $554433.99    | 0.26%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD8343                            | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    904755 | PA      | $918974.88    | 0.43%             | 2053-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD8418                            | CUSIP: 3132DWK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2626047 | PA      | $2508733.81   | 1.18%             | 2054-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN 310041                            | CUSIP: 31374CLW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21748 | PA      | $22983.68     | 0.01%             | 2037-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN AS7026                            | CUSIP: 3138WGYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40066 | PA      | $37939.98     | 0.02%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN 735061                            | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5687 | PA      | $5928.08      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN 866009                            | CUSIP: 31409BDN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7582 | PA      | $7932.14      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN BJ9260                            | CUSIP: 3140HBJE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66337 | PA      | $62415.97     | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                               | FN CB6857                            | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938781 | PA      | $898020.82    | 0.42%             | 2053-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                               | FN FS4438                            | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793362 | PA      | $778219.49    | 0.37%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                               | FN FS4991                            | CUSIP: 3140XLRM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710781 | PA      | $615710.81    | 0.29%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                               | FN FS6679                            | CUSIP: 3140XNM50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512989 | PA      | $520782.62    | 0.25%             | 2053-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                               | FN FS7751                            | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2199336 | PA      | $2046565.30   | 0.96%             | 2053-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                               | FN FS8360                            | CUSIP: 3140XQJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1232610 | PA      | $1111863.05   | 0.52%             | 2052-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fnma Pass-Thru I                                                                               | FN FS8791                            | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1373285 | PA      | $1396346.79   | 0.66%             | 2054-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN 909175                            | CUSIP: 31411JCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12953 | PA      | $13176.18     | 0.01%             | 2038-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN 909220                            | CUSIP: 31411JDZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33724 | PA      | $35159.77     | 0.02%             | 2038-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN 938574                            | CUSIP: 31412YFP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48896 | PA      | $50174.89     | 0.02%             | 2036-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN 962752                            | CUSIP: 31414DBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8805 | PA      | $8900.55      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN MA5385                            | CUSIP: 31418E6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1755073 | PA      | $1633142.26   | 0.77%             | 2054-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN MA4805                            | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619860 | PA      | $593163.27    | 0.28%             | 2052-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN MA4839                            | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1153277 | PA      | $1073527.33   | 0.51%             | 2052-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN MA4980                            | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551908 | PA      | $561592.96    | 0.26%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                          | FN MA5072                            | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520330 | PA      | $520164.23    | 0.24%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United Arab Emirates (Federal Government of)                                                   | UAE 4.05 07/07/32                    | CUSIP: 31424EAD4<br>LEI: 98450060C643D82DF808 | Long             | DBT              | NUSS              | AE        |    173000 | PA      | $169945.69    | 0.08%             | 2032-07-07      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| Ferguson Enterprises Inc                                                                       | FERG 5 10/03/34                      | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280317.20    | 0.13%             | 2034-10-03      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                                                      | EFMT 2019-2 A3                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205703 | PA      | $195401.23    | 0.09%             | 2059-11-25      | Floating      | 3.05%                 | Yes           | 2                  | On Loan: No      |
| Fidelity Colchester Street Trust                                                               | FID-MM GOVT-I                        | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |   7485590 | PA      | $7485589.90   | 3.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                                                                            | FITB 4.337 04/25/33                  | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    390000 | PA      | $365351.76    | 0.17%             | 2033-04-25      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2021-SFR1 D                      | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $124974.33    | 0.06%             | 2028-08-17      | Fixed         | 2.19%                 | Yes           | 2                  | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-1                                                              | FCAT 2024-1 C                        | CUSIP: 33843VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $336578.12    | 0.16%             | 2030-02-15      | Fixed         | 5.79%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mtg Tr 2017-1                                                                         | FSMT 2017-1 1A3                      | CUSIP: 33850BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19313 | PA      | $17775.16     | 0.01%             | 2047-03-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Flex Intermediate Holdco LLC                                                                   | FLEXIH 3.363 06/30/31                | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    630000 | PA      | $555792.75    | 0.26%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           | 2                  | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST 2024-FBLU                                             | FMBT 2024-FBLU A                     | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $317936.90    | 0.15%             | 2039-12-15      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| Ford Motor Company                                                                             | F 4 3/4 01/15/43                     | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52435.37     | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                                  | F 6.8 05/12/28                       | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202947.38    | 0.10%             | 2028-05-12      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                                  | F 6.054 11/05/31                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82370.71     | 0.04%             | 2031-11-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                                  | F 6 1/2 02/07/35                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106251.73    | 0.05%             | 2035-02-07      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-2                                                                | FFIN 2024-2A A                       | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380293 | PA      | $379234.21    | 0.18%             | 2050-03-15      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                | FFIN 2023-2A A                       | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235515 | PA      | $245403.69    | 0.12%             | 2049-06-15      | Fixed         | 6.53%                 | Yes           | 2                  | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FCRT 2022-1 B                        | CUSIP: 35105JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40773 | PA      | $40707.18     | 0.02%             | 2027-05-17      | Fixed         | 2.15%                 | Yes           | 2                  | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-1                                          | FCRT 2023-1 A3                       | CUSIP: 35105NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134004 | PA      | $134184.98    | 0.06%             | 2027-12-15      | Fixed         | 5.39%                 | Yes           | 2                  | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                              | GCAR 2021-3A E                       | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $551688.09    | 0.26%             | 2028-10-16      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| Galton Fd Mtg Tr 2018-1                                                                        | GFMT 2018-1 A23                      | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6069 | PA      | $5535.44      | 0.00%             | 2057-11-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Gartner Inc.                                                                                   | IT 3 3/4 10/01/30                    | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    630000 | PA      | $579785.85    | 0.27%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                               | GEL 8 7/8 04/15/30                   | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310988.68    | 0.15%             | 2030-04-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                           | GLENLN 2.85 04/27/31                 | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    295000 | PA      | $261997.18    | 0.12%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                           | GLENLN 5.634 04/04/34                | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239505.47    | 0.11%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Global Atlantic Finance Co.                                                                    | GBLATL 7.95 06/15/33                 | CUSIP: 37959GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $219501.82    | 0.10%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| Global Atlantic Finance Co.                                                                    | GBLATL 7.95 10/15/54                 | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $106892.00    | 0.05%             | 2054-10-15      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                           | GOINSO 7 1/2 04/15/32                | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137538.30    | 0.06%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 9 LTD                                                        | GLM 2021-9A AR                       | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    515000 | PA      | $515731.82    | 0.24%             | 2037-04-20      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                      | GS 5.33 07/23/35                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193623.33    | 0.09%             | 2035-07-23      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                      | GS 6.45 05/01/36                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    310000 | PA      | $326512.99    | 0.15%             | 2036-05-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Guatemala (Republic of)                                                                        | GUATEM 6.6 06/13/36                  | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     71000 | PA      | $71125.37     | 0.03%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| HF Sinclair Corp.                                                                              | DINO 6 1/4 01/15/35                  | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    530000 | PA      | $509310.00    | 0.24%             | 2035-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| HCA Inc.                                                                                       | HCA 5 1/4 06/15/49                   | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143486.86    | 0.07%             | 2049-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                                       | HCA 5 1/2 06/01/33                   | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185992.56    | 0.09%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                                       | HCA 6 04/01/54                       | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    116000 | PA      | $110599.76    | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HIN TIMESHARE TRUST                                                                            | HINTT 2020-A C                       | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46471 | PA      | $45199.67     | 0.02%             | 2039-10-09      | Fixed         | 3.42%                 | Yes           | 2                  | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                      | HASI 6 3/8 07/01/34                  | CUSIP: 41068XAE0<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    534000 | PA      | $513088.71    | 0.24%             | 2034-07-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Harbour Energy PLC                                                                             | HBRLN 6.327 04/01/35                 | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $413731.55    | 0.19%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           | 2                  | On Loan: No      |
| Helios Software Holdings Inc / Ion Corporate Solutions Finance SARL                            | IONCOR 8 3/4 05/01/29                | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102064.70    | 0.05%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2024-2                                                            | HGVT 2024-2A A                       | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241751 | PA      | $246967.85    | 0.12%             | 2038-03-25      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HINNT 2025-A LLC                                                                               | HINTT 2025-A B                       | CUSIP: 433403AB8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    533483 | PA      | $537467.41    | 0.25%             | 2044-03-15      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Service Properties Trust                                                                       | SVC 4.95 02/15/27                    | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71352.51     | 0.03%             | 2027-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                                          | HGMT 2025-HGLR A                     | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $427581.92    | 0.20%             | 2045-02-05      | Floating      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| Hungary (Republic Of)                                                                          | REPHUN 6 1/4 09/22/32                | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    220000 | PA      | $227007.55    | 0.11%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Huntington Bancshares Incorporated                                                             | HBAN 5.709 02/02/35                  | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    455000 | PA      | $455418.64    | 0.21%             | 2035-02-02      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares Incorporated                                                             | HBAN 6.141 11/18/39                  | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128408.43    | 0.06%             | 2039-11-18      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                            | HII 5.749 01/15/35                   | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    515000 | PA      | $524441.24    | 0.25%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAGE TRUST                                                          | HY 2025-SPRL A                       | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $647310.70    | 0.30%             | 2040-01-13      | Floating      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                | IEP 5 1/4 05/15/27                   | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208927.62    | 0.10%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ICON Investments Six DAC                                                                       | ICLR 6 05/08/34                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    445000 | PA      | $444149.94    | 0.21%             | 2034-05-08      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Imperial Brands Finance Plc                                                                    | IMBLN 5 7/8 07/01/34                 | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $471236.25    | 0.22%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM3                                                         | IMPRL 2022-NQM3 A1                   | CUSIP: 45276KAA5<br>LEI: 984500DDE091107DY398 | Long             | ABS-O            | CORP              | US        |    211327 | PA      | $210050.76    | 0.10%             | 2067-05-25      | Floating      | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Indonesia (Republic of)                                                                        | INDON 5.1 02/10/54                   | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    165000 | PA      | $151300.26    | 0.07%             | 2054-02-10      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Indonesia (Republic of)                                                                        | INDON 4 3/4 09/10/34                 | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    156000 | PA      | $151715.20    | 0.07%             | 2034-09-10      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INEOS Quattro Finance 2 PLC                                                                    | STYRO 9 5/8 03/15/29                 | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192750.00    | 0.09%             | 2029-03-15      | Fixed         | 9.62%                 | Yes           | 2                  | On Loan: No      |
| Iqvia Inc                                                                                      | IQV 6 1/4 02/01/29                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    505000 | PA      | $525241.33    | 0.25%             | 2029-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Jp Morgan Mtg Tr 2017-5                                                                        | JPMMT 2017-5 A1                      | CUSIP: 46590YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7862 | PA      | $7912.91      | 0.00%             | 2047-12-15      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-OMNI                                | JPMCC 2024-OMNI A                    | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $578887.84    | 0.27%             | 2039-10-05      | Floating      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                           | JPM 1.953 02/04/32                   | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $609003.86    | 0.29%             | 2032-02-04      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                           | JPM 5.717 09/14/33                   | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $432758.47    | 0.20%             | 2033-09-14      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                           | JPM 6.254 10/23/34                   | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $187929.66    | 0.09%             | 2034-10-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                       | JPMMT 2017-4 A3                      | CUSIP: 46648UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    692180 | PA      | $631055.37    | 0.30%             | 2048-11-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-CES1                                                             | JPMMT 2025-CES1 A1                   | CUSIP: 46658XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331514 | PA      | $333049.03    | 0.16%             | 2055-05-25      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                                       | JMIKE 2019-1A A2                     | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128700 | PA      | $127572.47    | 0.06%             | 2050-02-15      | Fixed         | 4.43%                 | Yes           | 2                  | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                                       | JMIKE 2024-1A A2                     | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $423322.91    | 0.20%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           | 2                  | On Loan: No      |
| JSC National Company KazMunayGas                                                               | KZOKZ 5 3/4 04/19/47                 | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     87000 | PA      | $73093.85     | 0.03%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Kenya (Republic of)                                                                            | KENINT 9 3/4 02/16/31                | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    146000 | PA      | $140221.69    | 0.07%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                                                        | KEY 6.401 03/06/35                   | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    390000 | PA      | $408164.27    | 0.19%             | 2035-03-06      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| KeySpan Gas East Corporation                                                                   | NGGLN 5.994 03/06/33                 | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261615.95    | 0.12%             | 2033-03-06      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                               | KMI 6.95 01/15/38                    | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91988.48     | 0.04%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                            | KMI 5.85 06/01/35                    | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429786.29    | 0.20%             | 2035-06-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                                | KIKCN 8 1/4 06/30/31                 | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $306357.80    | 0.14%             | 2031-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2022-1                                                              | LADAR 2022-1A A                      | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62712 | PA      | $62769.89     | 0.03%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           | 2                  | On Loan: No      |
| L3 Harris Technologies Inc                                                                     | LHX 5.4 07/31/33                     | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    440000 | PA      | $446327.94    | 0.21%             | 2033-07-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| LV TR 2024-SHOW                                                                                | LV 2024-SHOW A                       | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $514826.23    | 0.24%             | 2029-10-10      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-4                                                              | LADAR 2023-4A C                      | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339000 | PA      | $350228.83    | 0.16%             | 2029-03-15      | Fixed         | 6.76%                 | Yes           | 2                  | On Loan: No      |
| Leidos Inc                                                                                     | LDOS 2.3 02/15/31                    | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    320000 | PA      | $276366.88    | 0.13%             | 2031-02-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2024-2                                                           | LBZZ 2024-2A A2                      | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321082 | PA      | $324126.42    | 0.15%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2022-1                                                           | LBZZ 2022-1A A                       | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37825 | PA      | $37713.10     | 0.02%             | 2027-05-17      | Fixed         | 4.22%                 | Yes           | 2                  | On Loan: No      |
| Liberty Mutual Group, Inc.                                                                     | LIBMUT 4 1/8 12/15/51                | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165272.26    | 0.08%             | 2051-12-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Lightning Power LLC                                                                            | LIGPLL 7 1/4 08/15/32                | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15570.60     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| MFA 2022-INV1 TRUST                                                                            | MFRA 2022-INV1 A1                    | CUSIP: 55284TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    941132 | PA      | $932853.69    | 0.44%             | 2066-04-25      | Floating      | 3.91%                 | Yes           | 2                  | On Loan: No      |
| MFA 2022-NQM2 TRUST                                                                            | MFRA 2022-NQM2 A1                    | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635726 | PA      | $619660.57    | 0.29%             | 2067-05-25      | Floating      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| MFR TRUST 2022-INV2                                                                            | MFRA 2022-INV2 A1                    | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    679930 | PA      | $677274.15    | 0.32%             | 2057-07-25      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| MIRA TRUST 2023-MILE                                                                           | MIRA 2023-MILE A                     | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $339905.02    | 0.16%             | 2028-06-06      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MSCI Inc.                                                                                      | MSCI 3 5/8 09/01/30                  | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    556000 | PA      | $513812.39    | 0.24%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| MSSG Trust 2017-237P                                                                           | MSSG 2017-237P A                     | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $545421.68    | 0.26%             | 2039-09-13      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| MVW OWNER TRUST                                                                                | MVWOT 2020-1A A                      | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28102 | PA      | $27198.03     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | Yes           | 2                  | On Loan: No      |
| Mars Inc.                                                                                      | MARS 5.7 05/01/55                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    585000 | PA      | $577786.66    | 0.27%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| MFA 2024-NQM2 TRUST                                                                            | MFRA 2024-NQM2 A1                    | CUSIP: 58004JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509168 | PA      | $508671.29    | 0.24%             | 2069-08-25      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MFF 2023-1A A                        | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    180031 | PA      | $181344.52    | 0.09%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           | 2                  | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST                                                     | MFCC 2024-2A A                       | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $435354.75    | 0.21%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           | 2                  | On Loan: No      |
| Meritage Homes Corp                                                                            | MTH 3 7/8 04/15/29                   | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    434000 | PA      | $413947.03    | 0.19%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Meritage Homes Corp                                                                            | MTH 5.65 03/15/35                    | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219701.25    | 0.10%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                                   | MET 3.85 PERP                        | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321673.30    | 0.15%             | 2069-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Metlife Securitization Trust 2019-1                                                            | MST 2017-1A M1                       | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89106.99     | 0.04%             | 2055-04-25      | Floating      | 3.43%                 | Yes           | 2                  | On Loan: No      |
| Metlife Securitization Trust 2019-1                                                            | MST 2019-1A A1A                      | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19902 | PA      | $19576.50     | 0.01%             | 2058-04-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MFA 2023-INV2 TRUST                                                                            | MFRA 2023-INV2 A1                    | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855390 | PA      | $866757.05    | 0.41%             | 2058-10-25      | Floating      | 6.77%                 | Yes           | 2                  | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                  | MCMLT 2019-1 M2                      | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199632 | PA      | $181647.11    | 0.09%             | 2069-10-25      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                  | MCMLT 2019-GS2 A1                    | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244921 | PA      | $236701.57    | 0.11%             | 2059-08-25      | Floating      | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                                                        | MOH 6 1/4 01/15/33                   | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114191.33    | 0.05%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                                 | MS 5.948 01/19/38                    | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276857.77    | 0.13%             | 2038-01-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                 | MS 5 1/4 04/21/34                    | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434386.78    | 0.20%             | 2034-04-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                 | MS 5.424 07/21/34                    | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186693.01    | 0.09%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN SEASONED MORTGAGE TRUST 2024-1                                                     | JPSMT 2024-1 A4                      | CUSIP: 61777HAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357277 | PA      | $350995.42    | 0.17%             | 2054-10-25      | Floating      | 4.45%                 | Yes           | 2                  | On Loan: No      |
| MVW 2023-1 LLC                                                                                 | MVWOT 2023-1A B                      | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178857 | PA      | $180339.39    | 0.08%             | 2040-10-20      | Fixed         | 5.42%                 | Yes           | 2                  | On Loan: No      |
| NMEF FUNDING 2025-A LLC                                                                        | NMEF 2025-A B                        | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $572875.54    | 0.27%             | 2032-04-25      | Fixed         | 5.18%                 | Yes           | 2                  | On Loan: No      |
| NGL Energy Operating LLC/ NGL Energy Finance Corp                                              | NGL 8 1/8 02/15/29                   | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47028.93     | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: —       |
| NGL Energy Operating LLC/ NGL Energy Finance Corp                                              | NGL 8 3/8 02/15/32                   | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $72918.73     | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                                               | NRG 7 03/15/33                       | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    384000 | PA      | $413493.89    | 0.19%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1                                                                       | NYMT 2022-CP1 A1                     | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    552335 | PA      | $514575.02    | 0.24%             | 2061-07-25      | Fixed         | 2.04%                 | Yes           | 2                  | On Loan: No      |
| Nabors Industries, Inc.                                                                        | NBR 7 3/8 05/15/27                   | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $226540.46    | 0.11%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| NNN REIT Inc                                                                                   | NNN 5 1/2 06/15/34                   | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    420000 | PA      | $420538.34    | 0.20%             | 2034-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                             | NRUC Float 04/30/43                  | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187474.04    | 0.09%             | 2043-04-30      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                              | NWG 6.475 06/01/34                   | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $408965.23    | 0.19%             | 2034-06-01      | Fixed         | 6.47%                 | No            | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3                                                  | NRZT 2024-NQM3 A1                    | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-O            | CORP              | US        |    256367 | PA      | $256924.17    | 0.12%             | 2064-11-25      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust-2017                                                       | NRZT 2017-2A A3                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    539988 | PA      | $526187.58    | 0.25%             | 2057-03-25      | Floating      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| New Resi Mtg Ln Tr 2016-4                                                                      | NRZT 2016-4A A1                      | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393939 | PA      | $377366.53    | 0.18%             | 2056-11-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                                            | NRZT 2018-1A A1A                     | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383928 | PA      | $374269.52    | 0.18%             | 2057-12-25      | Floating      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                            | NRZT 2021-NQ2R A1                    | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23906 | PA      | $22779.84     | 0.01%             | 2058-09-25      | Floating      | 0.94%                 | Yes           | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2                                                  | NRZT 2022-NQM2 A1                    | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618568 | PA      | $581343.52    | 0.27%             | 2062-03-27      | Floating      | 3.08%                 | Yes           | 2                  | On Loan: No      |
| New York State Electric & Gas Corporation                                                      | AGR 5.85 08/15/33                    | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    380000 | PA      | $395067.75    | 0.19%             | 2033-08-15      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Newell Brands Inc.                                                                             | NWL 6 3/8 09/15/27                   | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220007.77    | 0.10%             | 2027-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                            | NEE 6 1/2 08/15/55                   | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413190.43    | 0.19%             | 2055-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Nippon Life Insurance Co.                                                                      | NIPLIF 6 1/4 09/13/53                | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    335000 | PA      | $339797.72    | 0.16%             | 2053-09-13      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Nippon Life Insurance Co.                                                                      | NIPLIF 6 1/2 04/30/55                | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $60945.00     | 0.03%             | 2055-04-30      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                 | NSANY 7.05 09/15/28                  | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163981.32    | 0.08%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| Northern Trust Corporation                                                                     | NTRS 3 3/8 05/08/32                  | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208025.11    | 0.10%             | 2032-05-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                                       | NYMT 2024-CP1 A1                     | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381775 | PA      | $354308.55    | 0.17%             | 2068-02-25      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| OBX 2024-HYB2 TRUST                                                                            | OBX 2024-HYB2 A1                     | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303383 | PA      | $302083.83    | 0.14%             | 2053-04-25      | Floating      | 3.67%                 | Yes           | 2                  | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                            | OBX 2024-NQM9 A1                     | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |    290265 | PA      | $292480.91    | 0.14%             | 2064-01-25      | Floating      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| OBX 2023-NQM9 TRUST                                                                            | OBX 2023-NQM9 A1                     | CUSIP: 673921AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    634773 | PA      | $644817.83    | 0.30%             | 2063-10-25      | Floating      | 7.16%                 | Yes           | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                                     | OXY 6.2 03/15/40                     | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    260000 | PA      | $240021.26    | 0.11%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                                     | OXY 5.55 10/01/34                    | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    360000 | PA      | $336924.86    | 0.16%             | 2034-10-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-1                                                                | OCTL 2023-1A C                       | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $269591.63    | 0.13%             | 2029-09-20      | Fixed         | 6.37%                 | Yes           | 2                  | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                                          | ODART 2021-1A B                      | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $136923.36    | 0.06%             | 2028-07-14      | Fixed         | 1.26%                 | Yes           | 2                  | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                                                  | OPTN 2025-A A                        | CUSIP: 68377TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300127.23    | 0.14%             | 2033-02-08      | Fixed         | 5.01%                 | Yes           | 2                  | On Loan: No      |
| OPORTUN ISSUANCE TRUST                                                                         | OPTN 2021-C A                        | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415788 | PA      | $405299.29    | 0.19%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corp.                                                                                   | ORCL 3.85 04/01/60                   | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50329.98     | 0.02%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                                   | ORCL 6 1/4 11/09/32                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122529.62    | 0.06%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                                   | ORCL 6.9 11/09/52                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $172985.28    | 0.08%             | 2052-11-09      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                   | OCINCC 6.65 03/15/31                 | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121218.22    | 0.06%             | 2031-03-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                              | PNC 5.575 01/29/36                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    540000 | PA      | $545896.32    | 0.26%             | 2036-01-29      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| PT Pertamina (Persero)                                                                         | PERTIJ 6.45 05/30/44                 | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    275000 | PA      | $278940.12    | 0.13%             | 2044-05-30      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| PRPM 2024 -RPL1 LLC                                                                            | PRPM 2024-RPL1 A1                    | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    899754 | PA      | $878696.46    | 0.41%             | 2064-12-25      | Floating      | 4.20%                 | Yes           | 2                  | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2024-1 LLC                                                          | PEAC 2024-1A B                       | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $448100.24    | 0.21%             | 2030-11-20      | Fixed         | 5.79%                 | Yes           | 2                  | On Loan: No      |
| PacifiCorp.                                                                                    | BRKHEC 5.8 01/15/55                  | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    265000 | PA      | $252714.23    | 0.12%             | 2055-01-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                                                                  | PALI 2021-RTL1 A1                    | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45713 | PA      | $45455.53     | 0.02%             | 2026-06-25      | Floating      | 3.49%                 | Yes           | 2                  | On Loan: No      |
| Panama (Republic of)                                                                           | PANAMA 8 03/01/38                    | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    107000 | PA      | $110754.09    | 0.05%             | 2038-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Par Pharmaceutical Inc                                                                         | ENDP 7 1/2 04/01/27                  | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Peru (Republic Of)                                                                             | PERU 5 3/8 02/08/35                  | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    192000 | PA      | $189563.77    | 0.09%             | 2035-02-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                            | PEMEX 6 1/2 03/13/27                 | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    292000 | PA      | $285472.14    | 0.13%             | 2027-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                            | PEMEX 5.35 02/12/28                  | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    116000 | PA      | $107290.43    | 0.05%             | 2028-02-12      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                            | PEMEX 8 3/4 06/02/29                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    160000 | PA      | $157357.86    | 0.07%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| PETRONAS Capital Ltd.                                                                          | PETMK 5.848 04/03/55                 | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    130000 | PA      | $129423.14    | 0.06%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Petsmart Inc / Petsmart Financial Corporation                                                  | PETM 7 3/4 02/15/29                  | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $256478.17    | 0.12%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                               | PM 4.9 11/01/34                      | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502002.58    | 0.24%             | 2034-11-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Philippines (Republic Of)                                                                      | PHILIP 4 3/4 03/05/35                | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    212000 | PA      | $206750.42    | 0.10%             | 2035-03-05      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Pilgrims Pride Corporation                                                                     | PPC 6 1/4 07/01/33                   | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    410000 | PA      | $427807.53    | 0.20%             | 2033-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PMT LOAN TRUST 2024-INV1                                                                       | PMTLT 2024-INV1 A2                   | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378383 | PA      | $381457.65    | 0.18%             | 2059-10-25      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust 2024-INV2                                                                       | PMTLT 2024-INV2 A1                   | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207170 | PA      | $208021.76    | 0.10%             | 2059-12-25      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Poland (Republic of)                                                                           | POLAND 4 7/8 10/04/33                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    210000 | PA      | $208567.99    | 0.10%             | 2033-10-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Post Holdings Inc.                                                                             | POST 6 3/8 03/01/33                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188320.35    | 0.09%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| POWERPAY ISSUANCE TRUST 2024-1                                                                 | PWRP 2024-1A A                       | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233786 | PA      | $239415.22    | 0.11%             | 2039-02-18      | Fixed         | 6.53%                 | Yes           | 2                  | On Loan: No      |
| PRESTIGE AUTO RE TR 25-1                                                                       | PART 2025-1A C                       | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506000 | PA      | $508371.88    | 0.24%             | 2030-02-15      | Fixed         | 5.52%                 | Yes           | 2                  | On Loan: No      |
| PRET 2024-NPL4 LLC                                                                             | PRET 2024-NPL4 A1                    | CUSIP: 74143RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343162 | PA      | $343683.86    | 0.16%             | 2054-07-25      | Floating      | 7.00%                 | Yes           | 2                  | On Loan: No      |
| PRET 2025-NPL1 LLC                                                                             | PRET 2025-NPL1 A1                    | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428669 | PA      | $429191.97    | 0.20%             | 2055-02-25      | Floating      | 6.06%                 | Yes           | 2                  | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR3 D                     | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $259803.91    | 0.12%             | 2026-05-17      | Fixed         | 2.29%                 | Yes           | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                                     | PRU 5 1/8 03/01/52                   | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    104000 | PA      | $97828.98     | 0.05%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                                     | PRU 6 3/4 03/01/53                   | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215711.90    | 0.10%             | 2053-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                                     | PRU 6 1/2 03/15/54                   | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45353.23     | 0.02%             | 2054-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Puget Energy Inc                                                                               | PSD 2.379 06/15/28                   | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    403000 | PA      | $378459.13    | 0.18%             | 2028-06-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| PURCHASING POWER FUNDING 2024-A LLC                                                            | PPWR 2024-A B                        | CUSIP: 745935AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $485648.26    | 0.23%             | 2028-08-15      | Fixed         | 6.43%                 | Yes           | 2                  | On Loan: No      |
| Qatar (State of)                                                                               | QATAR 3 3/4 04/16/30                 | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    150000 | PA      | $146980.50    | 0.07%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Qatar Energy                                                                                   | QPETRO 2 1/4 07/12/31                | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    160000 | PA      | $140098.56    | 0.07%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Queen MergerCo Inc.                                                                            | QXO 6 3/4 04/30/32                   | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10052.18     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                                          | QUIKHO 6 3/8 03/01/32                | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55407.98     | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES2                                                                  | RCKT 2023-CES2 A1A                   | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722484 | PA      | $730816.97    | 0.34%             | 2043-09-25      | Floating      | 6.81%                 | Yes           | 2                  | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES1                                                                  | RCKT 2023-CES1 A1A                   | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500923 | PA      | $504037.70    | 0.24%             | 2043-06-25      | Floating      | 6.51%                 | Yes           | 2                  | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                            | RCKT 2020-1 A1                       | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47121 | PA      | $40839.43     | 0.02%             | 2050-02-25      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                           | ROCC 2024-CNTR A                     | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $173141.80    | 0.08%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           | 2                  | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                           | ROCC 2024-CNTR C                     | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $467248.95    | 0.22%             | 2041-11-13      | Fixed         | 6.47%                 | Yes           | 2                  | On Loan: No      |
| RFR TRUST 2025-SGRM                                                                            | RFR 2025-SGRM A                      | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $570315.65    | 0.27%             | 2029-03-11      | Floating      | 5.56%                 | Yes           | 2                  | On Loan: No      |
| Regal Rexnord Corporation                                                                      | RRX 6.4 04/15/33                     | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    580000 | PA      | $590958.00    | 0.28%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2                                                      | RMIT 2024-2 A                        | CUSIP: 75907AAA1<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $518784.01    | 0.24%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           | 2                  | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                                             | RMIT 2021-1 A                        | CUSIP: 75907VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29745 | PA      | $29637.47     | 0.01%             | 2031-03-17      | Fixed         | 1.68%                 | Yes           | 2                  | On Loan: No      |
| Reinsurance Group of America, Incorporated                                                     | RGA 6.65 09/15/55                    | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $359660.51    | 0.17%             | 2055-09-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Reliance Industries Ltd.                                                                       | RILIN 2 7/8 01/12/32                 | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    235000 | PA      | $204773.20    | 0.10%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Uruguay (Republic Of)                                                                          | URUGUA 5.1 06/18/50                  | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    115000 | PA      | $105800.00    | 0.05%             | 2050-06-18      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Uruguay (Republic Of)                                                                          | URUGUA 4.975 04/20/55                | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     69000 | PA      | $60892.50     | 0.03%             | 2055-04-20      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST                                                                | RMLT 2020-1 A1                       | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11990 | PA      | $11851.22     | 0.01%             | 2060-01-26      | Floating      | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.                   | VDCR 2024-1A A2                      | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $649082.60    | 0.31%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           | 2                  | On Loan: No      |
| Romania (Republic Of)                                                                          | ROMANI 5 7/8 01/30/29                | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    453000 | PA      | $449071.37    | 0.21%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Royalty Pharma PLC                                                                             | RPRX 3.35 09/02/51                   | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $121755.92    | 0.06%             | 2051-09-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma PLC                                                                             | RPRX 5.4 09/02/34                    | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $307419.85    | 0.14%             | 2034-09-02      | Fixed         | 5.40%                 | No            | 2                  | On Loan: —       |
| SBNA AUTO RECEIVABLES TRUST 2024-A                                                             | SBAT 2024-A C                        | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276000 | PA      | $281394.03    | 0.13%             | 2030-01-15      | Fixed         | 5.59%                 | Yes           | 2                  | On Loan: No      |
| Safehold GL Holdings LLC                                                                       | SAFE 5.65 01/15/35                   | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    410000 | PA      | $399945.37    | 0.19%             | 2035-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                                                  | SDART 2022-5 C                       | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180371 | PA      | $180300.28    | 0.08%             | 2028-10-15      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                      | KSA 4 1/2 10/26/46                   | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     95000 | PA      | $76976.41     | 0.04%             | 2046-10-26      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                      | KSA 4 7/8 07/18/33                   | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    154000 | PA      | $152649.04    | 0.07%             | 2033-07-18      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                      | KSA 5 5/8 01/13/35                   | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $206952.00    | 0.10%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Saudi Arabian Oil Company                                                                      | ARAMCO 5 1/4 07/17/34                | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    368000 | PA      | $371229.94    | 0.17%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| The Charles Schwab Corporation                                                                 | SCHW 4 PERP                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $266494.02    | 0.13%             | 2069-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| The Charles Schwab Corporation                                                                 | SCHW 6.136 08/24/34                  | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $228277.80    | 0.11%             | 2034-08-24      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| Sempra Infrastructure Partners LP                                                              | SRE 3 1/4 01/15/32                   | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    398000 | PA      | $333013.53    | 0.16%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Serbia (Republic Of)                                                                           | SERBIA 6 1/2 09/26/33                | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    149000 | PA      | $153942.40    | 0.07%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC                                                | SRFC 2023-2A B                       | CUSIP: 82650BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127789 | PA      | $130141.40    | 0.06%             | 2040-04-20      | Fixed         | 6.28%                 | Yes           | 2                  | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                       | SRFC 2020-2A B                       | CUSIP: 826525AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19012 | PA      | $18932.37     | 0.01%             | 2037-07-20      | Fixed         | 2.32%                 | Yes           | 2                  | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                                      | SOUBOW 5.584 10/01/34                | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91792.14     | 0.04%             | 2034-10-01      | Fixed         | 5.58%                 | Yes           | 2                  | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                                      | SOUBOW 6.176 10/01/54                | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64849.77     | 0.03%             | 2054-10-01      | Fixed         | 6.18%                 | Yes           | 2                  | On Loan: No      |
| Smith & Nephew PLC                                                                             | SNLN 5.4 03/20/34                    | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $528588.17    | 0.25%             | 2034-03-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                                       | SKGID 5.777 04/03/54                 | CUSIP: 83272GAB7<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    435000 | PA      | $418803.75    | 0.20%             | 2054-04-03      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Societe Generale S.A.                                                                          | SOCGEN 6.066 01/19/35                | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $379775.14    | 0.18%             | 2035-01-19      | Fixed         | 6.07%                 | Yes           | 2                  | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                                                     | SCLP 2025-1 A                        | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510708 | PA      | $511375.69    | 0.24%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Sonoco Products Company                                                                        | SON 5 09/01/34                       | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    370000 | PA      | $353473.71    | 0.17%             | 2034-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| South Africa (Republic of)                                                                     | SOAF 5.65 09/27/47                   | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     30000 | PA      | $21576.34     | 0.01%             | 2047-09-27      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| South Africa (Republic of)                                                                     | SOAF 5 7/8 06/22/30                  | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $194242.25    | 0.09%             | 2030-06-22      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                                | SOUBOW 7 1/2 03/01/55                | CUSIP: 836720AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    110000 | PA      | $108248.69    | 0.05%             | 2055-03-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Southern California Edison Company                                                             | EIX 6 01/15/34                       | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325773.39    | 0.15%             | 2034-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corporation                                                                     | S 8 3/4 03/15/32                     | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    205000 | PA      | $245866.49    | 0.12%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Block Inc                                                                                      | SQ 6 1/2 05/15/32                    | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168540.74    | 0.08%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| STAR 2025-SFR5 TRUST                                                                           | STAR 2025-SFR5 A                     | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $316832.26    | 0.15%             | 2042-02-17      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                            | STAR 2020-1 A1                       | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51940 | PA      | $49617.29     | 0.02%             | 2050-02-25      | Floating      | 2.27%                 | Yes           | 2                  | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                            | STAR 2021-5 A2                       | CUSIP: 85573QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745638 | PA      | $643707.95    | 0.30%             | 2066-09-25      | Floating      | 2.18%                 | Yes           | 2                  | On Loan: No      |
| State Street Corp.                                                                             | STT 6.123 11/21/34                   | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470545.38    | 0.22%             | 2034-11-21      | Fixed         | 6.12%                 | No            | 2                  | On Loan: —       |
| State Street Corp.                                                                             | STT 6.7 PERP                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175968.63    | 0.08%             | 2174-03-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Stellantis Finance Us Inc                                                                      | STLA 6.45 03/18/35                   | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323310.50    | 0.15%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| Synchrony Financial                                                                            | SYF 3.7 08/04/26                     | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65589.24     | 0.03%             | 2026-08-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding Llc                                                                          | BELL 2016-1A A23                     | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481875 | PA      | $481998.07    | 0.23%             | 2046-05-25      | Fixed         | 4.97%                 | Yes           | 2                  | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                                 | TCBI 4 05/06/31                      | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190265.09    | 0.09%             | 2031-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                                  | WMB 5.15 03/15/34                    | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491553.34    | 0.23%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                                      | TD 8 1/8 10/31/2082                  | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $445583.42    | 0.21%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust 2016-1                                                               | TPMT 2016-4 B1                       | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    135000 | PA      | $130258.80    | 0.06%             | 2056-07-25      | Floating      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Towd Pt Mtg Tr 2017-1                                                                          | TPMT 2017-1 M1                       | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $112660.03    | 0.05%             | 2056-10-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                      | TPMT 2017-4 A2                       | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $555521.40    | 0.26%             | 2057-06-25      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                      | TPMT 2017-6 A2                       | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $152387.04    | 0.07%             | 2057-10-25      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2018-6 A1B                      | CUSIP: 89176LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $134743.25    | 0.06%             | 2058-03-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2018-6 A2                       | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $270329.10    | 0.13%             | 2058-03-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2019-HY2 M1                     | CUSIP: 89177HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $267132.19    | 0.13%             | 2058-05-25      | Floating      | 6.04%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2019-2 A2                       | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $229327.98    | 0.11%             | 2058-12-25      | Floating      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2019-4 A2                       | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $212050.11    | 0.10%             | 2059-10-25      | Floating      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-1                                                               | TPMT 2021-1 A2                       | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $304537.86    | 0.14%             | 2061-11-25      | Floating      | 2.75%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-1                                                               | TPMT 2024-1 A1                       | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516959 | PA      | $522627.91    | 0.25%             | 2064-03-25      | Floating      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| TransCanada Trust                                                                              | TRPCN 5.6 03/07/2082                 | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $341863.28    | 0.16%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                                                | TDG 6 5/8 03/01/32                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189738.69    | 0.09%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Tricon American Homes 2019-Sfr1                                                                | TAH 2019-SFR1 C                      | CUSIP: 89612LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $162729.96    | 0.08%             | 2038-03-17      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                                    | TAH 2020-SFR2 D                      | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $188393.46    | 0.09%             | 2027-11-17      | Fixed         | 2.28%                 | Yes           | 2                  | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1                                                                   | TCN 2021-SFR1 B                      | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $155304.13    | 0.07%             | 2038-07-17      | Fixed         | 2.24%                 | Yes           | 2                  | On Loan: No      |
| Truist Financial Corp.                                                                         | TFC 5.122 01/26/34                   | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63590.12     | 0.03%             | 2034-01-26      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                                         | TFC 5.867 06/08/34                   | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30714.13     | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| TSC Spv Funding LLC                                                                            | TROP 2024-1A A2                      | CUSIP: 898912AA8<br>LEI: 21380072ODEONQKNZ348 | Long             | ABS-O            | CORP              | US        |    448875 | PA      | $439894.13    | 0.21%             | 2054-08-20      | Fixed         | 6.29%                 | Yes           | 2                  | On Loan: No      |
| Turkey (Republic of)                                                                           | TURKEY 6 5/8 02/17/45                | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     70000 | PA      | $57278.55     | 0.03%             | 2045-02-17      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Turkey (Republic of)                                                                           | TURKEY 7 5/8 05/15/34                | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    257000 | PA      | $256485.23    | 0.12%             | 2034-05-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                                   | UBS 4.988 08/05/33                   | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    355000 | PA      | $349687.51    | 0.16%             | 2033-08-05      | Fixed         | 4.99%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                                                                   | UBS 9 1/4 PERP                       | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     35000 | PA      | $39200.39     | 0.02%             | 2172-05-13      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| United Air Lines, Inc.                                                                         | UAL 5.8 01/15/36                     | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    280862 | PA      | $279536.28    | 0.13%             | 2036-07-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| United Air Lines, Inc.                                                                         | UAL 5.45 02/15/37                    | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    153651 | PA      | $153054.61    | 0.07%             | 2037-02-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2                                                 | UACST 2022-2 D                       | CUSIP: 90944KAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    616571 | PA      | $613634.99    | 0.29%             | 2028-01-10      | Fixed         | 6.84%                 | Yes           | 2                  | On Loan: No      |
| Mexico (United Mexican States)                                                                 | MEX 6 05/07/36                       | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    175000 | PA      | $167050.06    | 0.08%             | 2036-05-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                                  | USB 5.424 02/12/36                   | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440710.96    | 0.21%             | 2036-02-12      | Fixed         | 5.42%                 | No            | 2                  | On Loan: —       |
| United States Treasury Bonds                                                                   | T 1 1/4 05/15/50                     | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2405000 | PA      | $1173940.63   | 0.55%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                   | T 1 3/8 08/15/50                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $2925571.31   | 1.38%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                   | T 1 7/8 11/15/51                     | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1135000 | PA      | $640765.14    | 0.30%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                   | T 4 11/15/52                         | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3644195.29   | 1.72%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                   | T 3 5/8 02/15/53                     | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1617357.42   | 0.76%             | 2053-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                   | T 3 5/8 05/15/53                     | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2610000 | PA      | $2163955.07   | 1.02%             | 2053-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                   | T 4 1/4 02/15/54                     | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4875000 | PA      | $4522895.52   | 2.13%             | 2054-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                   | T 4 5/8 05/15/54                     | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5770000 | PA      | $5701255.87   | 2.69%             | 2054-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                   | T 4 1/4 08/15/54                     | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $339164.84    | 0.16%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                   | T 4 1/2 11/15/54                     | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3310000 | PA      | $3210700.00   | 1.51%             | 2054-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                   | T 4 5/8 02/15/55                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $1065509.77   | 0.50%             | 2055-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                   | T 4 3/8 08/15/26                     | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $780615.72    | 0.37%             | 2026-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                   | T 4 01/31/29                         | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $374148.05    | 0.18%             | 2029-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                   | T 4 02/15/34                         | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    890000 | PA      | $882003.90    | 0.42%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                   | T 4 07/31/29                         | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3280000 | PA      | $3317668.77   | 1.56%             | 2029-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                   | T 3 7/8 08/15/34                     | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1875000 | PA      | $1834130.85   | 0.86%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                   | T 4 5/8 02/15/35                     | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2125000 | PA      | $2201201.18   | 1.04%             | 2035-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                   | T 4 03/31/30                         | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1055000 | PA      | $1066786.33   | 0.50%             | 2030-03-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Universal Health Services, Inc.                                                                | UHS 2.65 01/15/32                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    359000 | PA      | $296500.10    | 0.14%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Universal Health Services, Inc.                                                                | UHS 5.05 10/15/34                    | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    280000 | PA      | $260769.79    | 0.12%             | 2034-10-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Univision Communications Inc.                                                                  | UVN 6 5/8 06/01/27                   | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304806.95    | 0.14%             | 2027-06-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Viatris Inc                                                                                    | VTRS 2.3 06/22/27                    | CUSIP: 91533BAC4<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       681 | PA      | $641.75       | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| Uzbekistan (The Republic of)                                                                   | UZBEK 6.9 02/28/32                   | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     40000 | PA      | $40054.50     | 0.02%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| Veralto Corp.                                                                                  | VLTO 5.45 09/18/33                   | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    415000 | PA      | $423012.33    | 0.20%             | 2033-09-18      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2019-Inv3                                                           | VERUS 2020-1 A1                      | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1014135 | PA      | $994982.91    | 0.47%             | 2060-01-25      | Floating      | 3.42%                 | Yes           | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-4                                                              | VERUS 2022-4 A1                      | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417471 | PA      | $418870.52    | 0.20%             | 2067-04-25      | Floating      | 4.47%                 | Yes           | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-6                                                              | VERUS 2022-6 A1                      | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611608 | PA      | $618123.17    | 0.29%             | 2067-06-25      | Floating      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-6                                                              | VERUS 2022-6 A3                      | CUSIP: 92539AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438940 | PA      | $443107.28    | 0.21%             | 2067-06-25      | Floating      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-1                                                              | VERUS 2023-1 A1                      | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1254508 | PA      | $1253619.47   | 0.59%             | 2067-12-25      | Floating      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-7                                                              | VERUS 2022-7 A1                      | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    799682 | PA      | $802325.26    | 0.38%             | 2067-07-25      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                                              | VERUS 2023-8 A1                      | CUSIP: 92540DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    702406 | PA      | $707643.77    | 0.33%             | 2068-12-25      | Floating      | 6.26%                 | Yes           | 2                  | On Loan: No      |
| Vistra Corp                                                                                    | VST 8 PERP                           | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250900.58    | 0.12%             | 2170-04-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Vistra Operations Co LLC                                                                       | VST 5.7 12/30/34                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278616.13    | 0.13%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Weir Group Inc.                                                                                | WEIRLN 5.35 05/06/30                 | CUSIP: 94877DAA2<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100306.02    | 0.05%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                              | WFC 3.9 PERP                         | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $324233.20    | 0.15%             | 2169-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                              | WFC 4.897 07/25/33                   | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275065.28    | 0.13%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                              | WFC 6.491 10/23/34                   | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    285000 | PA      | $306177.48    | 0.14%             | 2034-10-23      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                                                   | WFMBS 2020-4 A1                      | CUSIP: 95002VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143085 | PA      | $121539.18    | 0.06%             | 2050-07-25      | Floating      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                              | WFC 6.85 PERP                        | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187458.10    | 0.09%             | 2174-07-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating  LP                                                                | WES 5 1/4 02/01/50                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    425000 | PA      | $340908.08    | 0.16%             | 2050-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2                                                   | WLAKE 2024-2A B                      | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $520741.63    | 0.25%             | 2030-03-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1                                                   | WLAKE 2024-1A B                      | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446000 | PA      | $448745.80    | 0.21%             | 2027-11-15      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Windsor Holdings III LLC                                                                       | UNVR 8 1/2 06/15/30                  | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136972.03    | 0.06%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| N/A                                                                                            | MOUNT VERNON LIQUID ASSETS PORTFOLIO | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Virgin Media                                                                                   | VMED TL N 1LD                        | CUSIP: G9368PBC7<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    315000 | PA      | $311177.48    | 0.15%             | 2028-01-04      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Mega Broadband Investments Holdings                                                            | MEGBRO TL B 1L USD                   | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-12      | Variable      | 7.87%                 | No            | 2                  | On Loan: No      |
| TricorBraun                                                                                    | KRAIND TL 1L USD                     | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    147456 | PA      | $145641.30    | 0.07%             | 2028-01-29      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| PetSmart                                                                                       | PETM TL B 1L USD                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81468 | PA      | $80534.70     | 0.04%             | 2028-01-29      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| Parts Authority                                                                                | PAIHOL TL 1L USD                     | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-28      | Variable      | 8.60%                 | No            | 2                  | On Loan: No      |
| Nielsen                                                                                        | NLSN TL B 1L USD                     | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |       254 | PA      | $225.26       | 0.00%             | 2029-04-11      | Variable      | 9.76%                 | No            | 2                  | On Loan: No      |
| Breezeline (fka Atlantic Broadband)                                                            | CCACN TL B 1L USD                    | CUSIP: 19239BAD0<br>LEI: 549300SM780G0XC48K12 | Long             | LON              | CORP              | US        |    216884 | PA      | $213359.88    | 0.10%             | 2030-09-18      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| DIRECTV                                                                                        | DTV TL 1L USD                        | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104203 | PA      | $101116.85    | 0.05%             | 2029-08-02      | Variable      | 10.10%                | No            | 2                  | On Loan: No      |
| CDK Global                                                                                     | CDK TL B 1L USD                      | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-07-06      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| GoDaddy                                                                                        | GDDY TL B7 1L USD                    | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-08-21      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Univision Communications/Televisa                                                              | UVN TL B 1L USD                      | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    228275 | PA      | $220000.03    | 0.10%             | 2029-01-31      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| TransDigm                                                                                      | TDG TL J 1L USD                      | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    192689 | PA      | $191011.16    | 0.09%             | 2031-02-28      | Variable      | 7.10%                 | No            | 2                  | On Loan: No      |
| Ineos Group                                                                                    | INEGRP TL B 1L USD                   | CUSIP: N/A<br>LEI: 5493008MHJ4R367SNK31       | Long             | LON              | CORP              | US        |    107416 | PA      | $100810.02    | 0.05%             | 2030-02-19      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| Harbor Freight                                                                                 | HARFRE TL B 1L USD                   | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |     93925 | PA      | $87680.87     | 0.04%             | 2031-06-05      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Medline Industries                                                                             | MEDIND TL 1L USD                     | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    205769 | PA      | $204621.84    | 0.10%             | 2028-10-23      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Scientific Games Lottery                                                                       | SCGALO TL B 1L USD                   | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-04-04      | Variable      | 7.59%                 | No            | 2                  | On Loan: No      |
| Clarios (Power Solutions)                                                                      | POWSOL TL B 1L USD                   | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-05-06      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Medforth/St. George's University                                                               | STGEOR TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-02-12      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Iron Mountain                                                                                  | IRM TL B 1L USD                      | CUSIP: N/A<br>LEI: 5493009M0X1LQXGBWV02       | Long             | LON              | CORP              | US        |    172490 | PA      | $171972.49    | 0.08%             | 2031-01-31      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| Amentum (AECOM management business)                                                            | AECMAN TL B 1L USD                   | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184350 | PA      | $182420.78    | 0.09%             | 2031-07-30      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Instructure Holdings                                                                           | INST TL B 1L USD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-09-12      | Variable      | 8.20%                 | No            | 2                  | On Loan: No      |
| Del Monte Foods Inc                                                                            | DELMFD TL 1L USD                     | CUSIP: 24521WAC3<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |     52259 | PA      | $31943.59     | 0.02%             | 2028-08-02      | Variable      | 9.27%                 | No            | 2                  | On Loan: No      |
| Del Monte Foods Inc                                                                            | DELMFD TL 1L USD                     | CUSIP: 24521WAB5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |     60911 | PA      | $58627.28     | 0.03%             | 2028-08-02      | Variable      | 13.17%                | No            | 2                  | On Loan: No      |
| Del Monte Foods Inc                                                                            | DELMFD PIK-TERM 1L USD               | CUSIP: 24521WAD1<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    119866 | PA      | $25021.98     | 0.01%             | 2028-08-02      | Variable      | 8.35%                 | No            | 2                  | On Loan: No      |
| Terex                                                                                          | TEX TL 1L USD                        | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |    185000 | PA      | $185000.00    | 0.09%             | 2031-10-01      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| N/A                                                                                            | FMUONE TL B2 1L USD                  | CUSIP: L2465BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |     68333 | PA      | $68162.85     | 0.03%             | 2031-09-10      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| TransDigm                                                                                      | TDG TL 1L USD                        | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-01-05      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Froneri                                                                                        | ICECR TL B 1L USD                    | CUSIP: G3679YAK8<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | US        |    185000 | PA      | $183928.85    | 0.09%             | 2031-09-18      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| Formula One                                                                                    | FMUONE TL B1 1L USD                  | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136667 | PA      | $136325.68    | 0.06%             | 2031-09-10      | Variable      | 6.60%                 | No            | 2                  | On Loan: No      |
| Thunder Generation                                                                             | THUNGE TL B 1L USD                   | CUSIP: 88604KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83554 | PA      | $83605.86     | 0.04%             | 2031-09-29      | Variable      | 8.40%                 | No            | 2                  | On Loan: No      |
| Belron                                                                                         | BELRON TL B 1L USD                   | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    278600 | PA      | $278290.75    | 0.13%             | 2031-10-02      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| John Bean Technologies                                                                         | JBT TL B 1L USD                      | CUSIP: N/A<br>LEI: 5493007CT6ATBZ2L6826       | Long             | LON              | CORP              | US        |    150000 | PA      | $149887.50    | 0.07%             | 2031-10-09      | Variable      | 7.11%                 | No            | 2                  | On Loan: No      |
| EPIC Crude Services                                                                            | EPICRU TL B 1L USD                   | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    190000 | PA      | $190034.20    | 0.09%             | 2031-10-09      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Life Time Fitness                                                                              | LTH TL B 1L USD                      | CUSIP: 50218KAM0<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    104188 | PA      | $103705.63    | 0.05%             | 2031-10-22      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Cornerstone Generation                                                                         | LGHTGN TL B 1L USD                   | CUSIP: 21924NAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-10-28      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| StandardAero Aviation Holdings                                                                 | DAEAVI TL B1 1L USD                  | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    226781 | PA      | $225830.89    | 0.11%             | 2031-10-27      | Variable      | 7.01%                 | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co Inc                                                                     | DAEAVI TL B2 1L USD                  | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     86260 | PA      | $85898.87     | 0.04%             | 2031-10-27      | Variable      | 7.01%                 | No            | 2                  | On Loan: No      |
| Construction Partners                                                                          | ROAD TL B 1L USD                     | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    239400 | PA      | $238103.65    | 0.11%             | 2031-10-29      | Variable      | 7.26%                 | No            | 2                  | On Loan: No      |
| UKG                                                                                            | ULTI TL B 1L USD                     | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    129145 | PA      | $128852.12    | 0.06%             | 2031-02-10      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| WestJet Airlines                                                                               | KESTRE TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54725 | PA      | $54821.86     | 0.03%             | 2031-10-29      | Variable      | 8.26%                 | No            | 2                  | On Loan: No      |
| Citadel Enterprise                                                                             | CITSEC TL B 1L USD                   | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    188126 | PA      | $188092.62    | 0.09%             | 2031-10-24      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| TKO Group Holdings (UFC)                                                                       | ZUFFAL TL B 1L USD                   | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119425 | PA      | $119443.51    | 0.06%             | 2031-11-14      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| Select Medical                                                                                 | SEM TL B 1L USD                      | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    184538 | PA      | $184480.29    | 0.09%             | 2031-11-19      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Ellucian                                                                                       | DAEL TL B 1L USD                     | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-10-29      | Variable      | 7.60%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                                      | CZR TL B 1L USD                      | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |     49200 | PA      | $48634.20     | 0.02%             | 2030-02-06      | Variable      | 6.77%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating                                                               | CHTR TL B5 1L USD                    | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    309225 | PA      | $308510.69    | 0.15%             | 2031-11-22      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| Westinghouse Electric Co                                                                       | WECHOL TL B 1L USD                   | CUSIP: N/A<br>LEI: 5493002M6GRSU1IWMG57       | Long             | LON              | CORP              | US        |    200376 | PA      | $198811.34    | 0.09%             | 2031-01-27      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| Radnet                                                                                         | RDNT TL B 1L USD                     | CUSIP: 75049EAR5<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-04-18      | Variable      | 6.84%                 | No            | 2                  | On Loan: No      |
| TransUnion                                                                                     | TRUN TL B9 1L USD                    | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    199375 | PA      | $198540.62    | 0.09%             | 2031-06-24      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging                                                                               | BWY TL B1 1L USD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-04-16      | Variable      | 7.61%                 | No            | 2                  | On Loan: No      |
| ADT Corp                                                                                       | PRSESE TL B1 1L USD                  | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    169151 | PA      | $168661.37    | 0.08%             | 2030-10-15      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| BrightSpring Health Services/PharMerica                                                        | BRIHEA TL B5 1L USD                  | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    148132 | PA      | $147339.04    | 0.07%             | 2031-02-21      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Husky Injection Molding                                                                        | HUSKYI TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-02-15      | Variable      | 8.92%                 | No            | 2                  | On Loan: No      |
| Perrigo                                                                                        | PRGO TL B 1L USD                     | CUSIP: 71429TAF7<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-04-20      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Gates Industrial (Gates Global)                                                                | GTES TL B5 1L USD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    203724 | PA      | $202339.94    | 0.10%             | 2031-06-04      | Variable      | 6.06%                 | No            | 2                  | On Loan: No      |
| CHG Healthcare                                                                                 | COMHEA TL B1 1L USD                  | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    101726 | PA      | $101569.93    | 0.05%             | 2028-09-29      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| Indicor (Roper Industrial)                                                                     | ROPIND TL B 1L USD                   | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-11-23      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| Lummus Technology                                                                              | ILLBUY TL B 1L USD                   | CUSIP: 45232UAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-12-31      | Variable      | 7.40%                 | No            | 2                  | On Loan: No      |
| frontdoor                                                                                      | FTDR TL B 1L USD                     | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |    119700 | PA      | $119251.13    | 0.06%             | 2031-12-16      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Flutter Entertainment                                                                          | FLTR TL B 1L USD                     | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | US        |    192562 | PA      | $190095.77    | 0.09%             | 2030-11-29      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| Simon & Schuster                                                                               | SIMSCH TL 1L USD                     | CUSIP: 15651FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-10-30      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| WhiteWater DBR                                                                                 | WHIDBR TL B1 1L USD                  | CUSIP: 96616PAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74438 | PA      | $74438.44     | 0.04%             | 2031-03-03      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Calpine Corp                                                                                   | CPN TL B10 1L USD                    | CUSIP: N/A<br>LEI: 43R4VPJBXTU2O15HEF41       | Long             | LON              | CORP              | US        |    310000 | PA      | $309110.30    | 0.15%             | 2031-01-31      | Variable      | 6.23%                 | No            | 2                  | On Loan: No      |
| Altafiber (Cincinnati Bell)                                                                    | CBB TL B2 1L USD                     | CUSIP: 17187MAT7<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-24      | Variable      | 7.23%                 | No            | 2                  | On Loan: No      |
| Freeport LNG Investments                                                                       | FLIQII TL B 1L USD                   | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    104281 | PA      | $103029.25    | 0.05%             | 2028-12-21      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| GIP Pilot Acquisition Partners                                                                 | GIPPAP TL B 1L USD                   | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    263746 | PA      | $262756.87    | 0.12%             | 2030-10-04      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Clarios (Power Solutions)                                                                      | POWSOL TL B 1L USD                   | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    205000 | PA      | $201327.43    | 0.09%             | 2032-01-14      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| WorldPay                                                                                       | WRLDPY TL B 1L USD                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    235000 | PA      | $234803.78    | 0.11%             | 2031-01-31      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| Hub International                                                                              | HBGCN TL B 1L USD                    | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    213925 | PA      | $212799.75    | 0.10%             | 2030-06-20      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Oryx Southern Delaware Holdings                                                                | ORYSOU TL B 1L USD                   | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    205628 | PA      | $204053.67    | 0.10%             | 2028-10-05      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Chobani                                                                                        | CHBANI TL B 1L USD                   | CUSIP: 17026YAK5<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-25      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| Endeavor                                                                                       | EDR TL B 1L USD                      | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $94089.43     | 0.04%             | 2032-01-28      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| Applied Systems                                                                                | APPSYS TL B 1L USD                   | CUSIP: N/A<br>LEI: 549300NSKGF0SY5SWQ62       | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-02-24      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy                                                                                 | HILCRP TL B 1L USD                   | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |     75000 | PA      | $74062.50     | 0.03%             | 2030-02-05      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| BEACON ROOFING SUPPLY, INC.                                                                    | QXO TL B 1L USD                      | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |     40000 | PA      | $40007.20     | 0.02%             | 2032-04-23      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| North American Bancard                                                                         | TL B 1L USD                          | CUSIP: 66345FAB7<br>LEI: 549300G4QOYNTNBXSH82 | Long             | LON              | CORP              | US        |    206368 | PA      | $204672.27    | 0.10%             | 2028-11-24      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| Quikrete                                                                                       | QUIKHO TL B1 1L USD                  | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    128373 | PA      | $126159.17    | 0.06%             | 2031-04-14      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Minimax Viking                                                                                 | MINVIK TL B 1L USD                   | CUSIP: 55404TAF9<br>LEI: 549300Z5C6IXF1KV0Z78 | Long             | LON              | CORP              | US        |    175000 | PA      | $174562.50    | 0.08%             | 2032-02-19      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| American Airlines                                                                              | AAL TL B 1L USD                      | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160000 | PA      | $156964.00    | 0.07%             | 2028-04-20      | Variable      | 6.54%                 | No            | 2                  | On Loan: No      |
| Newly Weds Foods                                                                               | NWFOOD TL B 1L USD                   | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215000 | PA      | $214193.75    | 0.10%             | 2032-03-08      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Action Nederland B.V.                                                                          | ACTINA TL B4B 1L USD                 | CUSIP: N6872NAM8<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-10-28      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Energizer Holdings                                                                             | ENR TL B 1L USD                      | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |    100000 | PA      | $100041.50    | 0.05%             | 2032-03-13      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Opella (Sanofi consumer healthcare)                                                            | OPALBD TL B 1L USD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-03-31      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Madison Air                                                                                    | MADIAQ TL 1L USD                     | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-03-29      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-28

**Name of Applicant:** Dunham Funds

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Assistant Treasurer