# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-25-004188
**Filing Date:** 2025-10
**Character Count:** 484302
**Document Hash:** 7e9b9c6fae6f25070faed699617bbc7c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004188.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004188

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251429205

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Short Duration Core Plus Fund (Series ID: S000039927)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000123825 | Class A      | JSDHX           |
| C000123826 | Class C      | JSDCX           |
| C000123827 | Class I      | JSDSX           |
| C000123828 | Class R6     | JSDRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Short Duration Core Plus Fund

- **b. EDGAR series identifier (if any):** S000039927

- **c. LEI of Series:** 549300Q5U8SV79G4IM14

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5577884379.74

**Total Liabilities:** $10085348.15

**Net Assets:** $5567799031.59

**Delayed Delivery Securities:** $7439950.90

**Cash Not Reported:** $1910350.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5796.13738000 | **1-Year:** 267688.34217000 | **5-Year:** 871892.70088000 | **10-Year:** 14375.19688000 | **30-Year:** 0.00000000

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

- **3-Month:** 864.82495000 | **1-Year:** 42931.56085000 | **5-Year:** 99209.85861000 | **10-Year:** 12183.48603000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000123827 | 0.98%                | 0.03%                | 1.11%                |
| Class ID C000123826 | 0.92%                | -0.04%               | 1.16%                |
| Class ID C000123828 | 0.88%                | 0.03%                | 1.23%                |
| Class ID C000123825 | 0.96%                | -0.10%               | 1.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1075106.23              | $22699516.84                               |
| Month 2  | $927554.05               | $-10884082.27                              |
| Month 3  | $-430614.63              | $37280556.11                               |

**Designated Index Information**

- **Index Name:** 1-5 Yr Gov/Credit

- **Index Identifier:** 1031TRUSD0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WHARF Commercial Mortgage Trust                        | WHARF Commercial Mortgage Trust, Series 2025-DC, Class A                        | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4845000 | PA      | $4979104.27   | 0.09%             | 2040-07-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                 | Amkor Technology, Inc.                                                          | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    516000 | PA      | $515517.08    | 0.01%             | 2027-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                    | Benin Government Bond                                                           | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   1420000 | PA      | $1393573.80   | 0.03%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                  | Symphony CLO Ltd., Series 2019-21A, Class BR2                                   | CUSIP: 87166RGG6<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $12926394.00  | 0.23%             | 2032-07-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                        | Nordstrom, Inc.                                                                 | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322326.69    | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                               | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    324000 | PA      | $310180.59    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.             | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class BR              | CUSIP: 64133WAQ8<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10236531.50  | 0.18%             | 2036-07-16      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                      | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1070000 | PA      | $1062345.43   | 0.02%             | 2027-02-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                 | Sonic Automotive, Inc.                                                          | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1064465.05   | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                             | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1025984.52   | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K114, Class X3 | CUSIP: 3137FVNK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10750000 | PA      | $1173093.75   | 0.02%             | 2048-08-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                | MVW LLC, Series 2024-1A, Class C                                                | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    943673 | PA      | $961484.19    | 0.02%             | 2043-02-20      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2023-5, Class C                  | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2082502.80   | 0.04%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                         | Braskem Netherlands Finance BV                                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $2805000.00   | 0.05%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                                | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $463993.26    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  16115000 | PA      | $16503340.40  | 0.30%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 3140J8U43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1761106 | PA      | $1741207.37   | 0.03%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $1028000.00   | 0.02%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2022-12, Class GE                                           | CUSIP: 3136BMDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16222418 | PA      | $14984539.19  | 0.27%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-KC07, Class C                                 | CUSIP: 302988AN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4700000 | PA      | $3918554.97   | 0.07%             | 2029-10-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  11000000 | PA      | $11251883.72  | 0.20%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5836435.21   | 0.10%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XIII                            | Atlas Senior Loan Fund, Series 2019-13A, Class A1NR                             | CUSIP: 04942VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    895573 | PA      | $895676.44    | 0.02%             | 2031-04-22      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust, Series 2013-C11, Class B                       | CUSIP: 92937EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33825 | PA      | $33420.95     | 0.00%             | 2045-03-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                    | Nexstar Media, Inc.                                                             | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    845000 | PA      | $844083.94    | 0.02%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                        | Sinclair Television Group, Inc.                                                 | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    785000 | PA      | $747492.70    | 0.01%             | 2027-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-2A, Class B                      | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2281512.38   | 0.04%             | 2033-07-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec            | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   8235000 | PA      | $8278530.05   | 0.15%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                  | Gulfport Energy Corp.                                                           | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      1217 | NS      | $211794.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                             | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    810000 | PA      | $803887.58    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                    | Expand Energy Corp.                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1596187.42   | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                              | MFA Trust, Series 2024-RTL3, Class A1                                           | CUSIP: 59319PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3677990.39   | 0.07%             | 2039-11-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| VOLT XCIV LLC                                          | VOLT XCIV LLC, Series 2021-NPL3, Class A1                                       | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96048 | PA      | $96004.25     | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO                                | Bain Capital Credit CLO, Series 2019-2A, Class BR3                              | CUSIP: 05682LBC0<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10253936.00  | 0.18%             | 2032-10-17      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                                  | Matador Resources Co.                                                           | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327415.04    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                               | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $782074.80    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                | Scripps Escrow II, Inc.                                                         | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $398524.45    | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2015-GC31, Class C                  | CUSIP: 17323YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $105050.72    | 0.00%             | 2048-06-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                           | Hess Midstream Operations LP                                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1098104.04   | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                              | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551667.60    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                               | Argentine Republic                                                              | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    708000 | PA      | $560439.21    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                         | Rite Aid Corp., Series B                                                        | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    145585 | PA      | $0.00         | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                                      | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    860000 | PA      | $888243.26    | 0.02%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1915000 | PA      | $1867972.98   | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2024-1, Class KB                                                   | CUSIP: 38384G7K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16716522 | PA      | $15764148.13  | 0.28%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                        | NCR Voyix Corp.                                                                 | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    655000 | PA      | $645720.94    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                              | Trinidad Generation UnLtd                                                       | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    632000 | PA      | $662772.08    | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                        | Dryden CLO Ltd., Series 2020-86A, Class BR2                                     | CUSIP: 26245XBC0<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15004560.00  | 0.27%             | 2034-07-17      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                              | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                            | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5486677 | PA      | $5520918.52   | 0.10%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.              | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1060000 | PA      | $966196.19    | 0.02%             | 2031-01-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| STWD Mortgage Trust                                    | STWD Mortgage Trust, Series 2021-LIH, Class C                                   | CUSIP: 78486EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2200000 | PA      | $2193139.74   | 0.04%             | 2036-11-15      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                              | MFA Trust, Series 2024-NPL1, Class A1                                           | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4359240 | PA      | $4380904.99   | 0.08%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5470, Class FG                                             | CUSIP: 3137HHCM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22265243 | PA      | $22283251.43  | 0.40%             | 2054-11-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class B                      | CUSIP: 22535LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4550000 | PA      | $4573678.66   | 0.08%             | 2034-11-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14415000 | PA      | $14944028.63  | 0.27%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1200486.00   | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K112, Class X1 | CUSIP: 3137FUZX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24614458 | PA      | $1368790.32   | 0.02%             | 2030-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                            | Commonwealth of the Bahamas                                                     | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |   1000000 | PA      | $1073430.00   | 0.02%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2022-2A, Class C                              | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316622 | PA      | $316945.03    | 0.01%             | 2032-08-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-4, Class D                  | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4387000 | PA      | $4458632.25   | 0.08%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                             | Allison Transmission, Inc.                                                      | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    940000 | PA      | $947325.42    | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DSNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53197033 | PA      | $54816583.65  | 0.98%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust                                | PowerPay Issuance Trust, Series 2024-1A, Class A                                | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050640 | PA      | $1086545.13   | 0.02%             | 2039-02-18      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                     | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1284799.85   | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture CLO Ltd.                                       | Venture CLO Ltd., Series 2019-36A, Class A1AR                                   | CUSIP: 92332LAU3<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-CBDO         | CORP              | KY        |   7160992 | PA      | $7166141.17   | 0.13%             | 2032-04-20      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                             | ROCK Trust, Series 2024-CNTR, Class A                                           | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3009492 | PA      | $3097842.86   | 0.06%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1402885.94   | 0.03%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                  | Wrangler Holdco Corp.                                                           | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $672382.19    | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                      | Alumina Pty. Ltd.                                                               | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    585000 | PA      | $596585.93    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                   | LHOME Mortgage Trust, Series 2024-RTL5, Class A1                                | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |   5444000 | PA      | $5453377.83   | 0.10%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2022-43, Class P                                            | CUSIP: 3136BNVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8037399 | PA      | $7891773.34   | 0.14%             | 2052-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   3800000 | PA      | $3644010.00   | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VOLT CI LLC                                            | VOLT CI LLC, Series 2021-NP10, Class A1                                         | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    773233 | PA      | $772768.97    | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2017-KF38, Class B                                 | CUSIP: 30305MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57678 | PA      | $57696.76     | 0.00%             | 2024-09-25      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8025000 | PA      | $8192606.22   | 0.15%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                    | Lithia Motors, Inc.                                                             | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    299000 | PA      | $296271.86    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XX Ltd.                                   | Symphony CLO Ltd., Series 2018-20A, Class BR2                                   | CUSIP: 87166VAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9350000 | PA      | $9357106.00   | 0.17%             | 2032-01-16      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Republic of Iraq                                       | Republic of Iraq                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |   1542500 | PA      | $1531413.28   | 0.03%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3315000 | PA      | $3331704.48   | 0.06%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                           | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2956000 | PA      | $2938004.46   | 0.05%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1249700.21   | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust            | Goldman Home Improvement Trust Issuer Trust, Series 2021-GRN2, Class A          | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2468265 | PA      | $2405800.96   | 0.04%             | 2051-06-25      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Fells Point Funding Trust                              | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13680000 | PA      | $13444865.01  | 0.24%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2023-4, Class C                  | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8700000 | PA      | $8956483.83   | 0.16%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140XFCX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11848617 | PA      | $11269840.25  | 0.20%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                    | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1029786.75   | 0.02%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11815000 | PA      | $12168192.88  | 0.22%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-AA, Class C | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4041949.20   | 0.07%             | 2029-08-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Lhome Mortgage Trust                                   | Lhome Mortgage Trust, Series 2025-RTL2, Class A1                                | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2520133.25   | 0.05%             | 2040-04-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                           | Ardagh Packaging Finance plc                                                    | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $414164.00    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Purewest ABS Issuer LLC                                | Purewest ABS Issuer LLC, Series 2025-1, Class B                                 | CUSIP: 74628AAC8<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |   1940729 | PA      | $1940728.91   | 0.03%             | 2040-04-05      | Fixed         | 10.28%                | Yes           |                  3 | On Loan: No      |
| Yinson Bergenia Production BV                          | Yinson Bergenia Production BV                                                   | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1048000.00   | 0.02%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8665000 | PA      | $8849942.03   | 0.16%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2025-2, Class D                  | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10223086.00  | 0.18%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                               | Argentine Republic                                                              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1775000 | PA      | $1125350.00   | 0.02%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Other                                                                     | CUSIP: 3140FXJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4424198 | PA      | $3987212.77   | 0.07%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp.                         | Hughes Satellite Systems Corp.                                                  | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    586000 | PA      | $542287.90    | 0.01%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2013-55, Class AI                                           | CUSIP: 3136AEQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633336 | PA      | $51455.28     | 0.00%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                   | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $477637.97    | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Yinson Boronia Production BV                           | Yinson Boronia Production BV                                                    | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    981090 | PA      | $1070442.77   | 0.02%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2140000 | PA      | $2125036.71   | 0.04%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2024-1A, Class C                              | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1774000 | PA      | $1840104.21   | 0.03%             | 2032-09-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-K83, Class D                                  | CUSIP: 302958AS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6900000 | PA      | $5262525.12   | 0.09%             | 2051-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2014-CR19, Class D                            | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106034 | PA      | $102852.34    | 0.00%             | 2047-08-10      | Variable      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                   | Compass Minerals International, Inc.                                            | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    258000 | PA      | $257815.76    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                  | Arroyo Mortgage Trust, Series 2019-2, Class A3                                  | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114239 | PA      | $111393.76    | 0.00%             | 2049-04-25      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust, Series 2021-2A, Class D                                    | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287734 | PA      | $287315.60    | 0.01%             | 2027-02-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31668290 | PA      | $32364043.19  | 0.58%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                | Williams Scotsman, Inc.                                                         | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    880000 | PA      | $901525.68    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    885000 | PA      | $917635.02    | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class B            | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4410000 | PA      | $4167935.10   | 0.07%             | 2048-08-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 15 Year                                                             | CUSIP: 3132D6CV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8033973 | PA      | $7888403.59   | 0.14%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7500000 | PA      | $7521025.35   | 0.14%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                             | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338997.78    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K110, Class X3 | CUSIP: 3137FTZT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15543654 | PA      | $2080003.59   | 0.04%             | 2048-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                        | CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B                   | CUSIP: 126694D21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64307 | PA      | $58137.76     | 0.00%             | 2036-04-20      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                                          | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    515000 | PA      | $511216.39    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                        | Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2                       | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8560754 | PA      | $8569460.29   | 0.15%             | 2032-08-08      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2308689.80   | 0.04%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                          | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    675000 | PA      | $676534.95    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MMP Capital LLC                                        | MMP Capital LLC, Series 2025-A, Class A                                         | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2024191 | PA      | $2036599.88   | 0.04%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                         | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $971274.78    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Issuer Trust                              | Aqua Finance Issuer Trust, Series 2025-A, Class A                               | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7407846 | PA      | $7526199.30   | 0.14%             | 2050-12-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Boyne USA, Inc.                                        | Boyne USA, Inc.                                                                 | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    843000 | PA      | $827610.19    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables LLC, Series 2025-1A, Class A3                        | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2294334.00   | 0.04%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                              | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1140000 | PA      | $1218272.40   | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K107, Class D                                 | CUSIP: 302982AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $6099371.25   | 0.11%             | 2030-02-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust, Series 2025-SL1, Class A1                  | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8325511 | PA      | $8411622.38   | 0.15%             | 2067-11-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4970000 | PA      | $4776507.96   | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                    | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5719000 | PA      | $5945220.48   | 0.11%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2025-1, Class GC                                                   | CUSIP: 38385CKW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30152958 | PA      | $28881106.52  | 0.52%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                         | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3080000 | PA      | $3095271.84   | 0.06%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Osmose Utilities Services, Inc.                        | Osmose Utilities Services, Inc., 1st Lien Term Loan                             | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |   1243540 | PA      | $1219291.02   | 0.02%             | 2028-06-23      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| BOF VII AL Funding Trust I                             | BOF Funding Trust, Series 2023-CAR3, Class C                                    | CUSIP: 097093AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509137 | PA      | $506619.66    | 0.01%             | 2032-07-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Credit, Inc.                                | Commercial Credit, Inc., Series QIB                                             | CUSIP: 201616AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3508421.56   | 0.06%             | 2030-08-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2014-UBS3, Class B                            | CUSIP: 12591YBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1740040.00   | 0.03%             | 2047-06-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class B                       | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2730060.00   | 0.05%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class C               | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1862295 | PA      | $1883317.82   | 0.03%             | 2044-04-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Consumer Portfolio Services Auto Trust                 | Consumer Portfolio Services Auto Trust, Series 2025-B, Class C                  | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11060000 | PA      | $11166905.96  | 0.20%             | 2031-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                              | First Student Bidco, Inc., 1st Lien Term Loan                                   | CUSIP: 33718FAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1751564 | PA      | $1751563.71   | 0.03%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                              | Driven Brands Funding LLC, Series 2021-1A, Class A2                             | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4963773 | PA      | $4669373.17   | 0.08%             | 2051-10-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                 | Dycom Industries, Inc.                                                          | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    615000 | PA      | $599930.66    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                   | Macquarie Group Ltd.                                                            | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   5680000 | PA      | $5617117.23   | 0.10%             | 2027-01-12      | Variable      | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                 | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   6860000 | PA      | $6866340.70   | 0.12%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                    | Lithia Motors, Inc.                                                             | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    550000 | PA      | $527388.35    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                 | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1943680.84   | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-KSG1, Class C                                 | CUSIP: 30316JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4100000 | PA      | $2730000.17   | 0.05%             | 2030-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-KSG1, Class X2B                               | CUSIP: 30316JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4100000 | PA      | $16666.09     | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Equitable America Global Funding                       | Equitable America Global Funding                                                | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  10105000 | PA      | $10307842.52  | 0.19%             | 2030-06-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                                                | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $646404.81    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                                                 | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    685000 | PA      | $697795.12    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Carpenter Technology Corp.                             | Carpenter Technology Corp.                                                      | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541607.04    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $443454.69    | 0.01%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                | Quikrete Holdings, Inc.                                                         | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2140053.33   | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                             | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                  | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    686515 | PA      | $684050.12    | 0.01%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing LLC, Series 2025-3A, Class C                            | CUSIP: 42806MDD8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5054607.00   | 0.09%             | 2029-12-26      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-1A, Class B                      | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1018008.70   | 0.02%             | 2031-02-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing III LLC, Series 2025-4A, Class C                        | CUSIP: 42806MDH9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4569715.35   | 0.08%             | 2031-12-25      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class B               | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183756 | PA      | $181631.04    | 0.00%             | 2037-11-20      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates         | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class 1A2        | CUSIP: 2254585P9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677278 | PA      | $612430.70    | 0.01%             | 2035-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-5, Class D                  | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1916000 | PA      | $1940346.61   | 0.03%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                    | Trans-Allegheny Interstate Line Co.                                             | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2571397.39   | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K105, Class X3 | CUSIP: 3137FRUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40058382 | PA      | $3126228.24   | 0.06%             | 2048-03-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                        | Palmer Square Loan Funding Ltd., Series 2025-1A, Class A2                       | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10181509.50  | 0.18%             | 2033-02-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                         | Home Partners of America Trust, Series 2021-2, Class E1                         | CUSIP: 43732VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9594957 | PA      | $9262341.60   | 0.17%             | 2026-12-17      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                     | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    705000 | PA      | $651430.65    | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4600000 | PA      | $4922837.11   | 0.09%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                        | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1377363.37   | 0.02%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                         | Rite Aid Corp.                                                                  | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    106773 | PA      | $0.00         | 0.00%             | 2031-08-30      | Variable      | 11.32%                | Yes           |                  3 | On Loan: No      |
| ICITII                                                 | ICITII                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    290452 | PA      | $230845.61    | 0.00%             | 2033-01-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Purchasing Power Funding LLC                           | Purchasing Power Funding LLC, Series 2024-A, Class C                            | CUSIP: 745935AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2730516.75   | 0.05%             | 2028-08-15      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11420000 | PA      | $11446958.97  | 0.21%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-2, Class D            | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5605496.60   | 0.10%             | 2031-07-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                                              | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1068003.59   | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust, Series 2025-1, Class A                            | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780680 | PA      | $785841.30    | 0.01%             | 2035-04-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4681, Class SD                                             | CUSIP: 3137BYHQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250965 | PA      | $31748.21     | 0.00%             | 2047-05-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                  | Athene Global Funding                                                           | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  17650000 | PA      | $17927339.57  | 0.32%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid                                               | Rite Aid                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1007 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust, Series 2019-NQM5, Class B1                 | CUSIP: 64830PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3041000 | PA      | $2692096.64   | 0.05%             | 2059-11-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  16000000 | PA      | $15564890.88  | 0.28%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class B               | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1317574 | PA      | $1329203.22   | 0.02%             | 2044-04-20      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2021-SFR4, Class E1                                          | CUSIP: 66982FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1821000 | PA      | $1764508.57   | 0.03%             | 2038-12-17      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1267983.15   | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class D    | CUSIP: 61765LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $2961063.00   | 0.05%             | 2048-05-15      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    495000 | PA      | $479942.64    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3 | CUSIP: 3137FEBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $56211.96     | 0.00%             | 2045-12-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1296520.00   | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2025-1A, Class C                           | CUSIP: 43283CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4482087 | PA      | $4531545.26   | 0.08%             | 2042-05-27      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                | Instituto Costarricense de Electricidad                                         | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | NUSS              | CR        |   1350000 | PA      | $1410331.50   | 0.03%             | 2031-10-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, STRIPS, Series 342, Class S7                                             | CUSIP: 31325VM50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1135491 | PA      | $130288.01    | 0.00%             | 2045-02-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                        | NCR Voyix Corp.                                                                 | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    527000 | PA      | $520377.45    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7775000 | PA      | $7978506.97   | 0.14%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                               | Foundation Finance Trust, Series 2024-2A, Class A                               | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2415755 | PA      | $2420584.08   | 0.04%             | 2050-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4043961.40   | 0.07%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2021-K126, Class X2A                               | CUSIP: 30319DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  97968531 | PA      | $397840.41    | 0.01%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K739, Class X2A                               | CUSIP: 30289SAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  67929856 | PA      | $99204.76     | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q012, Class X  | CUSIP: 3137FVNQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10615989 | PA      | $1627427.98   | 0.03%             | 2035-09-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2920000 | PA      | $2906312.50   | 0.05%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    912000 | PA      | $892718.31    | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                     | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322555.77    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RR 12 Ltd.                                             | RR Ltd., Series 2020-12A, Class ABR3                                            | CUSIP: 74989HAN2<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |   9345000 | PA      | $9350849.97   | 0.17%             | 2036-01-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Primo Brands Corp.                                     | Primo Brands Corp., 1st Lien Term Loan                                          | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1900763 | PA      | $1902340.83   | 0.03%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-K82, Class D                                  | CUSIP: 30297LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9392906 | PA      | $7345658.27   | 0.13%             | 2028-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2023-P2, Class C                         | CUSIP: 14686TAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4982000 | PA      | $5141324.86   | 0.09%             | 2029-07-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                       | Grupo Nutresa SA                                                                | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |   1300000 | PA      | $1380112.50   | 0.02%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                     | Digicel International Finance Ltd.                                              | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1675331.71   | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                      | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1255884.95   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                            | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13375000 | PA      | $13443968.19  | 0.24%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                               | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $682414.88    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Street Capital Group, Inc.                             | Street Capital Group, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |   1194146 | PA      | $1194145.73   | 0.02%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2024-2A, Class C                                 | CUSIP: 52590AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2014269.40   | 0.04%             | 2034-02-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    200000 | PA      | $203195.60    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                           | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |   3000000 | PA      | $2956500.00   | 0.05%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CAFL Issuer LP                                         | CAFL Issuer LP, Series 2025-RRTL1, Class A1                                     | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4033710.80   | 0.07%             | 2040-05-28      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                               | MRCD MARK Mortgage Trust, Series 2019-PARK, Class A                             | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6960000 | PA      | $6159600.00   | 0.11%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                              | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3040000 | PA      | $2940945.86   | 0.05%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1539862.88   | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2022-SFR3, Class F                                           | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6300000 | PA      | $5985214.20   | 0.11%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2015-C29, Class C                 | CUSIP: 94989KBB8<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3634162.50   | 0.07%             | 2048-06-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class A3                | CUSIP: 95001LAT9<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    586211 | PA      | $577110.79    | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $5303337.07   | 0.10%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                                          | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1168220.87   | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                        | Stream Innovations Issuer Trust, Series 2024-1A, Class A                        | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2660398 | PA      | $2772634.37   | 0.05%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                | Republic of El Salvador                                                         | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |   1150000 | PA      | $1235169.00   | 0.02%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427MHC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13163818 | PA      | $13576243.26  | 0.24%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 3294, Class NE                                             | CUSIP: 31397FSG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140456 | PA      | $147949.03    | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                             | Snap, Inc.                                                                      | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    495000 | PA      | $500145.03    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                          | CommScope LLC                                                                   | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367138.16    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 265760000 | PA      | $267815488.83 | 4.81%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    208723 | PA      | $202979.25    | 0.00%             | 2032-12-31      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7674313.04   | 0.14%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D           | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3582406.80   | 0.06%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-3, Class D            | CUSIP: 02528EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8537000 | PA      | $8607771.73   | 0.15%             | 2032-07-12      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                               | NGL Energy Operating LLC                                                        | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $281394.61    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  26976000 | PA      | $26900420.80  | 0.48%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                | Bath & Body Works, Inc.                                                         | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    570000 | PA      | $585156.87    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Other                                                                     | CUSIP: 3140FXES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4444776 | PA      | $4005822.93   | 0.07%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2021-SFR3, Class E1                                          | CUSIP: 00180UAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2603369.16   | 0.05%             | 2038-10-17      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3010000 | PA      | $3014262.22   | 0.05%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch BV                                       | Greenko Dutch BV                                                                | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |   1487200 | PA      | $1470097.20   | 0.03%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                            | Hashemite Kingdom of Jordan                                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   1500000 | PA      | $1562861.55   | 0.03%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                           | Scotts Miracle-Gro Co. (The)                                                    | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1633332.17   | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                       | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1334423.30   | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                            | Nationwide Building Society                                                     | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  13625000 | PA      | $13942890.60  | 0.25%             | 2027-10-18      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                         | Rite Aid Corp., Series A                                                        | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    309148 | PA      | $0.00         | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2014-CR14, Class B                            | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2511394 | PA      | $2423520.57   | 0.04%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                        | WHARF Commercial Mortgage Trust, Series 2025-DC, Class C                        | CUSIP: 92987LAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1022889.80   | 0.02%             | 2040-07-15      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-1, Class D            | CUSIP: 02530UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2028511.80   | 0.04%             | 2029-04-12      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc.                                                                  | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1650950.39   | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                               | Spirit AeroSystems, Inc.                                                        | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    359000 | PA      | $379684.86    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa        | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |   1500000 | PA      | $1534335.00   | 0.03%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                        | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    689818 | PA      | $676021.64    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                 | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A3                 | CUSIP: 39571XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1018767.50   | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2024-3A, Class C                           | CUSIP: 43283NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2515456 | PA      | $2548916.78   | 0.05%             | 2040-08-27      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 3140Q87D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6357425 | PA      | $6172754.76   | 0.11%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden Senior Loan Fund, Series 2016-43A, Class B1R3                            | CUSIP: 26245CBS1<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10006850.00  | 0.18%             | 2034-04-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                  | Range Resources Corp.                                                           | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    745000 | PA      | $726740.35    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC               | OnDeck Asset Securitization Trust LLC, Series 2023-1A, Class A                  | CUSIP: 67108SAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3744000 | PA      | $3808170.66   | 0.07%             | 2030-08-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                      | Uzbekneftegaz JSC                                                               | CUSIP: N/A<br>LEI: 213800LUZJZFLJD4MJ51       | Long             | DBT              | NUSS              | UZ        |   1000000 | PA      | $943110.00    | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2020-HR8, Class XA                       | CUSIP: 61692BBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18684577 | PA      | $1281836.72   | 0.02%             | 2053-07-15      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    716000 | PA      | $687536.71    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6421000 | PA      | $5922824.15   | 0.11%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  11845000 | PA      | $11556153.16  | 0.21%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $297275.23    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1400000 | PA      | $1453816.00   | 0.03%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Intelsat SA                                            | Intelsat SA                                                                     | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |     14900 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2015-85, Class SA                                           | CUSIP: 3136AQRN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2656152 | PA      | $270492.65    | 0.00%             | 2045-11-25      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $5130350.00   | 0.09%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class C                      | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2080116.60   | 0.04%             | 2034-10-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                     | Saavi Energia Sarl                                                              | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1080000 | PA      | $1147834.80   | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                               | MRCD MARK Mortgage Trust, Series 2019-PARK, Class B                             | CUSIP: 55348UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5040000.00   | 0.09%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| FRTKL                                                  | FRTKL, Series 2021-SFR1, Class D                                                | CUSIP: 30322DAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6762000 | PA      | $6544851.89   | 0.12%             | 2038-09-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                               | Central Garden & Pet Co.                                                        | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1005470.45   | 0.02%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5895000 | PA      | $6078959.08   | 0.11%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                          | White Cap Supply Holdings LLC, 1st Lien Term Loan C                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   1053846 | PA      | $1053951.23   | 0.02%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2021-2A, Class A                                 | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4444000 | PA      | $4260625.45   | 0.08%             | 2032-04-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class C                      | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3039267.00   | 0.05%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust, Series 2018-2, Class A                  | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557095 | PA      | $544730.75    | 0.01%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2021-1A, Class B                                 | CUSIP: 52607MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2617120.28   | 0.05%             | 2031-11-20      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| CRIBS Mortgage Trust                                   | CRIBS Mortgage Trust, Series 2025-RTL1, Class A1                                | CUSIP: 12704NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2021745.60   | 0.04%             | 2040-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                            | Wayfair LLC                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    945000 | PA      | $963549.41    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO II Ltd.                                     | CarVal CLO Ltd., Series 2019-1A, Class BR2                                      | CUSIP: 14686ABA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6222000 | PA      | $6227357.14   | 0.11%             | 2032-04-20      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K118, Class D                                 | CUSIP: 30316TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $5050631.25   | 0.09%             | 2053-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SES SA                                                 | SES SA                                                                          | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |     14900 | NS      | $189975.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                  | Kingston Airport Revenue Finance Ltd.                                           | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |   1318000 | PA      | $1357131.42   | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series FIX                                               | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7224581.00   | 0.13%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5470000 | PA      | $5607734.60   | 0.10%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-MF, Class B                           | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708364 | PA      | $709691.82    | 0.01%             | 2039-02-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2024-2, Class C            | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5091000 | PA      | $5154381.93   | 0.09%             | 2030-04-12      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9975000 | PA      | $10353185.57  | 0.19%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                 | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    480000 | PA      | $454721.14    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2024-101, Class DV                                          | CUSIP: 3136BUFR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4771359 | PA      | $4971141.10   | 0.09%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                             | Constellation Brands, Inc.                                                      | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   9105000 | PA      | $9244390.45   | 0.17%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4925, Class SH                                             | CUSIP: 3137FPCF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5910659 | PA      | $615378.78    | 0.01%             | 2049-10-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc.                                                         | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969346.90    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PRM5 Trust                                             | PRM5 Trust, Series 2025-PRM5, Class D                                           | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $219385.43    | 0.00%             | 2033-03-10      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2023-SFR2, Class B                                           | CUSIP: 00178YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1464995.55   | 0.03%             | 2040-06-17      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-P4, Class B                         | CUSIP: 14076LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8900000 | PA      | $9124652.91   | 0.16%             | 2031-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                     | CSN Inova Ventures                                                              | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |   3150000 | PA      | $3028725.00   | 0.05%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    187000 | PA      | $193618.30    | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Ultra Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1228 | NC      | $-648379.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2024-67, Class FA                                           | CUSIP: 3136BSPM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5466038 | PA      | $5477509.48   | 0.10%             | 2054-09-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                    | Kinetik Holdings LP                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1129592.80   | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC, Series 2024-1A, Class B                            | CUSIP: 588926AG0<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5312711.78   | 0.10%             | 2037-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46550000 | PA      | $47170060.43  | 0.85%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                  | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14782000 | PA      | $14735040.39  | 0.26%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $432807.18    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Knife River Corp.                                      | Knife River Corp.                                                               | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $582088.44    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                                     | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    971000 | PA      | $966103.44    | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                        | Reach ABS Trust, Series 2025-2A, Class B                                        | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3530089.50   | 0.06%             | 2032-08-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                  | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  12635000 | PA      | $12756561.46  | 0.23%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                    | Wind River CLO Ltd., Series 2021-4A, Class AR                                   | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15024780.00  | 0.27%             | 2035-01-20      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2025-4, Class LA                                                   | CUSIP: 38385CBR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16308855 | PA      | $15438349.91  | 0.28%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2022-SFR6, Class C                           | CUSIP: 74334DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2010982.80   | 0.04%             | 2039-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                           | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $624899.50    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                         | THL Credit Wind River CLO Ltd., Series 2019-3A, Class BR2                       | CUSIP: 97314JAL9<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   6666666 | PA      | $6676732.67   | 0.12%             | 2031-04-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2021-3A, Class D                      | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4579637 | PA      | $4533057.95   | 0.08%             | 2027-07-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2021-SFR1, Class C                                           | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581000 | PA      | $544695.69    | 0.01%             | 2038-06-17      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                           | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1347055.97   | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                   | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $477985.63    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    214500 | PA      | $216737.17    | 0.00%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                  | Symphony CLO Ltd., Series 2015-16A, Class B1RR                                  | CUSIP: 87165VAZ2<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |   5822000 | PA      | $5825935.67   | 0.10%             | 2031-10-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                         | Pagaya AI Debt Selection Trust, Series 2021-HG1, Class A                        | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105930 | PA      | $105698.83    | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5135000 | PA      | $5260165.93   | 0.09%             | 2031-05-23      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $290975.49    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust               | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-SD1, Class A              | CUSIP: 61744CBD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68147 | PA      | $67996.61     | 0.00%             | 2034-08-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1062639.16   | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3625000 | PA      | $3656718.75   | 0.07%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                              | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    480000 | PA      | $492600.48    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                              | BXMT Ltd., Series 2021-FL4, Class A                                             | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1818221 | PA      | $1812595.85   | 0.03%             | 2038-05-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Incora Intermediate LLC                                | Incora Intermediate LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13421 | NS      | $266406.85    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5551, Class BA                                             | CUSIP: 3137HLTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36907310 | PA      | $36785142.62  | 0.66%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class B                      | CUSIP: 22536VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3350490.98   | 0.06%             | 2034-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                           | Peru LNG Srl                                                                    | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |   2583540 | PA      | $2456300.66   | 0.04%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NRM FNT1 Excess LLC                                    | NRM FNT1 Excess LLC, Series 2024-FNT1, Class A                                  | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3917761 | PA      | $3988819.11   | 0.07%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                                  | Arbor Realty SR, Inc., Series QIB                                               | CUSIP: 03881NAG2<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4988591.20   | 0.09%             | 2027-10-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust       | Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10     | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   3596338 | PA      | $3650322.71   | 0.07%             | 2049-10-25      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                          | AIB Group plc                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  16690000 | PA      | $17752383.09  | 0.32%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1439661.76   | 0.03%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                               | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2550000 | PA      | $2602938.71   | 0.05%             | 2031-05-27      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-N3, Class C                         | CUSIP: 14687WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4525438.95   | 0.08%             | 2030-12-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   9500000 | PA      | $9556463.82   | 0.17%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class C                      | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8142000 | PA      | $8346791.66   | 0.15%             | 2035-07-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  39730076 | PA      | $40726592.10  | 0.73%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2021-4A, Class D                    | CUSIP: 30165JAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7273717 | PA      | $7210462.21   | 0.13%             | 2028-01-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class C               | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5199670.00   | 0.09%             | 2030-06-20      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   9660000 | PA      | $9915375.53   | 0.18%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                    | NatWest Markets plc                                                             | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   7125000 | PA      | $7394574.95   | 0.13%             | 2029-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                            | Swedbank AB                                                                     | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   6900000 | PA      | $7083570.15   | 0.13%             | 2030-05-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                            | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   7285000 | PA      | $7345588.84   | 0.13%             | 2029-07-14      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class D           | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5101806.00   | 0.09%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2016-74, Class GS                                           | CUSIP: 3136ATE34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1337741 | PA      | $183315.04    | 0.00%             | 2046-10-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                | Republic of El Salvador                                                         | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |   1600000 | PA      | $1685504.00   | 0.03%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Consumer Portfolio Services Auto Trust                 | Consumer Portfolio Services Auto Trust, Series 2025-A, Class C                  | CUSIP: 12633SAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11136022.70  | 0.20%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-3A, Class C                      | CUSIP: 36272GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1763336.75   | 0.03%             | 2031-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                  | BlueMountain CLO Ltd., Series 2021-32A, Class BR                                | CUSIP: 09631EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10494162.00  | 0.19%             | 2034-10-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K104, Class X3 | CUSIP: 3137FREL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25300000 | PA      | $1848228.25   | 0.03%             | 2047-02-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                               | Foundation Finance Trust, Series 2025-2A, Class A                               | CUSIP: 35042NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5530105 | PA      | $5553523.00   | 0.10%             | 2052-04-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp.                                     | Imola Merger Corp.                                                              | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $921284.75    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                          | MHC Commercial Mortgage Trust, Series 2021-MHC, Class D                         | CUSIP: 55316VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1803375.00   | 0.03%             | 2038-04-15      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2015-C27, Class C                 | CUSIP: 94989DBC2<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |   2478101 | PA      | $2181992.29   | 0.04%             | 2048-02-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-KC03, Class B                                 | CUSIP: 30297UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4945840.50   | 0.09%             | 2026-01-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class D1            | CUSIP: 46645LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $4022403.30   | 0.07%             | 2049-03-17      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                   | Owens-Brockway Glass Container, Inc.                                            | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1259015.18   | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                                                   | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518808.36    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D    | CUSIP: 61690QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1940040.00   | 0.03%             | 2050-07-15      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Republic of Ecuador                                                             | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1500000 | PA      | $1132500.00   | 0.02%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                          | Lendbuzz Securitization Trust, Series 2022-1A, Class A                          | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336606 | PA      | $336169.90    | 0.01%             | 2027-05-17      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                    | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2861252.96   | 0.05%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                             | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    759000 | PA      | $754152.34    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   2500000 | PA      | $2511725.00   | 0.05%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2021-R02, Class 2M2                 | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   6193240 | PA      | $6246318.97   | 0.11%             | 2041-11-25      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2021-K126, Class D                                 | CUSIP: 30319DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9500000 | PA      | $6102895.95   | 0.11%             | 2054-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473590.91    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                    | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3860334.00   | 0.07%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                               | Bunge Ltd. Finance Corp.                                                        | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3854220.71   | 0.07%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                                     | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107514.95    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust, Series 2024-2, Class D                            | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3272572.55   | 0.06%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                         | Coherent Corp.                                                                  | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1031891.91   | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1520900.29   | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3170000 | PA      | $3308182.65   | 0.06%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                              | XPO, Inc.                                                                       | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330644.28    | 0.01%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3 | CUSIP: 3137FLN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35700000 | PA      | $410210.85    | 0.01%             | 2026-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                       | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10840000 | PA      | $11103340.24  | 0.20%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    547000 | PA      | $511790.05    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1265979.69   | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2017-GS5, Class D                          | CUSIP: 36252HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $303827.63    | 0.01%             | 2050-03-10      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $626148.70    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLIX Ltd.                         | Madison Park Funding Ltd., Series 2021-49A, Class B1R                           | CUSIP: 55820VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6981660.00   | 0.13%             | 2034-10-19      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                   | LHOME Mortgage Trust, Series 2025-RTL3, Class A1                                | CUSIP: 50205YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16725000 | PA      | $16737393.23  | 0.30%             | 2040-08-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2021-B, Class A                                  | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1546930 | PA      | $1513244.70   | 0.03%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| HINNT LLC                                              | HINNT LLC, Series 2025-A, Class D                                               | CUSIP: 433403AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    813228 | PA      | $825344.82    | 0.01%             | 2044-03-15      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA II, 30 Year                                                                | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3007326 | PA      | $2926832.41   | 0.05%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4338, Class SA                                             | CUSIP: 3137BB7C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3260619 | PA      | $388045.57    | 0.01%             | 2044-05-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class C                 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4868238 | PA      | $4916390.60   | 0.09%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust, Series 2021-4A, Class D                                    | CUSIP: 26253WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5839427 | PA      | $5773831.62   | 0.10%             | 2027-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Gold Pools, 15 Year                                                       | CUSIP: 3128MMSS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1180941 | PA      | $1168445.83   | 0.02%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2024-110, Class LC                                                 | CUSIP: 38384QJ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26946420 | PA      | $25925463.74  | 0.47%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec            | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   8075000 | PA      | $8381303.48   | 0.15%             | 2028-03-14      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  10000000 | PA      | $10362027.70  | 0.19%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                  | Coinbase Global, Inc.                                                           | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    650000 | PA      | $616765.05    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $579024.96    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Transnet                                               | Transnet                                                                        | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |   2000000 | PA      | $2095750.00   | 0.04%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  18640000 | PA      | $18654019.52  | 0.34%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                            | Terex Corp.                                                                     | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389732.42    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Precision Drilling Corp.                               | Precision Drilling Corp.                                                        | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $191915.52    | 0.00%             | 2026-01-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.              | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     81000 | PA      | $85956.26     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 31418BD37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3574044 | PA      | $3485095.32   | 0.06%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust, Series 2019-5, Class B1                               | CUSIP: 03464KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $996626.95    | 0.02%             | 2049-10-25      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                         | Braskem Netherlands Finance BV                                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    923000 | PA      | $687635.00    | 0.01%             | 2081-01-23      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                | CF Hippolyta Issuer LLC, Series 2021-1A, Class B1                               | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1286596 | PA      | $992872.13    | 0.02%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                                                   | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    580000 | PA      | $574438.42    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp.                                           | Lennar Corp.                                                                    | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   7985000 | PA      | $8245261.65   | 0.15%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1216221.56   | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13060000 | PA      | $13305364.10  | 0.24%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                    | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    830000 | PA      | $828871.78    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  15200000 | PA      | $15804171.27  | 0.28%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                          | CommScope LLC                                                                   | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    905000 | PA      | $915856.38    | 0.02%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    616000 | PA      | $631513.34    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                         | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4606000 | PA      | $4517905.18   | 0.08%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18147322 | PA      | $18615469.95  | 0.33%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class C                  | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3262068.00   | 0.06%             | 2048-04-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Dext ABS LLC                                           | Dext ABS LLC, Series 2025-1, Class B                                            | CUSIP: 252154AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7920000 | PA      | $8020496.09   | 0.14%             | 2035-08-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                        | Santander UK Group Holdings plc                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   9665000 | PA      | $9711340.58   | 0.17%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                      | Hertz Corp. (The)                                                               | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1802881.59   | 0.03%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2024-2, Class E            | CUSIP: 02531BAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4157270.40   | 0.07%             | 2031-11-12      | Fixed         | 7.87%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                           | TriMas Corp.                                                                    | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $356060.99    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                        | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $931318.76    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, STRIPS, Series 267, Class S5                                             | CUSIP: 31325TN96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2758523 | PA      | $292439.04    | 0.01%             | 2042-08-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18405000 | PA      | $17949739.81  | 0.32%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                      | RingCentral, Inc.                                                               | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    795000 | PA      | $848379.48    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                  | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1503163.16   | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class C               | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1221874.51   | 0.02%             | 2030-12-20      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                | Bath & Body Works, Inc.                                                         | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    895000 | PA      | $919126.52    | 0.02%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                           | Ardagh Packaging Finance plc                                                    | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $769500.00    | 0.01%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                        | Western Funding Auto Loan Trust, Series 2025-1, Class C                         | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8105345.60   | 0.15%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  14165000 | PA      | $13852514.72  | 0.25%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-56, Class BV                                           | CUSIP: 3136BWNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12234970 | PA      | $12553716.53  | 0.23%             | 2036-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP, 1st Lien Term Loan B                                         | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1073650 | PA      | $1071749.64   | 0.02%             | 2030-05-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                     | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2082250.34   | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp.                                           | Avient Corp.                                                                    | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    780000 | PA      | $805839.84    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K115, Class D                                 | CUSIP: 302673AG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $5245917.75   | 0.09%             | 2053-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10640000 | PA      | $10937566.43  | 0.20%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   9310000 | PA      | $9471766.28   | 0.17%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-5A, Class C                      | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3268035.86   | 0.06%             | 2034-04-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                        | Republic Finance Issuance Trust, Series 2024-A, Class B                         | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2889000 | PA      | $2933828.04   | 0.05%             | 2032-08-20      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                                           | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1053080.09   | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Brean Asset-Backed Securities Trust                    | Brean Asset-Backed Securities Trust, Series 2025-RM11, Class A1                 | CUSIP: 10638GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3940671 | PA      | $3870451.52   | 0.07%             | 2065-05-25      | Variable      | 4.75%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2978688 | PA      | $3043605.42   | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8730000 | PA      | $8612711.93   | 0.15%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                      | Homeward Opportunities Fund Trust, Series 2025-RRTL2, Class A1                  | CUSIP: 437923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7440000 | PA      | $7450627.30   | 0.13%             | 2040-09-25      | Variable      | 5.39%                 | Yes           |                  3 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL Commercial Mortgage Trust, Series 2015-C4, Class E                        | CUSIP: 12635RBF4<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |   2973000 | PA      | $2823502.40   | 0.05%             | 2048-11-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2022-42, Class EA                                           | CUSIP: 3136BNRD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  47895267 | PA      | $46479076.24  | 0.83%             | 2052-06-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4634, Class MD                                             | CUSIP: 3137BSSN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6235187 | PA      | $6257793.01   | 0.11%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                 | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class A3                | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3065000 | PA      | $3111741.56   | 0.06%             | 2060-06-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                   | FirstKey Homes Trust, Series 2021-SFR1, Class F2                                | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3919211.20   | 0.07%             | 2038-08-17      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45315000 | PA      | $45405276.09  | 0.82%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                          | Staples, Inc.                                                                   | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    355000 | PA      | $339912.50    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2025-C, Class B                                  | CUSIP: 68378RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8275945.43   | 0.15%             | 2033-07-08      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                       | Marriott Ownership Resorts, Inc.                                                | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241586.95    | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Cencora, Inc.                                          | Cencora, Inc.                                                                   | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7210712.08   | 0.13%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                        | Wingspire Equipment Finance LLC, Series 2024-1A, Class C                        | CUSIP: 97415AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011219.10   | 0.02%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2025-SFR2, Class D                           | CUSIP: 74334GAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2998310 | PA      | $2777622.77   | 0.05%             | 2042-04-17      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 3138ERTJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137980 | PA      | $136463.79    | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                      | Masterbrand, Inc.                                                               | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    725000 | PA      | $751029.68    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                      | Lebanese Republic                                                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   4362000 | PA      | $852771.00    | 0.02%             | 2020-03-09      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                                             | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1394667.30   | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                  | Toorak Mortgage Trust, Series 2025-RRTL1, Class A1                              | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5605368.72   | 0.10%             | 2040-02-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                     | Wand NewCo 3, Inc.                                                              | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    615000 | PA      | $650678.61    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                               | Blue Racer Midstream LLC                                                        | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $775071.93    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    863000 | PA      | $840150.35    | 0.02%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                             | Dana, Inc.                                                                      | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424761.19    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  20445000 | PA      | $19944163.33  | 0.36%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                           | ams-OSRAM AG                                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   1100000 | PA      | $1191218.60   | 0.02%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2024-151, Class HB                                                 | CUSIP: 38384WMQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33665116 | PA      | $33329498.67  | 0.60%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5531, Class DA                                             | CUSIP: 3137HKRY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20555640 | PA      | $20485475.63  | 0.37%             | 2052-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-5A, Class B                      | CUSIP: 22535PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1334000 | PA      | $1368429.87   | 0.02%             | 2034-02-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-1A, Class C                      | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2470000 | PA      | $2516564.19   | 0.05%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| ABL                                                    | ABL, Series 2025-RTL1, Class A1                                                 | CUSIP: 00092RAA7<br>LEI: 254900C9FQN3N2YOSF41 | Long             | ABS-MBS          | CORP              | US        |   6385000 | PA      | $6427599.44   | 0.12%             | 2030-06-25      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| VOLT XCV LLC                                           | VOLT XCV LLC, Series 2021-NPL4, Class A1                                        | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    967945 | PA      | $967640.96    | 0.02%             | 2051-03-27      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2021-K126, Class X2B                               | CUSIP: 30319DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25000000 | PA      | $109092.50    | 0.00%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Purewest ABS Issuer LLC                                | Purewest ABS Issuer LLC, Series 2025-1, Class A2                                | CUSIP: 74628AAB0<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |   3981465 | PA      | $4049547.96   | 0.07%             | 2040-04-05      | Fixed         | 6.53%                 | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust    | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class D   | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    839021 | PA      | $797069.72    | 0.01%             | 2046-12-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                  | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1073950.59   | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11829000 | PA      | $11559173.41  | 0.21%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $586517.46    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   1551000 | PA      | $1566990.81   | 0.03%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                             | Grifols SA                                                                      | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   1150000 | PA      | $1114370.59   | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $288262.37    | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  12115000 | PA      | $12516369.22  | 0.22%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                  | Directv Financing LLC                                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    791000 | PA      | $787044.40    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                              | CFIN 2022-RTL1 Issuer LLC, Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2701914 | PA      | $2701914.14   | 0.05%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FS Luxembourg Sarl                                     | FS Luxembourg Sarl                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    523000 | PA      | $548370.73    | 0.01%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1                 | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8468300 | PA      | $8248846.88   | 0.15%             | 2065-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4477, Class SA                                             | CUSIP: 3137BHYU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3222117 | PA      | $399943.71    | 0.01%             | 2045-05-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2025-65, Class FP                                                  | CUSIP: 38385FXQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15776900 | PA      | $15781051.32  | 0.28%             | 2055-04-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                               | Tricon Residential Trust, Series 2021-SFR1, Class E1                            | CUSIP: 89614YAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3760000 | PA      | $3686896.20   | 0.07%             | 2038-07-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2024-2A, Class C                           | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5002831 | PA      | $5075807.06   | 0.09%             | 2038-03-25      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1424454.30   | 0.03%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                                      | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $490982.00    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-1, Class D            | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2593000 | PA      | $2640280.50   | 0.05%             | 2031-08-12      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                           | Islamic Republic of Pakistan                                                    | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    800000 | PA      | $755000.00    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                    | Amcor Flexibles North America, Inc.                                             | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $8037816.82   | 0.14%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                         | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  13505000 | PA      | $13954195.34  | 0.25%             | 2030-01-18      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-KF53, Class B                                 | CUSIP: 35708AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    368817 | PA      | $368250.11    | 0.01%             | 2025-10-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Trinity Industries, Inc.                               | Trinity Industries, Inc.                                                        | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    950000 | PA      | $982380.75    | 0.02%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2021-3A, Class D                  | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1707764 | PA      | $1701716.00   | 0.03%             | 2027-01-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                         | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731250 | PA      | $731804.85    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                               | Bunge Ltd. Finance Corp.                                                        | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  14555000 | PA      | $14320635.97  | 0.26%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    740000 | PA      | $740542.42    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM Ltd.                                               | LCM Ltd., Series 36A, Class BR                                                  | CUSIP: 50190LAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9395833 | PA      | $9369505.88   | 0.17%             | 2034-01-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  25390000 | PA      | $25408119.83  | 0.46%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6431021 | PA      | $6380259.99   | 0.11%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                               | RB Global Holdings, Inc.                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    460000 | PA      | $482721.24    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140X6JS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22396639 | PA      | $21636965.36  | 0.39%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                       | Gray Media, Inc.                                                                | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $787408.31    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3398551.41   | 0.06%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2016-1A, Class BR3                                    | CUSIP: 17180TBN1<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |  10435000 | PA      | $10406627.24  | 0.19%             | 2031-10-21      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-4A, Class C                    | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2355000 | PA      | $2364174.61   | 0.04%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                              | MGM Resorts International                                                       | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1756737.48   | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Onity Loan Investment Trust                            | Onity Loan Investment Trust, Series 2025-HB1, Class A                           | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11282314 | PA      | $10980302.35  | 0.20%             | 2038-06-25      | Variable      | 3.00%                 | Yes           |                  3 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                         | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    977000 | PA      | $952554.97    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  10520000 | PA      | $10760663.83  | 0.19%             | 2031-05-27      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer LLC                         | Elara HGV Timeshare Issuer LLC, Series 2021-A, Class B                          | CUSIP: 28416LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1315891 | PA      | $1251466.71   | 0.02%             | 2035-08-27      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust, Series 2025-1, Class D                            | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4076043.20   | 0.07%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                             | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1055035.22   | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                      | Standard Building Solutions, Inc.                                               | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    950000 | PA      | $980506.40    | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                         | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3531387.97   | 0.06%             | 2029-06-24      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-1A, Class C                      | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6670855.75   | 0.12%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class C                 | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5049435 | PA      | $5102006.59   | 0.09%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K111, Class X3 | CUSIP: 3137FUZF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15643603 | PA      | $2041122.57   | 0.04%             | 2048-04-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| STWD Mortgage Trust                                    | STWD Mortgage Trust, Series 2021-LIH, Class B                                   | CUSIP: 78486EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3600000 | PA      | $3591019.44   | 0.06%             | 2036-11-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                             | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3085014.90   | 0.06%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO XVII Ltd.                                | Jamestown CLO Ltd., Series 2021-17A, Class B1R                                  | CUSIP: 47048UAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $13000000.00  | 0.23%             | 2035-01-25      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury Ultra Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -84 | NC      | $38960.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class A               | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2798099 | PA      | $2826313.87   | 0.05%             | 2044-04-20      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class B               | CUSIP: 05377RHZ0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2071658.00   | 0.04%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2023-2A, Class C               | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1713084.22   | 0.03%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL                                     | Connect Finco SARL                                                              | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $692816.29    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Adient US LLC                                          | Adient US LLC, 1st Lien Term Loan B-2                                           | CUSIP: 00687MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    696188 | PA      | $696626.10    | 0.01%             | 2031-01-31      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                          | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    585000 | PA      | $624055.77    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                        | Reach ABS Trust, Series 2025-2A, Class A                                        | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10816283 | PA      | $10846640.80  | 0.19%             | 2032-08-18      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| News Corp.                                             | News Corp.                                                                      | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    428000 | PA      | $413297.39    | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4615000 | PA      | $4646884.71   | 0.08%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2015-MS1, Class B                        | CUSIP: 61765DAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5376757 | PA      | $5175290.09   | 0.09%             | 2048-05-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                  | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  18860000 | PA      | $19031077.93  | 0.34%             | 2028-10-16      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K736, Class X3 | CUSIP: 3137FNX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50000000 | PA      | $825730.00    | 0.01%             | 2047-09-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                             | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    870000 | PA      | $869056.92    | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                                   | Westgate Resorts LLC, Series 2024-1A, Class C                                   | CUSIP: 96034KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2204400 | PA      | $2237506.88   | 0.04%             | 2038-01-20      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust, Series 2021-1, Class D                              | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2951612 | PA      | $2919288.18   | 0.05%             | 2027-03-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                  | Resideo Funding, Inc.                                                           | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587122.15    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Gap, Inc. (The)                                        | Gap, Inc. (The)                                                                 | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1041019.61   | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                    | Owens & Minor, Inc.                                                             | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    935000 | PA      | $794117.94    | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X1 | CUSIP: 3137F64R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  59934721 | PA      | $1017877.35   | 0.02%             | 2027-09-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1083716.44   | 0.02%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class C           | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8400000 | PA      | $8445629.64   | 0.15%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2015-123, Class SE                                                 | CUSIP: 38379QCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3392787 | PA      | $351424.51    | 0.01%             | 2045-09-20      | Floating      | 1.27%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                       | First Investors Auto Owner Trust, Series 2023-1A, Class B                       | CUSIP: 320986AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3264000 | PA      | $3341945.95   | 0.06%             | 2029-12-17      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Gold Pools, 20 Year                                                       | CUSIP: 3128P7ZN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20809 | PA      | $20132.50     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                                             | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    651000 | PA      | $620637.36    | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                        | CUSIP: 550241AH6<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    684275 | PA      | $670589.02    | 0.01%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                             | California Resources Corp.                                                      | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130568.07    | 0.00%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class D                | CUSIP: 94989TBH6<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |  10105912 | PA      | $8894516.33   | 0.16%             | 2058-09-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2021-B, Class B                                | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4215492 | PA      | $4144184.42   | 0.07%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| TEGNA, Inc.                                            | TEGNA, Inc.                                                                     | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1012049.42   | 0.02%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2021-2A, Class D                    | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5268984 | PA      | $5208389.43   | 0.09%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Other                                                                     | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2244578 | PA      | $2099341.51   | 0.04%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                    | Life Mortgage Trust, Series 2021-BMR, Class C                                   | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299574 | PA      | $298262.95    | 0.01%             | 2038-03-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2025-C, Class C                                  | CUSIP: 68378RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5014278.50   | 0.09%             | 2033-07-08      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C            | CUSIP: 46644UBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7732000 | PA      | $5994559.29   | 0.11%             | 2048-07-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                               | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    945000 | PA      | $929243.83    | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                             | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1191662.20   | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12799000 | PA      | $12462474.23  | 0.22%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                | Bath & Body Works, Inc.                                                         | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432128.93    | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6809264 | PA      | $6887214.14   | 0.12%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stonepeak ABS                                          | Stonepeak ABS, Series 2021-1A                                                   | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1637913 | PA      | $1581016.22   | 0.03%             | 2033-02-28      | Fixed         | 3.82%                 | Yes           |                  3 | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                        | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769806.64    | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                 | NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A               | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1978474 | PA      | $1925718.13   | 0.03%             | 2026-11-25      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K090, Class X3 | CUSIP: 3137FLMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32597903 | PA      | $2476609.38   | 0.04%             | 2029-10-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                            | Adient Global Holdings Ltd.                                                     | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    945000 | PA      | $984067.25    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5825000 | PA      | $5967158.54   | 0.11%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  12190000 | PA      | $12489488.06  | 0.22%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 3140XJHG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8279378 | PA      | $8134334.15   | 0.15%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 3140X6MZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19927208 | PA      | $19166635.79  | 0.34%             | 2039-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                              | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1009174.45   | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-N2, Class C                         | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3148000 | PA      | $3212294.75   | 0.06%             | 2030-09-10      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                              | Bank of Nova Scotia (The)                                                       | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8645000 | PA      | $8688155.41   | 0.16%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                             | Upstart Pass-Through Trust, Series 2021-ST5, Class A                            | CUSIP: 91679XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91316 | PA      | $90980.51     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                        | Stream Innovations Issuer Trust, Series 2024-2A, Class A                        | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1685377 | PA      | $1709127.07   | 0.03%             | 2045-02-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                         | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9850000 | PA      | $10136638.94  | 0.18%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Banco Continental SAECA                                | Banco Continental SAECA                                                         | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   3600000 | PA      | $3572496.00   | 0.06%             | 2025-12-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $734895.02    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   9818000 | PA      | $9609910.73   | 0.17%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                 | Harvest Midstream I LP                                                          | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    610000 | PA      | $628063.93    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust, Series 2023-1A, Class C                               | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1709000 | PA      | $1735986.48   | 0.03%             | 2029-09-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                             | Avis Budget Car Rental LLC                                                      | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1144220.27   | 0.02%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-62, Class CA                                           | CUSIP: 3136BWZN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17783645 | PA      | $17970451.92  | 0.32%             | 2052-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                            | Hashemite Kingdom of Jordan                                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   2800000 | PA      | $2805264.00   | 0.05%             | 2026-01-29      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                       | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    807000 | PA      | $805834.53    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K061, Class X3 | CUSIP: 3137BTUQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2775000 | PA      | $65709.50     | 0.00%             | 2044-12-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   4485000 | PA      | $4458090.00   | 0.08%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                      | INEOS Finance plc                                                               | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   1275000 | PA      | $1277947.80   | 0.02%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust       | Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10     | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   3680011 | PA      | $3772282.93   | 0.07%             | 2050-03-25      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                         | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1041337.80   | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP, 1st Lien Term Loan B-6                                     | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    673221 | PA      | $673712.68    | 0.01%             | 2030-11-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Escrow Rite Aid                                        | Escrow Rite Aid                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100605 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2025-2A, Class A                                 | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19125000 | PA      | $19264589.55  | 0.35%             | 2034-10-20      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9885174 | PA      | $9405657.97   | 0.17%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                  | Matador Resources Co.                                                           | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    930000 | PA      | $943559.40    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  12930000 | PA      | $13079154.27  | 0.23%             | 2031-07-08      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                         | Somnigroup International, Inc.                                                  | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1203450.19   | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                          | Griffon Corp.                                                                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    827000 | PA      | $825806.56    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                 | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1088679.03   | 0.02%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust          | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1         | CUSIP: 25151KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566703 | PA      | $433612.38    | 0.01%             | 2047-10-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5516, Class DV                                             | CUSIP: 3137HKBD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9355553 | PA      | $9700916.65   | 0.17%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12760000 | PA      | $12623948.80  | 0.23%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2025-A, Class C                                  | CUSIP: 68377TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3504362.40   | 0.06%             | 2033-02-08      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class B    | CUSIP: 61766RBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2577000 | PA      | $2442358.45   | 0.04%             | 2049-11-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                    | Carlyle US CLO Ltd., Series 2021-9A, Class BR                                   | CUSIP: 14317KAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $13000000.00  | 0.23%             | 2034-10-20      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Group Corp.                                     | Vertiv Group Corp., 1st Lien Term Loan B-3                                      | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   1048495 | PA      | $1047771.65   | 0.02%             | 2027-03-02      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-2, Class E            | CUSIP: 02529YAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4193624.40   | 0.08%             | 2030-02-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                          | Staples, Inc.                                                                   | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    428977 | PA      | $305347.03    | 0.01%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $10004854.85  | 0.18%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   8360000 | PA      | $8958290.34   | 0.16%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                       | Marriott Ownership Resorts, Inc.                                                | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    390000 | PA      | $382606.61    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 3140QGGU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11372303 | PA      | $10295987.96  | 0.18%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  20510000 | PA      | $21296919.27  | 0.38%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust, Series 2024-2, Class C                            | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4775000 | PA      | $4797086.29   | 0.09%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                            | Nationwide Building Society                                                     | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   7650000 | PA      | $7891318.10   | 0.14%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Series 2021-MN1, Class M1                                                | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    237169 | PA      | $236453.74    | 0.00%             | 2051-01-25      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1429632.54   | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                        | Western Funding Auto Loan Trust, Series 2025-1, Class D                         | CUSIP: 958250AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515000 | PA      | $1538116.02   | 0.03%             | 2036-01-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                             | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10625000 | PA      | $10968075.19  | 0.20%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K125, Class X3 | CUSIP: 3137F9ZB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15690000 | PA      | $1873291.86   | 0.03%             | 2049-02-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                 | Antero Resources Corp.                                                          | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    675000 | PA      | $688479.75    | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6125000 | PA      | $6271794.75   | 0.11%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                     | OCP Aegis CLO Ltd., Series 2024-39A, Class A1                                   | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3502810.50   | 0.06%             | 2037-01-16      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5481, Class FC                                             | CUSIP: 3137HHQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26076811 | PA      | $26255666.81  | 0.47%             | 2054-12-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2014-CR20, Class C                            | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491921 | PA      | $474497.02    | 0.01%             | 2047-11-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5021, Class MI                                             | CUSIP: 3137FWMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20716660 | PA      | $3578322.33   | 0.06%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                             | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $264681.82    | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2023-1A, Class D                  | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3084104.10   | 0.06%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                     | Tricolor Auto Securitization Trust, Series 2025-1A, Class B                     | CUSIP: 89617CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5037226.50   | 0.09%             | 2029-06-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class D           | CUSIP: 10806HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6375000 | PA      | $6495365.10   | 0.12%             | 2030-11-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   6000000 | PA      | $6699840.00   | 0.12%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 2 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      4658 | NC      | $1315628.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust, Series 2021-3A, Class D                                    | CUSIP: 23344QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9164693 | PA      | $9072317.49   | 0.16%             | 2027-05-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP                            | USA Compression Partners LP                                                     | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $460097.98    | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2024-96, Class FA                                           | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11398200 | PA      | $11486020.55  | 0.21%             | 2054-12-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Accelerated LLC                                        | Accelerated LLC, Series 2021-1H, Class B                                        | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1097424 | PA      | $1027965.40   | 0.02%             | 2040-10-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                               | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1273000 | PA      | $1148882.50   | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                               | Marvell Technology, Inc.                                                        | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15315000 | PA      | $15454596.07  | 0.28%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                           | Bridge Trust, Series 2025-SFR1, Class C                                         | CUSIP: 10807GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6635000 | PA      | $6275158.74   | 0.11%             | 2042-09-17      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust, Series 2024-RTL2, Class A1                 | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5269455.45   | 0.09%             | 2039-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust         | Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1      | CUSIP: 86360UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830207 | PA      | $578604.62    | 0.01%             | 2046-07-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                      | Weekley Homes LLC                                                               | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $827564.00    | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $983359.63    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                          | Organon & Co.                                                                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $699081.58    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2025-2A, Class C                           | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1938000 | PA      | $1943879.31   | 0.03%             | 2044-05-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust, Series 2023-2A, Class E                                    | CUSIP: 23346CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2997935.92   | 0.05%             | 2030-04-15      | Fixed         | 11.06%                | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                | Genesee & Wyoming, Inc., 1st Lien Term Loan                                     | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    994987 | PA      | $990121.97    | 0.02%             | 2031-04-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K739, Class D                                 | CUSIP: 30289SAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $5813841.60   | 0.10%             | 2053-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BX                                                     | BX, Series 2021-MFM1, Class E                                                   | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1781850 | PA      | $1782406.83   | 0.03%             | 2034-01-15      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                           | Veros Auto Receivables Trust, Series 2025-1, Class B                            | CUSIP: 92511BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2784588.13   | 0.05%             | 2029-07-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2024-SFR1, Class D                           | CUSIP: 74331QAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3375000 | PA      | $3229975.58   | 0.06%             | 2041-02-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                                                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1592444.23   | 0.03%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $5007100.00   | 0.09%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                     | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  19895000 | PA      | $20422291.91  | 0.37%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes               | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B2               | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2421652 | PA      | $2426949.05   | 0.04%             | 2032-10-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP                                                               | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1951349.40   | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class C                       | CUSIP: 92890KBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8583000 | PA      | $7209891.66   | 0.13%             | 2057-09-15      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                               | PRET LLC, Series 2021-RN4, Class A1                                             | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3291652 | PA      | $3294872.20   | 0.06%             | 2051-10-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments LLC                                    | Shift4 Payments LLC                                                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $985021.75    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp.                                             | PG&E Corp.                                                                      | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1353408.97   | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K095, Class X3 | CUSIP: 3137FNAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25000000 | PA      | $1805532.50   | 0.03%             | 2047-08-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                     | Cinemark USA, Inc.                                                              | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    780000 | PA      | $775223.67    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16635000 | PA      | $16822642.30  | 0.30%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                            | Hashemite Kingdom of Jordan                                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   1000000 | PA      | $985530.00    | 0.02%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1506881.01   | 0.03%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                           | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    776000 | PA      | $773457.82    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6526549.11   | 0.12%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class C                      | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1089514.44   | 0.02%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Bills                                                             | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10128000 | PA      | $9987198.32   | 0.18%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                            | VFI ABS LLC, Series 2023-1A, Class A                                            | CUSIP: 92555QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399187 | PA      | $401660.47    | 0.01%             | 2029-03-26      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| BX                                                     | BX, Series 2021-MFM1, Class D                                                   | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1400437.50   | 0.03%             | 2034-01-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                     | Aqua Finance Trust, Series 2020-AA, Class A                                     | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356894 | PA      | $337597.00    | 0.01%             | 2046-07-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5194, Class H                                              | CUSIP: 3137H5S81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31358401 | PA      | $28517718.73  | 0.51%             | 2047-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class D                 | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3010246.20   | 0.05%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K093, Class X3 | CUSIP: 3137FMCU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50000000 | PA      | $3619780.00   | 0.07%             | 2047-05-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-K82, Class X2B                                | CUSIP: 30297LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24694906 | PA      | $66276.19     | 0.00%             | 2028-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.              | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    334000 | PA      | $354773.13    | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                              | CIM Trust, Series 2019-INV2, Class A11                                          | CUSIP: 12554TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57967 | PA      | $55492.27     | 0.00%             | 2049-05-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1262784.57   | 0.02%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VOLT CV LLC                                            | VOLT CV LLC, Series 2021-CF2, Class A1                                          | CUSIP: 91835GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4217303 | PA      | $4213801.90   | 0.08%             | 2051-11-27      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Identity Digital Ltd.                                  | Identity Digital Ltd.                                                           | CUSIP: N/A<br>LEI: 5493005BN677T7KORE19       | Long             | DBT              | CORP              | IE        |   4000000 | PA      | $4070000.00   | 0.07%             | 2065-03-20      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-1, Class C            | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7571751.00   | 0.14%             | 2031-08-12      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                        | Republic Finance Issuance Trust, Series 2024-B, Class A                         | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5530000 | PA      | $5638966.99   | 0.10%             | 2037-11-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                             | VistaJet Malta Finance plc                                                      | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $748781.98    | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                             | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228965.88    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2023-6A, Class C               | CUSIP: 05377RHJ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3522458.67   | 0.06%             | 2029-12-20      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| LOANDEPOT GMSR Master Trust                            | LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A                           | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5016413.50   | 0.09%             | 2030-07-16      | Floating      | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                 | Alternative Loan Trust, Series 2004-25CB, Class A1                              | CUSIP: 12667FWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111309 | PA      | $100000.20    | 0.00%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMF Trust                                            | FREMF Trust, Series 2018-KW04, Class C                                          | CUSIP: 30296MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $3284181.00   | 0.06%             | 2032-12-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc.                                                                  | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    540000 | PA      | $525047.83    | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                   | FirstKey Homes Trust, Series 2021-SFR3, Class E1                                | CUSIP: 33768JAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5793085.20   | 0.10%             | 2038-12-17      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DULR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15953592 | PA      | $16175786.77  | 0.29%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                        | Gulfport Energy Operating Corp.                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    710000 | PA      | $726378.28    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FRTKL                                                  | FRTKL, Series 2021-SFR1, Class E1                                               | CUSIP: 30322DAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3626052.75   | 0.07%             | 2038-09-17      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXV Ltd.                                     | Magnetite Ltd., Series 2020-25A, Class A                                        | CUSIP: 55955GAA1<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |   1143704 | PA      | $1144760.77   | 0.02%             | 2032-01-25      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                 | Shutterfly Finance LLC                                                          | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    787343 | PA      | $738134.06    | 0.01%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                   | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $581385.26    | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                                   | Westgate Resorts LLC, Series 2024-1A, Class B                                   | CUSIP: 96034KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2461053 | PA      | $2496741.92   | 0.04%             | 2038-01-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                            | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525806.21    | 0.01%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust             | Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A             | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7731000 | PA      | $7794509.39   | 0.14%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent LP                               | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   7910000 | PA      | $8065906.10   | 0.14%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                | Civitas Resources, Inc.                                                         | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    383000 | PA      | $394000.53    | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-22, Class BA                                           | CUSIP: 3136BVMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27178060 | PA      | $27123054.41  | 0.49%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K115, Class X2B                               | CUSIP: 302673AL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18200000 | PA      | $72623.46     | 0.00%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-51, Class A                                            | CUSIP: 3136BWTW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  48915733 | PA      | $49497062.25  | 0.89%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables LLC, Series 2024-1A, Class A2                               | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4270991 | PA      | $4346540.32   | 0.08%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                           | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   8530000 | PA      | $8598317.20   | 0.15%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $820842.25    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust          | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR5, Class A6        | CUSIP: 92922FM21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42683 | PA      | $42341.66     | 0.00%             | 2035-05-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4012, Class GS                                             | CUSIP: 3137AMNB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3609368 | PA      | $529678.03    | 0.01%             | 2042-03-15      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2025-SFR1, Class D                                           | CUSIP: 00182MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1855843.40   | 0.03%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                           | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    596000 | PA      | $591204.51    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2018-139, Class SB                                                 | CUSIP: 38381ALD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4911727 | PA      | $755736.05    | 0.01%             | 2048-10-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2021-SFR8, Class E1                          | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6328280.40   | 0.11%             | 2038-10-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1517550.73   | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C           | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4036258.40   | 0.07%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                           | DNB Bank ASA                                                                    | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  11650000 | PA      | $11664879.61  | 0.21%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |   4000000 | PA      | $3604000.00   | 0.06%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K113, Class D                                 | CUSIP: 30315KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $5979969.00   | 0.11%             | 2053-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                          | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  18000000 | PA      | $19424143.08  | 0.35%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4350160 | PA      | $4448289.82   | 0.08%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                         | Mariner Finance issuance Trust, Series 2024-BA, Class C                         | CUSIP: 56847GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2197000 | PA      | $2259516.51   | 0.04%             | 2038-11-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PRM5 Trust                                             | PRM5 Trust, Series 2025-PRM5, Class C                                           | CUSIP: 693980AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $309195.92    | 0.01%             | 2033-03-10      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Superior Plus LP                                       | Superior Plus LP                                                                | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    550000 | PA      | $528455.95    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                             | Avis Budget Car Rental LLC                                                      | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $106724.03    | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Puget Energy, Inc.                                     | Puget Energy, Inc.                                                              | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4284264.09   | 0.08%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-2, Class D                  | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5191138.50   | 0.09%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-KF60, Class B                                 | CUSIP: 30308HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    630575 | PA      | $624866.67    | 0.01%             | 2026-02-25      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd.                                                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045974.00   | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-K82, Class X2A                                | CUSIP: 30297LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  97125101 | PA      | $227505.84    | 0.00%             | 2028-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                              | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1336156.20   | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19165000 | PA      | $19251834.89  | 0.35%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                           | CUSIP: 31288QQM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14544828 | PA      | $15065787.04  | 0.27%             | 2046-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      5740 | NC      | $2590147.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                      | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1114863.82   | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2865000 | PA      | $2829246.26   | 0.05%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC                                   | Noble Finance II LLC                                                            | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $527999.94    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Roc Mortgage Trust                                     | Roc Mortgage Trust, Series 2025-RTL1, Class A1                                  | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135000 | PA      | $1138348.93   | 0.02%             | 2040-02-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-KC06, Class B                                 | CUSIP: 30312MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7600000 | PA      | $7359681.16   | 0.13%             | 2026-09-25      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                                        | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    961000 | PA      | $947397.33    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                     | CNO Global Funding                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8694044.63   | 0.16%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                        | Republic Finance Issuance Trust, Series 2021-A, Class B                         | CUSIP: 76042UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $987675.40    | 0.02%             | 2031-12-22      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-3, Class D                  | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4124729.20   | 0.07%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                          | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   6770000 | PA      | $6932014.90   | 0.12%             | 2031-05-13      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 3140X7LP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16814857 | PA      | $16001788.08  | 0.29%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                             | iHeartCommunications, Inc.                                                      | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1544250 | PA      | $1323093.09   | 0.02%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                    | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225173.52    | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                             | CPS Auto Receivables Trust, Series 2021-D, Class D                              | CUSIP: 12658VAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4117845 | PA      | $4101767.87   | 0.07%             | 2027-12-15      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                    | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   6570000 | PA      | $6810385.53   | 0.12%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                     | Arches Buyer, Inc.                                                              | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    555000 | PA      | $539771.52    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                           | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590355.90    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 41 Ltd.             | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-41A, Class BR              | CUSIP: 64134BAL4<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |   8860000 | PA      | $8860000.00   | 0.16%             | 2034-04-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C    | CUSIP: 61765LAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2060000 | PA      | $2007923.20   | 0.04%             | 2048-05-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| KKR Static CLO Ltd.                                    | KKR Static CLO Ltd., Series 2022-1A, Class BR2                                  | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7098437 | PA      | $7075970.45   | 0.13%             | 2031-07-20      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                            | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7270000 | PA      | $7470113.87   | 0.13%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                     | Chord Energy Corp.                                                              | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    370000 | PA      | $379477.92    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust              | Bayview Opportunity Master Fund Trust, Series 2024-SN1, Class D                 | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1541723.85   | 0.03%             | 2029-07-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  12050000 | PA      | $12158040.54  | 0.22%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                         | Rite Aid Corp.                                                                  | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |   1022000 | PA      | $0.01         | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| MVW LLC                                                | MVW LLC, Series 2024-1A, Class B                                                | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1321143 | PA      | $1345115.45   | 0.02%             | 2043-02-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3138EQH70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2906103 | PA      | $2820616.07   | 0.05%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-N1, Class C                         | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2803437.73   | 0.05%             | 2030-05-10      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10065000 | PA      | $10309874.20  | 0.19%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K118, Class X2A                               | CUSIP: 30316TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  81877497 | PA      | $314949.98    | 0.01%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                            | Commonwealth of the Bahamas                                                     | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   1196000 | PA      | $1234870.00   | 0.02%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $1266755.86   | 0.02%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1068674.63   | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                            | Diamond Resorts Owner Trust, Series 2021-1A, Class C                            | CUSIP: 25273CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178554 | PA      | $178267.54    | 0.00%             | 2033-11-21      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| CFMT LLC                                               | CFMT LLC, Series 2024-HB15, Class M1                                            | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1967133.80   | 0.04%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $583833.27    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                | Civitas Resources, Inc.                                                         | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89967.54     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                         | Anywhere Real Estate Group LLC                                                  | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $917254.50    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $10009513.92  | 0.18%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5394, Class AV                                             | CUSIP: 3137HBQK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5994537 | PA      | $6123271.58   | 0.11%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                              | Bank of Ireland Group plc                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  18735000 | PA      | $18243847.17  | 0.33%             | 2027-09-30      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2024-20, Class MA                                           | CUSIP: 3136BRT72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23441991 | PA      | $23545022.76  | 0.42%             | 2049-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                       | Gray Media, Inc.                                                                | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    305000 | PA      | $331977.56    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Termocandelaria Power SA                               | Termocandelaria Power SA                                                        | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |   1730000 | PA      | $1781900.00   | 0.03%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                       | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $226481.65    | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 3140X4JA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4075259 | PA      | $3935449.13   | 0.07%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-27, Class BV                                           | CUSIP: 3136BVKF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14264192 | PA      | $14759114.02  | 0.27%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                         | Mariner Finance issuance Trust, Series 2024-BA, Class B                         | CUSIP: 56847GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2557778.25   | 0.05%             | 2038-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2015-GC30, Class C                         | CUSIP: 36250GAW5<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   3695000 | PA      | $3103800.00   | 0.06%             | 2050-05-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K739, Class X2B                               | CUSIP: 30289SAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17500000 | PA      | $29468.25     | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                    | Nexstar Media, Inc.                                                             | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1467513.38   | 0.03%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Honduras                                   | Republic of Honduras                                                            | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   1000000 | PA      | $1065500.00   | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C                      | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6450000 | PA      | $6646160.63   | 0.12%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2024-184, Class BG                                                 | CUSIP: 38384XK93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6294292 | PA      | $6062304.92   | 0.11%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4862000 | PA      | $4805220.98   | 0.09%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1445000 | PA      | $1483876.28   | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                       | Jersey Central Power & Light Co.                                                | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229675.21    | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Esab Corp.                                             | Esab Corp.                                                                      | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    430000 | PA      | $442132.02    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 3878, Class PL                                             | CUSIP: 3137ACM89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7403573 | PA      | $7419822.66   | 0.13%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78915000 | PA      | $79525358.60  | 1.43%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                              | CFIN 2022-RTL1 Issuer LLC, Class A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2158659 | PA      | $2158659.17   | 0.04%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-3A, Class D                    | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11250000 | PA      | $11475596.25  | 0.21%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6355000 | PA      | $6260414.15   | 0.11%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class C           | CUSIP: 108056AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1790605.25   | 0.03%             | 2029-08-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  15685000 | PA      | $15352863.22  | 0.28%             | 2027-06-09      | Variable      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                       | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6535000 | PA      | $6752985.58   | 0.12%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 49 Ltd.             | Neuberger Berman Loan Advisers CLO Ltd., Series 2022-49A, Class BR              | CUSIP: 64135JAN2<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-CBDO         | CORP              | KY        |   3366000 | PA      | $3366380.36   | 0.06%             | 2035-07-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2021-C, Class A                                  | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2197772 | PA      | $2152370.95   | 0.04%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9570000 | PA      | $9937267.79   | 0.18%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust              | Santander Consumer Auto Receivables Trust, Series 2021-AA, Class D              | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929102 | PA      | $924907.75    | 0.02%             | 2027-01-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| VOLT CIII LLC                                          | VOLT CIII LLC, Series 2021-CF1, Class A1                                        | CUSIP: 92873JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1698686 | PA      | $1699508.01   | 0.03%             | 2051-08-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C            | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3360000 | PA      | $2632929.60   | 0.05%             | 2048-08-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                     | BMW US Capital LLC                                                              | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7035000 | PA      | $7127814.94   | 0.13%             | 2029-08-13      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1199883.20   | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5530, Class V                                              | CUSIP: 3137HKTY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15818748 | PA      | $16258309.81  | 0.29%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                        | Madison IAQ LLC                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1398955.08   | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-KSG1, Class X2A                               | CUSIP: 30316JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  67907237 | PA      | $255792.98    | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                  | Cardinal Health, Inc.                                                           | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   6295000 | PA      | $6306460.43   | 0.11%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   5550000 | PA      | $5649900.00   | 0.10%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class X3 | CUSIP: 3137FCJN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16536735 | PA      | $704883.29    | 0.01%             | 2044-12-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                   | LHOME Mortgage Trust, Series 2025-RTL1, Class A1                                | CUSIP: 50205UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4673000 | PA      | $4706604.01   | 0.08%             | 2040-01-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class E           | CUSIP: 10805MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4752710.10   | 0.09%             | 2031-01-15      | Fixed         | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  11575000 | PA      | $11978500.91  | 0.22%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Transocean, Inc.                                       | Transocean, Inc.                                                                | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    139500 | PA      | $147686.70    | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                           | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    800000 | PA      | $795200.00    | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cherry Securitization Trust                            | Cherry Securitization Trust, Series 2024-1A, Class A                            | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5384000 | PA      | $5431365.74   | 0.10%             | 2032-04-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2021-2A, Class A               | CUSIP: 82652RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183598 | PA      | $180929.28    | 0.00%             | 2038-09-20      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                             | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1115934.06   | 0.02%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                               | MRCD MARK Mortgage Trust, Series 2019-PARK, Class E                             | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $5181750.00   | 0.09%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                       | JPMorgan Prime Money Market Fund, Class IM                                      | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        | 287164311 | NS      | $287250459.83 | 5.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                        | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    549990 | PA      | $538990.20    | 0.01%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                             | CPS Auto Receivables Trust, Series 2022-A, Class D                              | CUSIP: 12659WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8041222 | PA      | $7979962.33   | 0.14%             | 2029-04-16      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2021-B, Class B                                  | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    802994 | PA      | $786424.51    | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                                                 | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1060228.96   | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2021-SFR6, Class C                           | CUSIP: 74333HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6110253.75   | 0.11%             | 2038-07-17      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Granite Park Equipment Leasing LLC                     | Granite Park Equipment Leasing LLC, Series 2023-1A, Class D                     | CUSIP: 387422AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1045470.90   | 0.02%             | 2033-08-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                         | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $488890.43    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1                 | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   2355000 | PA      | $2371460.04   | 0.04%             | 2039-03-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                           | CUSIP: 31288QQV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4212074 | PA      | $4335802.77   | 0.08%             | 2047-09-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16490000 | PA      | $16625269.45  | 0.30%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                          | Perrigo Finance Unlimited Co., Series USD                                       | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    640000 | PA      | $643991.68    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   3600000 | PA      | $3605616.00   | 0.06%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3133KRQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26839308 | PA      | $27630398.11  | 0.50%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                 | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1422104.04   | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K115, Class X3 | CUSIP: 3137FWGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21272896 | PA      | $2548397.21   | 0.05%             | 2048-09-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                   | FirstKey Homes Trust, Series 2022-SFR2, Class F1                                | CUSIP: 33767PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5800963.20   | 0.10%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                     | FS Luxembourg Sarl                                                              | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |   1070000 | PA      | $1091592.60   | 0.02%             | 2033-06-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class D                      | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5856380.18   | 0.11%             | 2031-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                           | Fibercop SpA, Series 2033                                                       | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    607000 | PA      | $595892.48    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 3138WKX34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54622 | PA      | $53912.00     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 31418ATC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99656 | PA      | $97707.69     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding LLC                           | Purchasing Power Funding LLC, Series 2024-A, Class B                            | CUSIP: 745935AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $756415.73    | 0.01%             | 2028-08-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                           | Zimmer Biomet Holdings, Inc.                                                    | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8747833.14   | 0.16%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4839, Class WS                                             | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10755800 | PA      | $1576442.08   | 0.03%             | 2056-08-15      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                         | Mariner Finance Issuance Trust, Series 2021-AA, Class A                         | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6885000 | PA      | $6704750.01   | 0.12%             | 2036-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                  | Miter Brands Acquisition Holdco, Inc.                                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1092714.78   | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Columbia Cent CLO Ltd.                                 | Columbia Cent CLO Ltd., Series 2021-31A, Class BR                               | CUSIP: 19737LAU7<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10252634.25  | 0.18%             | 2034-04-20      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3 | CUSIP: 3137FL6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9575000 | PA      | $684525.37    | 0.01%             | 2047-02-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII LLC                                         | VOLT XCVII LLC, Series 2021-NPL6, Class A1                                      | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415196 | PA      | $415063.43    | 0.01%             | 2051-04-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                               | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1841518.45   | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Stagwell Global LLC                                    | Stagwell Global LLC                                                             | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1309809.33   | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                  | Athene Global Funding                                                           | CUSIP: 04685A2U4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6929000 | PA      | $6853848.62   | 0.12%             | 2026-01-08      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                     | Republic of Angola                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   2500000 | PA      | $2460156.25   | 0.04%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                        | Western Funding Auto Loan Trust, Series 2025-1, Class B                         | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1416184.42   | 0.03%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                            | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9150000 | PA      | $9287182.02   | 0.17%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    465000 | PA      | $479917.20    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2024-1A, Class D                  | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7137154.50   | 0.13%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                               | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $938485.56    | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                          | Enel Finance International NV                                                   | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   7480000 | PA      | $7666797.52   | 0.14%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                   | FirstKey Homes Trust, Series 2022-SFR1, Class F2                                | CUSIP: 33768NAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2024945.53   | 0.04%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  13295000 | PA      | $13294184.75  | 0.24%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                | EnfraGen Energia Sur SA                                                         | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |   3200000 | PA      | $2936000.00   | 0.05%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Brean Asset-Backed Securities Trust                    | Brean Asset-Backed Securities Trust, Series 2025-RM12, Class A1                 | CUSIP: 10638KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9235000 | PA      | $8970820.82   | 0.16%             | 2065-07-25      | Fixed         | 4.50%                 | Yes           |                  3 | On Loan: No      |
| Foundation Finance Trust                               | Foundation Finance Trust, Series 2025-2A, Class B                               | CUSIP: 35042NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4080000 | PA      | $4106719.10   | 0.07%             | 2052-04-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Dana, Inc.                                             | Dana, Inc.                                                                      | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259957.55    | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class B                | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $265705.30    | 0.00%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| VOLT C LLC                                             | VOLT C LLC, Series 2021-NPL9, Class A1                                          | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1427192 | PA      | $1426531.51   | 0.03%             | 2051-05-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K068, Class X1 | CUSIP: 3137FBBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 223931828 | PA      | $1535836.45   | 0.03%             | 2027-08-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                             | Builders FirstSource, Inc.                                                      | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1978531.18   | 0.04%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GAM Re-REMIC Trust                                     | GAM Re-REMIC Trust, Series 2022-FRR3, Class BK61                                | CUSIP: 36459DAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $3867256.68   | 0.07%             | 2049-11-27      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Republic of Senegal                                    | Republic of Senegal                                                             | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |   2000000 | PA      | $1483760.00   | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2015-CR26, Class B                            | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2500589.93   | 0.04%             | 2048-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5472, Class FE                                             | CUSIP: 3137HHEP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24742091 | PA      | $24897936.80  | 0.45%             | 2054-11-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                               | Group 1 Automotive, Inc.                                                        | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    546000 | PA      | $529789.04    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  13295000 | PA      | $13447973.33  | 0.24%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC, Series 2023-1A, Class A                            | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   2007825 | PA      | $2021549.61   | 0.04%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                  | WEC US Holdings, Inc., 1st Lien Term Loan                                       | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   1336500 | PA      | $1336272.80   | 0.02%             | 2031-01-27      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2015-LC21, Class D                            | CUSIP: 12593FBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $895760.00    | 0.02%             | 2048-07-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                         | JELD-WEN, Inc.                                                                  | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    855000 | PA      | $841197.39    | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4954, Class SB                                             | CUSIP: 3137FR2Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6132427 | PA      | $741019.16    | 0.01%             | 2050-02-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                | SS&C Technologies, Inc.                                                         | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1681067.33   | 0.03%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                     | Vail Resorts, Inc.                                                              | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    715000 | PA      | $740590.05    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1551210.16   | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4630, Class MA                                             | CUSIP: 3137BSY98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5186093 | PA      | $5150710.65   | 0.09%             | 2055-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                  | JetBlue Airways Corp.                                                           | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $919167.04    | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2024-1A, Class B               | CUSIP: 826935AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290865 | PA      | $1302535.54   | 0.02%             | 2043-01-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K115, Class X2A                               | CUSIP: 302673AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  80720549 | PA      | $306051.96    | 0.01%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5978308.63   | 0.11%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2024-4, Class D            | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5345000 | PA      | $5411403.61   | 0.10%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3335000 | PA      | $3316055.07   | 0.06%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                    | Phoenix Newco, Inc., 1st Lien Term Loan                                         | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   1031957 | PA      | $1032493.93   | 0.02%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  15990000 | PA      | $16346439.81  | 0.29%             | 2027-09-13      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4950000 | PA      | $5037975.71   | 0.09%             | 2030-10-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                                       | FHF Issuer Trust, Series 2024-3A, Class A2                                      | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4030355 | PA      | $4051651.77   | 0.07%             | 2030-11-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                     | F&G Global Funding                                                              | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   9710000 | PA      | $9962043.25   | 0.18%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                           | Ecopetrol SA                                                                    | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    820000 | PA      | $888388.00    | 0.02%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                               | NGL Energy Operating LLC                                                        | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $282555.79    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                        | CHL Mortgage Pass-Through Trust, Series 2005-J2, Class 3A8                      | CUSIP: 12669GV73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469334 | PA      | $298921.76    | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2025-1A, Class A               | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3352076 | PA      | $3391632.53   | 0.06%             | 2042-01-21      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   2174000 | PA      | $2154977.50   | 0.04%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4505, Class SA                                             | CUSIP: 3137BKWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2738447 | PA      | $316793.73    | 0.01%             | 2045-08-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140XHBR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6906970 | PA      | $6574935.29   | 0.12%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                           | DaVita, Inc.                                                                    | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1309305.18   | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                 | Shutterfly Finance LLC                                                          | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87833 | PA      | $88711.33     | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust, Series 2019-5, Class A3                               | CUSIP: 03464KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166166 | PA      | $164284.07    | 0.00%             | 2049-10-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| LendingPoint Pass-Through Trust                        | LendingPoint Pass-Through Trust, Series 2022-ST1, Class A                       | CUSIP: 52607NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58235 | PA      | $57782.88     | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                             | Graham Packaging Co., Inc., 1st Lien Term Loan                                  | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |   1021271 | PA      | $1021567.37   | 0.02%             | 2027-08-04      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                             | iHeartCommunications, Inc.                                                      | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    382700 | PA      | $303655.46    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K118, Class X2B                               | CUSIP: 30316TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16750000 | PA      | $67802.33     | 0.00%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class C               | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163327 | PA      | $161480.77    | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29282394 | PA      | $30034823.10  | 0.54%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp.                                      | ACCO Brands Corp.                                                               | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $932891.02    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class B                  | CUSIP: 29425AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3271877.70   | 0.06%             | 2058-09-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                            | TEGNA, Inc.                                                                     | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    577000 | PA      | $572218.00    | 0.01%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5510, Class GV                                             | CUSIP: 3137HJN45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13632433 | PA      | $13987935.60  | 0.25%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                             | Edgewell Personal Care Co.                                                      | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1181184.29   | 0.02%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 1st Lien Term Loan                                                | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    798573 | PA      | $688769.14    | 0.01%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                               | Boost Newco Borrower LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1039719.24   | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class D                 | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6579968 | PA      | $6657697.58   | 0.12%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                          | CommScope LLC                                                                   | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    386000 | PA      | $381368.00    | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2024-1A, Class B                                 | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3198820.91   | 0.06%             | 2032-06-21      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                               | Darden Restaurants, Inc.                                                        | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4566201.41   | 0.08%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                 | Cascade MH Asset Trust, Series 2019-MH1, Class A                                | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2593921 | PA      | $2490079.82   | 0.04%             | 2044-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K097, Class X3 | CUSIP: 3137FNX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20476699 | PA      | $1441809.43   | 0.03%             | 2046-09-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36781577 | PA      | $38429106.10  | 0.69%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 15 Year                                                             | CUSIP: 3132CWBJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1511651 | PA      | $1491482.75   | 0.03%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 3036, Class NE                                             | CUSIP: 31396AXW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64140 | PA      | $66112.64     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63956 | PA      | $61756.37     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                  | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $923875.00    | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                               | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7230000 | PA      | $7465610.01   | 0.13%             | 2029-02-28      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    352000 | PA      | $342349.67    | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  17400000 | PA      | $17407688.89  | 0.31%             | 2026-09-14      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1406 | NC      | $-730199.59   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1345281.78   | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                         | Rite Aid Corp., Escrow                                                          | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |    287344 | PA      | $0.00         | 0.00%             | 2025-10-18      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Central Parent LLC                                     | Central Parent LLC, 1st Lien Term Loan                                          | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    694750 | PA      | $579741.09    | 0.01%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9680000 | PA      | $10118558.50  | 0.18%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-29, Class CV                                           | CUSIP: 3136BVV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12001193 | PA      | $12358943.06  | 0.22%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                        | WHARF Commercial Mortgage Trust, Series 2025-DC, Class B                        | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $580799.68    | 0.01%             | 2040-07-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                             | CPS Auto Receivables Trust, Series 2025-C, Class C                              | CUSIP: 12634SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14220000 | PA      | $14297918.49  | 0.26%             | 2031-10-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                  | Anchor Mortgage Trust, Series 2025-RTL1, Class A1                               | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6032118.60   | 0.11%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                              | First Student Bidco, Inc., 1st Lien Term Loan C                                 | CUSIP: 33718FAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    536991 | PA      | $536824.74    | 0.01%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                             | Elastic NV                                                                      | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    605000 | PA      | $581382.37    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| LCM 34 Ltd.                                            | LCM Ltd., Series 34A, Class BR                                                  | CUSIP: 50203CAQ6<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $13000000.00  | 0.23%             | 2034-10-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                        | Santander UK Group Holdings plc                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   9325000 | PA      | $9728722.33   | 0.17%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E1                 | CUSIP: 64831KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2730000 | PA      | $2640824.82   | 0.05%             | 2039-02-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-4, Class PV                                            | CUSIP: 3136BUS84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5031766 | PA      | $5264303.67   | 0.09%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $653383.25    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                   | Macquarie Group Ltd.                                                            | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  10310000 | PA      | $10013832.57  | 0.18%             | 2027-09-23      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2024-3A, Class B                           | CUSIP: 43283NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2084235 | PA      | $2108750.92   | 0.04%             | 2040-08-27      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class C                      | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6084179.40   | 0.11%             | 2035-01-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                          | Penske Automotive Group, Inc.                                                   | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    560000 | PA      | $533954.34    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-3, Class C            | CUSIP: 02528EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4999000 | PA      | $5037492.30   | 0.09%             | 2032-07-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                          | AIB Group plc                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   4240000 | PA      | $4350886.09   | 0.08%             | 2031-05-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K087, Class X3 | CUSIP: 3137FKUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13786492 | PA      | $915825.62    | 0.02%             | 2046-01-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                 | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9450000 | PA      | $9509062.50   | 0.17%             | 2041-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2025-A, Class B                                  | CUSIP: 68377TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9700000 | PA      | $9709462.35   | 0.17%             | 2033-02-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Trust LLC                                | SCF Equipment Trust LLC, Series 2025-1A, Class D                                | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1033000 | PA      | $1063632.17   | 0.02%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $3980041.40   | 0.07%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2023-P3, Class C                         | CUSIP: 14688GAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2675000 | PA      | $2793520.96   | 0.05%             | 2029-11-13      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                    | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 5B13                               | CUSIP: 055631GM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4404760.00   | 0.08%             | 2052-05-25      | Variable      | 2.17%                 | Yes           |                  3 | On Loan: No      |
| California Housing Finance Agency                      | California Housing Finance Agency, Series 2021-1, Class X                       | CUSIP: 13033DAF2<br>LEI: 549300BOPCVLBA552Z14 | Long             | ABS-MBS          | MUN               | US        |  51295832 | PA      | $2182899.27   | 0.04%             | 2035-11-20      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                               | CFMT LLC, Series 2024-HB13, Class M1                                            | CUSIP: 12530VAB1<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |    826000 | PA      | $793011.63    | 0.01%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  3 | On Loan: No      |
| Republic of Turkiye (The)                              | Republic of Turkiye (The)                                                       | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $616200.00    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                            | VFI ABS LLC, Series 2025-1A, Class A                                            | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5395000 | PA      | $5407989.00   | 0.10%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2014-UBS5, Class C                            | CUSIP: 12592KBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2529972.50   | 0.05%             | 2047-09-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                            | SBNA Auto Receivables Trust, Series 2024-A, Class D                             | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5525000 | PA      | $5707354.84   | 0.10%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury Long Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -443 | NC      | $-139186.17   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                 | OCP SA                                                                          | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    340000 | PA      | $351368.75    | 0.01%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                  | TCI-Flatiron CLO Ltd., Series 2018-1A, Class BR2                                | CUSIP: 87232CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15000000.00  | 0.27%             | 2035-07-29      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  10110000 | PA      | $10147407.00  | 0.18%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K735, Class X3 | CUSIP: 3137FMU91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40532126 | PA      | $591067.83    | 0.01%             | 2047-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140XHPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22878467 | PA      | $22184106.15  | 0.40%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2022-4A, Class B               | CUSIP: 05377RFQ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7364444.88   | 0.13%             | 2029-02-20      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 31418FE86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15888758 | PA      | $16053777.29  | 0.29%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                        | Amer Sports Co.                                                                 | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    545000 | PA      | $568642.10    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DailyPay Securitization Trust 2025-1                   | DailyPay Securitization Trust, Series 2025-1A, Class A                          | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5285000 | PA      | $5318291.80   | 0.10%             | 2028-06-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                        | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2385000 | PA      | $2401695.00   | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                   | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1093000 | PA      | $1095758.73   | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC05, Class X1 | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24649480 | PA      | $290812.10    | 0.01%             | 2027-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                         | ZF North America Capital, Inc.                                                  | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    870000 | PA      | $881227.35    | 0.02%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust, Series 2023-3A, Class E                                    | CUSIP: 23345WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2986575.20   | 0.05%             | 2030-05-15      | Fixed         | 10.21%                | Yes           |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                        | Transocean Titan Financing Ltd.                                                 | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    586905 | PA      | $602389.07    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                  | Nomura Holdings, Inc.                                                           | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  17065000 | PA      | $16685535.49  | 0.30%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Gold Pools, 30 Year                                                       | CUSIP: 31335CCQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133773 | PA      | $131837.08    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                    | Graphic Packaging International LLC                                             | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    610000 | PA      | $619788.67    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    635000 | PA      | $637579.69    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                    | Newell Brands, Inc.                                                             | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1322668.62   | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2019-31, Class S                                            | CUSIP: 3136B5NQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3245553 | PA      | $390686.72    | 0.01%             | 2049-07-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                              | XPO, Inc.                                                                       | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    690000 | PA      | $718238.94    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                             | CPS Auto Receivables Trust, Series 2024-C, Class C                              | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3584000 | PA      | $3632276.12   | 0.07%             | 2030-10-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA II, 30 Year                                                                | CUSIP: 3622ADHZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21984297 | PA      | $22202754.24  | 0.40%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  29050000 | PA      | $28366438.39  | 0.51%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Other                                                                     | CUSIP: 3140FXD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7613388 | PA      | $7083163.31   | 0.13%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19470000 | PA      | $19720980.37  | 0.35%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                       | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1137306.95   | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2017-K68, Class D                                  | CUSIP: 30305EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $6755329.60   | 0.12%             | 2049-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables LLC, Series 2022-1A, Class D                 | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |   3210000 | PA      | $3200820.04   | 0.06%             | 2028-08-21      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Corp.                                       | NCR Atleos Corp.                                                                | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    888000 | PA      | $962877.94    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142GSFL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4557987 | PA      | $4662235.40   | 0.08%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-4A, Class D                    | CUSIP: 30167KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10770000 | PA      | $10840811.67  | 0.19%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                           | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288140.13    | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                      | Lamar Media Corp.                                                               | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $803292.07    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UPX HIL Issuer Trust                                   | UPX HIL Issuer Trust, Series 2025-1, Class A                                    | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6785000 | PA      | $6802844.55   | 0.12%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| FirstKey Homes Trust                                   | FirstKey Homes Trust, Series 2022-SFR2, Class F2                                | CUSIP: 33767PAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2887785.90   | 0.05%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-3, Class E            | CUSIP: 02530EAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1898846.10   | 0.03%             | 2031-10-14      | Fixed         | 9.54%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                           | Veros Auto Receivables Trust, Series 2024-1, Class A                            | CUSIP: 92512WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460014 | PA      | $462067.68    | 0.01%             | 2027-11-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                   | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $890766.82    | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA ACES, Series 2020-M37, Class X                                             | CUSIP: 3136BBGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  64199461 | PA      | $2323699.48   | 0.04%             | 2032-04-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X1 | CUSIP: 3137FGR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  47767785 | PA      | $147153.44    | 0.00%             | 2028-06-25      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| ReadyCap Holdings LLC                                  | ReadyCap Holdings LLC, Series QIB                                               | CUSIP: 755763AE9<br>LEI: 549300W908MAGNC9E420 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3967062.48   | 0.07%             | 2028-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                                                    | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |  13760000 | PA      | $14221272.08  | 0.26%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5481, Class FA                                             | CUSIP: 3137HHQ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18850707 | PA      | $18995925.19  | 0.34%             | 2054-12-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810770.40    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC                         | Angel Oak Mortgage Trust I LLC, Series 2018-3, Class B1                         | CUSIP: 03464NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3833576.80   | 0.07%             | 2048-09-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| STReAM 2008 BV                                         | STReAM 2008 BV                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |   1194227 | PA      | $1194226.82   | 0.02%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    609000 | PA      | $543203.58    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc.                                                          | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1200061.91   | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing LLC, Series 2025-1A, Class C                            | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2016750.40   | 0.04%             | 2029-09-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2022-6, Class D                  | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7067711.70   | 0.13%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3655000 | PA      | $3744142.01   | 0.07%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-1A, Class D                      | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2045562.00   | 0.04%             | 2030-11-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                               | MRCD MARK Mortgage Trust, Series 2019-PARK, Class D                             | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1463200.00   | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2012-39, Class MI                                                  | CUSIP: 38378DNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    219531 | PA      | $39586.95     | 0.00%             | 2042-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                     | Republic of Angola                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    900000 | PA      | $903937.50    | 0.02%             | 2025-11-12      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                     | Aqua Finance Trust, Series 2021-A, Class B                                      | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2187000 | PA      | $2037683.67   | 0.04%             | 2046-07-17      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    937000 | PA      | $927890.39    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy, Inc.                                     | Vital Energy, Inc.                                                              | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    880000 | PA      | $879907.78    | 0.02%             | 2029-07-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2025-2A, Class B                           | CUSIP: 43285JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3805000 | PA      | $3815838.92   | 0.07%             | 2044-05-25      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd.                                              | BXMT Ltd., Series 2021-FL4, Class C                                             | CUSIP: 05609GAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1699638.50   | 0.03%             | 2038-05-15      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2024-27, Class CA                                           | CUSIP: 3136BRYP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3065687 | PA      | $3093030.40   | 0.06%             | 2048-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                  | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7750000 | PA      | $7873011.72   | 0.14%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1058650.00   | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2021-3A, Class E                  | CUSIP: 96043JAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $12953385.90  | 0.23%             | 2027-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                     | Istanbul Metropolitan Municipality                                              | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |   2530000 | PA      | $2760103.50   | 0.05%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                         | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2564875 | PA      | $2579030.55   | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                               | EquipmentShare.com, Inc.                                                        | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    715000 | PA      | $757253.64    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K099, Class X3 | CUSIP: 3137FPJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13745131 | PA      | $923322.30    | 0.02%             | 2047-10-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                       | MEG Energy Corp.                                                                | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   1130000 | PA      | $1137072.67   | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 1st Lien Term Loan                                                | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1179895 | PA      | $1092063.82   | 0.02%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-108, Class SM                                                 | CUSIP: 38379YYJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    597708 | PA      | $86920.07     | 0.00%             | 2046-08-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                            | Business Jet Securities LLC, Series 2024-2A, Class B                            | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2482242 | PA      | $2475607.98   | 0.04%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  3 | On Loan: No      |
| Cooperatieve Rabobank UA                               | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  10450000 | PA      | $10527300.74  | 0.19%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Biogen, Inc.                                           | Biogen, Inc.                                                                    | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $7620055.64   | 0.14%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2021-SFR3, Class E2                                          | CUSIP: 00180UAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5303163.80   | 0.10%             | 2038-10-17      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                    | Newell Brands, Inc.                                                             | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1046442.96   | 0.02%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class C                 | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3762372.00   | 0.07%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-KF62, Class B                                 | CUSIP: 30310WAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211841 | PA      | $207652.40    | 0.00%             | 2026-04-25      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                           | Veros Auto Receivables Trust, Series 2023-1, Class C                            | CUSIP: 924933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7465020.50   | 0.13%             | 2028-11-15      | Fixed         | 8.32%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1197000 | PA      | $1026427.50   | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                  | Global Infrastructure Solutions, Inc.                                           | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1333775.87   | 0.02%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA ACES, Series 2020-M10, Class X1                                            | CUSIP: 3136B9DS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46300424 | PA      | $2644564.49   | 0.05%             | 2030-12-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                            | Business Jet Securities LLC, Series 2024-1A, Class B                            | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3241645 | PA      | $3337546.59   | 0.06%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  3 | On Loan: No      |
| Republic of Montenegro                                 | Republic of Montenegro                                                          | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |   1100000 | PA      | $1159741.00   | 0.02%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2025-SFR3, Class C                           | CUSIP: 74334BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13085000 | PA      | $12083377.27  | 0.22%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Crossroads Asset Trust                                 | Crossroads Asset Trust, Series 2025-A, Class B                                  | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1523737.65   | 0.03%             | 2032-02-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2024-3A, Class B                      | CUSIP: 37989EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1226972.88   | 0.02%             | 2030-08-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                   | FirstKey Homes Trust, Series 2022-SFR1, Class F1                                | CUSIP: 33768NAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4445804.50   | 0.08%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Organon & Co.                                          | Organon & Co.                                                                   | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537000 | PA      | $460146.61    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                  | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    404000 | PA      | $393241.16    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  11835000 | PA      | $12205503.67  | 0.22%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4632, Class MA                                             | CUSIP: 3137BSS87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4167053 | PA      | $4102122.09   | 0.07%             | 2054-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2017-31, Class SG                                           | CUSIP: 3136AWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6755341 | PA      | $814908.92    | 0.01%             | 2047-05-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    348000 | PA      | $358333.51    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VOLT CVI LLC                                           | VOLT CVI LLC, Series 2021-NP12, Class A1                                        | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2370378 | PA      | $2367973.55   | 0.04%             | 2051-12-26      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  12645000 | PA      | $13088541.46  | 0.24%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2022-A, Class B                                  | CUSIP: 68378NAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1902146.05   | 0.03%             | 2031-06-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $962395.49    | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes               | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B1               | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20048678.00  | 0.36%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494325.85    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust, Series 2023-A, Class B                          | CUSIP: 92920CAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2547114.00   | 0.05%             | 2030-02-15      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    780000 | PA      | $806612.04    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF                                                  | FREMF, Series 2018-KF46, Class B                                                | CUSIP: 302955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10991 | PA      | $10589.17     | 0.00%             | 2028-03-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| UKG, Inc.                                              | UKG, Inc., 1st Lien Term Loan                                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    985050 | PA      | $984232.41    | 0.02%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5182, Class D                                              | CUSIP: 3137H5C62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17419376 | PA      | $16326243.72  | 0.29%             | 2043-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                  | Bioceanico Sovereign Certificate Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    739930 | PA      | $592336.56    | 0.01%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $4166710.96   | 0.07%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                          | Voya CLO Ltd., Series 2018-1A, Class A2                                         | CUSIP: 92917AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8009784.00   | 0.14%             | 2031-04-19      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2024-1A, Class B                              | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2167000 | PA      | $2243683.85   | 0.04%             | 2032-04-20      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                  | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2399000 | PA      | $2430107.83   | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                         | Home Partners of America Trust, Series 2021-3, Class E1                         | CUSIP: 43730XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449643 | PA      | $418483.66    | 0.01%             | 2041-01-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust             | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D            | CUSIP: 46647TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3725000 | PA      | $2887387.56   | 0.05%             | 2050-03-15      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                | Civitas Resources, Inc.                                                         | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    730000 | PA      | $759961.39    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $688409.76    | 0.01%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                  | Arroyo Mortgage Trust, Series 2019-1, Class A1                                  | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47352 | PA      | $46301.29     | 0.00%             | 2049-01-25      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                               | Foundation Finance Trust, Series 2021-1A, Class A                               | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   4894584 | PA      | $4638556.02   | 0.08%             | 2041-05-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2025-3, Class C                  | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10890000 | PA      | $11006017.70  | 0.20%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2025-3, Class D                  | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6048864.60   | 0.11%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                           | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $504844.76    | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                       | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    615000 | PA      | $650595.59    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                      | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    660000 | PA      | $594910.01    | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                    | Baytex Energy Corp.                                                             | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $500150.35    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1205000 | PA      | $1236295.06   | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class D                       | CUSIP: 92890KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $385720.00    | 0.01%             | 2057-09-15      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1390000 | PA      | $1391611.01   | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                      | Hillenbrand, Inc.                                                               | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1057298.04   | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer