# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-25-004189
**Filing Date:** 2025-10
**Character Count:** 1014161
**Document Hash:** 0b403baff11098420378ea0405f974a5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004189.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004189

**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:** J.P. Morgan Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001485894

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 251429208

**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

## Series and Classes Contracts Data

### JPMorgan Income ETF (Series ID: S000072932)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000229632 | JPMorgan Income ETF | JPIE            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** J.P. Morgan Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22903

- **c. CIK number of Registrant:** 0001485894

- **d. LEI of Registrant:** 5493001E1K1DVWDV2464

- **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:** 844-457-6383

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

- **a. Name of Series:** JPMorgan Income ETF

- **b. EDGAR series identifier (if any):** S000072932

- **c. LEI of Series:** 549300CYQ8KHPO2GR356

**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:** $6228978849.01

**Total Liabilities:** $1463869300.99

**Net Assets:** $4765109548.02

**Delayed Delivery Securities:** $10414705.08

**Cash Not Reported:** $2598211.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -23607.76717000 | **1-Year:** 191028.77731000 | **5-Year:** 712252.87484000 | **10-Year:** 6852.37690000 | **30-Year:** 20093.59099000

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

- **3-Month:** 3434.33562000 | **1-Year:** 92733.62688000 | **5-Year:** 235445.25610000 | **10-Year:** 116726.02332000 | **30-Year:** 24319.18721000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229632 | 1.15%                | 0.18%                | 1.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1254508.80              | $24494684.24                               |
| Month 2  | $-1102345.47             | $-2729708.24                               |
| Month 3  | $156354.00               | $21086160.41                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WHARF Commercial Mortgage Trust                                           | WHARF Commercial Mortgage Trust, Series 2025-DC, Class A                                                      | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1776000 | PA      | $1825157.73    | 0.04%             | 2040-07-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                    | Santander Drive Auto Receivables Trust, Series 2024-1, Class C                                                | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1015462.10    | 0.02%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-5C3, Class C                                                                  | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $719203.24     | 0.02%             | 2057-02-15      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     651000 | PA      | $686340.84     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     580249 | PA      | $580190.80     | 0.01%             | 2028-10-23      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Republic of Rwanda                                                        | Republic of Rwanda                                                                                            | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |    2000000 | PA      | $1755000.00    | 0.04%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-64                                                                                          | CUSIP: 38380PHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3450783 | PA      | $294166.50     | 0.01%             | 2062-07-16      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                 | Driven Brands Funding LLC, Series 2022-1A, Class A2                                                           | CUSIP: 26209XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     569311 | PA      | $570832.31     | 0.01%             | 2052-10-20      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                    | Amkor Technology, Inc.                                                                                        | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $1020044.45    | 0.02%             | 2027-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd.                                                                   | RR Ltd., Series 2021-18A, Class A2                                                                            | CUSIP: 749752AE1<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999500.00     | 0.02%             | 2034-10-15      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government Bond                                                                                         | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    1080000 | PA      | $1059901.20    | 0.02%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                                       | NuStar Logistics LP                                                                                           | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     225000 | PA      | $225773.33     | 0.00%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-105, Class UZ                                                                               | CUSIP: 38381NAP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4295079 | PA      | $4297765.13    | 0.09%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                              | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     300000 | PA      | $275317.74     | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-90                                                                                          | CUSIP: 38381DJK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16763838 | PA      | $1006254.43    | 0.02%             | 2061-05-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JN2R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     990889 | PA      | $1018317.15    | 0.02%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-7, Class SL                                                                                 | CUSIP: 38385BJ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5590529 | PA      | $384330.98     | 0.01%             | 2055-01-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    1417000 | PA      | $1356561.41    | 0.03%             | 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        |    2260000 | PA      | $2257030.36    | 0.05%             | 2036-07-16      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2023-5C23, Class A3                                                              | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4350000 | PA      | $4636796.81    | 0.10%             | 2056-12-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-2A, Class D                                                               | CUSIP: 52590AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     450000 | PA      | $454179.69     | 0.01%             | 2034-02-21      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                                    | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     460000 | PA      | $456709.25     | 0.01%             | 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        |    3733000 | PA      | $3628902.31    | 0.08%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1B1                                               | CUSIP: 20755AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $380900.17     | 0.01%             | 2043-01-25      | Floating      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R07, Class 2B1                                               | CUSIP: 20753BAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5396106.50    | 0.11%             | 2043-09-25      | Floating      | 8.85%                 | Yes           |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                                     | Diebold Nixdorf, Inc.                                                                                         | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     416000 | PA      | $440120.93     | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J3D89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      67908 | PA      | $70906.61      | 0.00%             | 2049-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte. Ltd.                                                      | Medco Bell Pte. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 2549003PNDCWIWGKC768       | Long             | DBT              | CORP              | SG        |     200000 | PA      | $200000.00     | 0.00%             | 2027-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2024-25, Class ZA                                                                         | CUSIP: 3136BRTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2057835 | PA      | $2113286.03    | 0.04%             | 2053-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                            | Braskem Netherlands Finance BV                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     900000 | PA      | $631125.00     | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                           | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $998671.30     | 0.02%             | 2027-09-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ciena Corp.                                                               | Ciena Corp.                                                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142391.21     | 0.00%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2022-2, Class A1                                                 | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90467 | PA      | $88252.87      | 0.00%             | 2067-03-25      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2024-20, Class MS                                                                         | CUSIP: 3136BRU62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6412157 | PA      | $564080.00     | 0.01%             | 2054-05-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-PJ7, Class A1                                                | CUSIP: 36272MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13646445 | PA      | $13841548.33   | 0.29%             | 2055-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     800000 | PA      | $822400.00     | 0.02%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  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        |    2400000 | PA      | $2000964.24    | 0.04%             | 2029-10-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1514, Class X1                             | CUSIP: 3137FQK28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1183372 | PA      | $45980.64      | 0.00%             | 2034-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K123, Class X1                               | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   52732758 | PA      | $1726048.64    | 0.04%             | 2030-12-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J1Y80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     972892 | PA      | $1009886.87    | 0.02%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                                     | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     910000 | PA      | $872034.98     | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2020-M31, Class AB                                                                          | CUSIP: 3136BASC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71001 | PA      | $61578.03      | 0.00%             | 2032-10-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2023-5YR3, Class A2                                                                             | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5794786 | PA      | $6049464.81    | 0.13%             | 2056-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series BB                                                                                  | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     162000 | PA      | $160441.95     | 0.00%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADAG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2647039 | PA      | $2747804.77    | 0.06%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K085, Class X3                               | CUSIP: 3137FKJF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1850000 | PA      | $121509.48     | 0.00%             | 2045-12-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K749, Class XAM                              | CUSIP: 3137H74T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   55000000 | PA      | $490066.50     | 0.01%             | 2029-04-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                    | BWX Technologies, Inc.                                                                                        | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     500000 | PA      | $488453.35     | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    5060000 | PA      | $5054514.45    | 0.11%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K738, Class X1                               | CUSIP: 3137FTFU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41013242 | PA      | $653246.61     | 0.01%             | 2027-01-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                                       | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     264000 | PA      | $273259.80     | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5YY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     542668 | PA      | $557728.11     | 0.01%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class A3                                              | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1890354.42    | 0.04%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                                                   | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     345000 | PA      | $354818.36     | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                   | FHLMC STACR REMIC Trust, Series 2021-HQA1, Class B1                                                           | CUSIP: 35564KCN7<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3708165.80    | 0.08%             | 2033-08-25      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K106, Class X1                               | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6527227 | PA      | $319953.59     | 0.01%             | 2030-01-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                           | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     385000 | PA      | $382094.71     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class C                                                      | CUSIP: 12634NAZ1<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $3851860.00    | 0.08%             | 2057-06-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J14M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      87066 | PA      | $90716.44      | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     555000 | PA      | $587318.21     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                                             | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     248000 | PA      | $257411.35     | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-185                                                                                         | CUSIP: 38381EAC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1386066 | PA      | $121185.68     | 0.00%             | 2063-11-16      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K082, Class X1                               | CUSIP: 3137FJKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  192561438 | PA      | $363190.13     | 0.01%             | 2028-09-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| RFT TRUST                                                                 | RFT TRUST, Series 2024-2, Class A1                                                                            | CUSIP: 76201AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2954708 | PA      | $2951605.35    | 0.06%             | 2028-09-27      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                            | FHLMC STACR REMIC Trust, Series 2021-DNA2, Class B1                                                           | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |    6600000 | PA      | $7366904.82    | 0.15%             | 2033-08-25      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3153961.20    | 0.07%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2023-2, Class A1                                                           | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     393349 | PA      | $394262.16     | 0.01%             | 2068-03-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KW09, Class X1                               | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71257736 | PA      | $1491395.92    | 0.03%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2024-RTL3, Class A1                                                                         | CUSIP: 59319PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6845000 | PA      | $6897491.57    | 0.14%             | 2039-11-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-K122, Class X2B                                                             | CUSIP: 30318BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10972469 | PA      | $44792.91      | 0.00%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 45 Ltd.                                       | Octagon Investment Partners Ltd., Series 2019-1A, Class BR                                                    | CUSIP: 67577MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999500.00     | 0.02%             | 2035-04-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                                  | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $539735.00     | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                             | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $388481.60     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                                       | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     110000 | PA      | $106992.56     | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H062693<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21760000 | PA      | $22388553.92   | 0.47%             | 2055-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                   | FHLMC STACR REMIC Trust, Series 2021-DNA3, Class B2                                                           | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $7138258.36    | 0.15%             | 2033-10-25      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Connecticut Avenue Securities, Series 2017-C07, Class 1B1                                               | CUSIP: 30711XUW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     790000 | PA      | $837293.51     | 0.02%             | 2030-05-25      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                                  | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     297000 | PA      | $301978.61     | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1864120.14    | 0.04%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                      | Xerox Holdings Corp.                                                                                          | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     648000 | PA      | $393862.50     | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $182312.00     | 0.00%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                  | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $214729.66     | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Debt Notes                                                    | FHLMC STACR, Whole Loan, Series 2017-DNA2, Class B1                                                           | CUSIP: 3137G0PR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $265774.63     | 0.01%             | 2029-10-25      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                                   | Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class D                                                | CUSIP: 07336QAD4<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     122079 | PA      | $122837.19     | 0.00%             | 2031-12-26      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                         | BSPRT Issuer Ltd., Series 2021-FL7, Class E                                                                   | CUSIP: 05602CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     265000 | PA      | $260939.41     | 0.01%             | 2038-12-15      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2014-GC25, Class B                                                | CUSIP: 17322YAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1347008 | PA      | $1286393.07    | 0.03%             | 2047-10-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic                                                                                            | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     800000 | PA      | $633264.64     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-161                                                                                         | CUSIP: 38380RAQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8819444 | PA      | $656627.90     | 0.01%             | 2062-08-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                            | Rite Aid Corp., Series B                                                                                      | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |      52563 | PA      | $0.00          | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-69, Class SK                                                                                | CUSIP: 38385FMY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29806016 | PA      | $2502411.75    | 0.05%             | 2055-04-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5YZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     139715 | PA      | $143583.44     | 0.00%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                      | FirstKey Homes Trust, Series 2022-SFR3, Class F2                                                              | CUSIP: 33768EAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1784859.24    | 0.04%             | 2038-07-17      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $619704.60     | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2023-4, Class A1                                                           | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |     513971 | PA      | $514587.09     | 0.01%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                               | Business Jet Securities LLC, Series 2024-1A, Class A                                                          | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1626357 | PA      | $1678455.94    | 0.04%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  3 | On Loan: No      |
| Kioxia Holdings Corp.                                                     | Kioxia Holdings Corp.                                                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    1109000 | PA      | $1109741.92    | 0.02%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                           | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class M2                                    | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3623465.88    | 0.08%             | 2055-05-25      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                                 | Trinidad Generation UnLtd                                                                                     | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     596000 | PA      | $625019.24     | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-110                                                                                         | CUSIP: 38380PVU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18345095 | PA      | $1254668.72    | 0.03%             | 2062-03-16      | Variable      | 0.98%                 | No            |                  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        |    6908640 | PA      | $6951756.57    | 0.15%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO Ltd.                                                              | KKR CLO Ltd., Series 22A, Class B                                                                             | CUSIP: 48252WAC7<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250472.25     | 0.01%             | 2031-07-20      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                           | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     644000 | PA      | $616509.77     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                                             | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     172000 | PA      | $179575.22     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     586000 | PA      | $596901.94     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HNSG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     262588 | PA      | $272584.50     | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                      | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $182900.00     | 0.00%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K114, Class X1                               | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2103962 | PA      | $93705.61      | 0.00%             | 2030-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2024-NPL1, Class A1                                                                         | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6326051 | PA      | $6357490.03    | 0.13%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                                               | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     299014 | PA      | $299105.69     | 0.01%             | 2044-02-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6A77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197772 | PA      | $206396.27     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class X3                             | CUSIP: 3137FTZN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $769120.50     | 0.02%             | 2038-03-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class X1                               | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  126212934 | PA      | $2887196.59    | 0.06%             | 2031-03-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2015-LC19, Class D                                                          | CUSIP: 200474AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7817000 | PA      | $7020604.04    | 0.15%             | 2048-02-10      | Fixed         | 2.87%                 | Yes           |                  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        |    1625000 | PA      | $1633456.66    | 0.03%             | 2034-11-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HML72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1535099 | PA      | $1577588.11    | 0.03%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1535621.68    | 0.03%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                           | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     392000 | PA      | $390782.88     | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                                            | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $885583.18     | 0.02%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2016-M10, Class X                                                                           | CUSIP: 3136ATX25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  100298951 | PA      | $1332742.38    | 0.03%             | 2028-07-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                                               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     432000 | PA      | $438469.20     | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class C10                                                                         | CUSIP: 26860XBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1885000 | PA      | $1899963.32    | 0.04%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Diversified ABS Phase VIII LLC                                            | Diversified ABS Phase LLC, Series 2024-1A, Class A2                                                           | CUSIP: 255123AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1589333 | PA      | $1604972.37    | 0.03%             | 2044-05-30      | Fixed         | 7.67%                 | Yes           |                  3 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2023-C5, Class A5                                                                  | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1640000 | PA      | $1720334.58    | 0.04%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKLR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     703355 | PA      | $730964.53     | 0.02%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Other                                                                                                   | CUSIP: 3140NX4X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2665172 | PA      | $2731454.79    | 0.06%             | 2035-04-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140QUNM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7944234 | PA      | $8184787.35    | 0.17%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X1                               | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   56570273 | PA      | $2036818.35    | 0.04%             | 2031-07-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1302362.57    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2017-C5, Class C                                                        | CUSIP: 90276TAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1114434.24    | 0.02%             | 2050-11-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 36179XTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     293744 | PA      | $301670.55     | 0.01%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                                                  | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    1100000 | PA      | $1093400.00    | 0.02%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                         | 180 Medical, Inc.                                                                                             | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191828.38     | 0.00%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                           | FHLMC, Multi-Class Certificates, Series 2023-RR21, Class X                                                    | CUSIP: 3137HBCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18000000 | PA      | $3768676.20    | 0.08%             | 2036-04-27      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-C45, Class D                                               | CUSIP: 95001NAC2<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2335993.55    | 0.05%             | 2051-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q001, Class XA                               | CUSIP: 3137BEWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15565780 | PA      | $952890.34     | 0.02%             | 2032-02-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-89, Class SE                                                                                | CUSIP: 38385GGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20517282 | PA      | $1937239.70    | 0.04%             | 2055-05-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                         | Uzbekneftegaz JSC                                                                                             | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |     900000 | PA      | $848799.00     | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                        | British Airways Pass-Through Trust, Series 2020-1, Class B                                                    | CUSIP: 11042WAA4<br>LEI: 635400FQKDVFBRDDER80 | Long             | ABS-O            | CORP              | US        |       5444 | PA      | $5748.18       | 0.00%             | 2028-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-15, Class AB                                                                                | CUSIP: 38381HV32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     716409 | PA      | $689778.22     | 0.01%             | 2063-08-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2024-92, Class SH                                                                         | CUSIP: 3136BT5E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4814406 | PA      | $397876.95     | 0.01%             | 2054-12-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                      | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2542000 | PA      | $2458025.03    | 0.05%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-K92, Class D                                                                | CUSIP: 302973AL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4900000 | PA      | $3650148.67    | 0.08%             | 2052-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                         | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1259762.43    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1653264.51    | 0.03%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2439088.96    | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  216542087 | PA      | $220950481.27  | 4.64%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                                                        | CUSIP: N/A<br>LEI: 254900SYU4G5JM13TN77       | Long             | DBT              | NUSS              | SR        |     914955 | PA      | $908669.26     | 0.02%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                   | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     444000 | PA      | $450564.54     | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                           | Hertz Vehicle Financing LLC, Series 2025-4A, Class B                                                          | CUSIP: 42806MDG1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    2245000 | PA      | $2290709.10    | 0.05%             | 2031-12-25      | Fixed         | 5.90%                 | 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        |    1958000 | PA      | $1989970.81    | 0.04%             | 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        |    2070000 | PA      | $2086131.51    | 0.04%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-1, Class KS                                                                                 | CUSIP: 38385CEB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9618949 | PA      | $535364.74     | 0.01%             | 2055-01-20      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-126                                                                                         | CUSIP: 38381JQB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8023111 | PA      | $550315.60     | 0.01%             | 2065-07-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     375050 | PA      | $314573.19     | 0.01%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                           | FHLMC, Multi-Class Certificates, Series 2020-RR14, Class X                                                    | CUSIP: 3137F85E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $336954.00     | 0.01%             | 2034-03-27      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1526000 | PA      | $1581132.72    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class AS                                              | CUSIP: 95001JBA4<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $989200.00     | 0.02%             | 2051-05-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    2889403 | PA      | $2181499.27    | 0.05%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                    | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     545000 | PA      | $539001.04     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-110                                                                                         | CUSIP: 38381DND8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10118688 | PA      | $680710.48     | 0.01%             | 2063-11-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                      | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     100000 | PA      | $88804.50      | 0.00%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6BA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     151175 | PA      | $157584.37     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                                | ROCK Trust, Series 2024-CNTR, Class A                                                                         | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5486012 | PA      | $5647067.05    | 0.12%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class B1                                                           | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    6250000 | PA      | $6660187.50    | 0.14%             | 2042-04-25      | Floating      | 10.00%                | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                              | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $2411702.80    | 0.05%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                     | FMC GMSR Issuer Trust, Series 2022-GT1, Class B                                                               | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $303985.35     | 0.01%             | 2027-04-25      | Fixed         | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                         | Alumina Pty. Ltd.                                                                                             | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     285000 | PA      | $290644.43     | 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        |    1263000 | PA      | $1265175.64    | 0.03%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                                             | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $908622.83     | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                  | Central Garden & Pet Co.                                                                                      | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     890000 | PA      | $841799.91     | 0.02%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2024-MN8, Class B1                                                                              | CUSIP: 35563RAC9<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |    2900000 | PA      | $3392951.86    | 0.07%             | 2044-05-25      | Floating      | 11.70%                | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    5600000 | PA      | $5370120.00    | 0.11%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKUN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     836928 | PA      | $869781.71     | 0.02%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618GQDV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197826 | PA      | $206730.71     | 0.00%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  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        |     807873 | PA      | $808139.30     | 0.02%             | 2024-09-25      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1                                               | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4082022.00    | 0.09%             | 2040-01-25      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc.                                                                                                 | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    1869000 | PA      | $1785579.43    | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1776648.72    | 0.04%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Iraq                                                          | Republic of Iraq                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    1171875 | PA      | $1163452.15    | 0.02%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-C9, Class A5                                                                  | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1710000 | PA      | $1813840.09    | 0.04%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                     | Ahead DB Holdings LLC, 1st Lien Term Loan B-3                                                                 | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    1090499 | PA      | $1090727.90    | 0.02%             | 2031-02-03      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-154, Class X1                              | CUSIP: 3137H9UF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   85800457 | PA      | $2150296.74    | 0.05%             | 2033-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2024-3A, Class B                                                      | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2004150.00    | 0.04%             | 2032-08-08      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| GCI LLC                                                                   | GCI LLC                                                                                                       | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1415054.91    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADZ43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13294165 | PA      | $13662278.25   | 0.29%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                          | Turkiye Varlik Fonu Yonetimi A/S                                                                              | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |     300000 | PA      | $316875.00     | 0.01%             | 2029-02-14      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M2                                               | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2640000 | PA      | $2798400.00    | 0.06%             | 2043-04-25      | Floating      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                          | Cooper-Standard Automotive, Inc.                                                                              | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     719853 | PA      | $753966.68     | 0.02%             | 2027-03-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                         | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3960740.12    | 0.08%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                                                 | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     463000 | PA      | $452200.20     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                    | BWX Technologies, Inc.                                                                                        | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244226.68     | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     600000 | PA      | $591600.00     | 0.01%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                        | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $3880648.01    | 0.08%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5564, Class PZ                                                                           | CUSIP: 3137HME22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11115513 | PA      | $10601117.09   | 0.22%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J7CH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3378918 | PA      | $3507412.31    | 0.07%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    6520000 | PA      | $6501060.70    | 0.14%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp., 1st Lien Term Loan                                                                               | CUSIP: 88078FBQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     448875 | PA      | $449202.68     | 0.01%             | 2031-10-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2024-58, Class BS                                                                         | CUSIP: 3136BSWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5809233 | PA      | $423301.40     | 0.01%             | 2054-08-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J92L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     954385 | PA      | $980800.80     | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2023-SFR1, Class E1                                                        | CUSIP: 74334FAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     736000 | PA      | $737978.88     | 0.02%             | 2040-03-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class C                                 | CUSIP: 46590RAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3119708.04    | 0.07%             | 2049-08-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                                           | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     218000 | PA      | $219018.06     | 0.00%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-41                                                                                          | CUSIP: 38381EXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41145682 | PA      | $2201915.26    | 0.05%             | 2063-04-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 36179YYW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19525319 | PA      | $19701299.22   | 0.41%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class B                                          | CUSIP: 46644UBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3696368.80    | 0.08%             | 2048-07-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2023-K752, Class X2B                                                             | CUSIP: 30333RAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9003480 | PA      | $35372.87      | 0.00%             | 2030-08-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-K92, Class X2A                                                              | CUSIP: 302973AU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57727892 | PA      | $157891.56     | 0.00%             | 2029-04-25      | Fixed         | 0.10%                 | 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        |    1000000 | PA      | $1008053.30    | 0.02%             | 2040-04-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K110, Class X1                               | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42802112 | PA      | $2609533.51    | 0.05%             | 2030-04-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Pret LLC                                                                  | Pret LLC, Series 2025-NPL2, Class A1                                                                          | CUSIP: 69392JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8015215 | PA      | $8074904.05    | 0.17%             | 2055-03-25      | Variable      | 5.84%                 | 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        |    4851822 | PA      | $4851822.24    | 0.10%             | 2040-04-05      | Fixed         | 10.28%                | Yes           |                  3 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                       | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1400000 | PA      | $1486800.00    | 0.03%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                             | Yinson Bergenia Production BV                                                                                 | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    1321000 | PA      | $1384408.00    | 0.03%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                      | Elmwood CLO Ltd., Series 2019-3A, Class BRR                                                                   | CUSIP: 29002HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1654083.75    | 0.03%             | 2037-07-18      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J14R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     122244 | PA      | $127220.13     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-K116, Class X2B                                                             | CUSIP: 30316LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12768420 | PA      | $48763.87      | 0.00%             | 2052-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2025-NQM10, Class A1                                                                        | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    3496398 | PA      | $3531511.38    | 0.07%             | 2065-05-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M2                                               | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16000000 | PA      | $16645486.40   | 0.35%             | 2043-09-25      | Floating      | 7.60%                 | Yes           |                  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        |    2400000 | PA      | $2453540.64    | 0.05%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-82, Class TA                                                                                | CUSIP: 38381DCE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10080017 | PA      | $363843.25     | 0.01%             | 2061-04-16      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic                                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3000000 | PA      | $1902000.00    | 0.04%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-K116, Class X2A                                                             | CUSIP: 30316LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58768761 | PA      | $206207.83     | 0.00%             | 2052-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     413888 | PA      | $371464.48     | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HMD48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     353681 | PA      | $364020.56     | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                 | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1079000 | PA      | $1096534.83    | 0.02%             | 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        |    1402959 | PA      | $1530733.16    | 0.03%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                           | Hertz Vehicle Financing LLC, Series 2024-1A, Class D                                                          | CUSIP: 42806MCS6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2572673.00    | 0.05%             | 2029-01-25      | Fixed         | 9.22%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2018-KF50, Class B                                                               | CUSIP: 35709BAC9<br>LEI: 549300LI8XT0ZWPV2P54 | Long             | ABS-MBS          | USGSE             | US        |       3383 | PA      | $3248.96       | 0.00%             | 2028-07-25      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family, Structured Pass-Through Certificates, Series K-153, Class X1                             | CUSIP: 3137H9PD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19689531 | PA      | $589469.11     | 0.01%             | 2032-12-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                       | Big River Steel LLC                                                                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $55088.83      | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-21                                                                                          | CUSIP: 38381L5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   61127401 | PA      | $4127652.19    | 0.09%             | 2065-04-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2023-5C2, Class A3                                                                 | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3310000 | PA      | $3559412.80    | 0.07%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                   | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1B                                                          | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    7600000 | PA      | $7958239.68    | 0.17%             | 2042-08-25      | Floating      | 7.90%                 | 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        |    3400000 | PA      | $2593128.32    | 0.05%             | 2051-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2021-C11, Class XB                                                               | CUSIP: 05493MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $231474.60     | 0.00%             | 2054-09-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                       | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                                                       | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     804000 | PA      | $807682.32     | 0.02%             | 2031-12-02      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-147                                                                                         | CUSIP: 38380P8J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   80454355 | PA      | $5266960.46    | 0.11%             | 2062-06-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     615000 | PA      | $637678.57     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K100, Class X1                               | CUSIP: 3137FQ3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   53784295 | PA      | $1199405.91    | 0.03%             | 2029-09-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B26, Class ASB                                                          | CUSIP: 08163EBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $764659.36     | 0.02%             | 2054-06-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1450000 | PA      | $1251930.00    | 0.03%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-151, Class JS                                                                               | CUSIP: 38384WET8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4497693 | PA      | $471409.51     | 0.01%             | 2054-09-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     650000 | PA      | $668172.05     | 0.01%             | 2034-09-10      | Variable      | 7.38%                 | 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        |    1500000 | PA      | $1417665.00    | 0.03%             | 2048-08-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                    | State of Mongolia                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MN        |     200000 | PA      | $177250.00     | 0.00%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class D                                               | CUSIP: 95000FAC0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2335603.50    | 0.05%             | 2048-07-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-121                                                                                         | CUSIP: 38381LLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1694335 | PA      | $154331.74     | 0.00%             | 2066-07-01      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2025-66, Class SL                                                                         | CUSIP: 3136BWZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22738782 | PA      | $1864227.68    | 0.04%             | 2055-08-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                | Flagship Credit Auto Trust, Series 2023-1, Class B                                                            | CUSIP: 337955AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100123.73     | 0.00%             | 2028-01-18      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                              | AGL CLO Ltd., Series 2020-9A, Class BR                                                                        | CUSIP: 001207AU3<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2007082.00    | 0.04%             | 2037-04-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $1156701.52    | 0.02%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class D                                                | CUSIP: 17323VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $2799720.00    | 0.06%             | 2048-04-10      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-4                                                                                           | CUSIP: 38381EQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45877103 | PA      | $2945502.72    | 0.06%             | 2064-03-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc.                                                                                        | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2570971.74    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RFT TRUST                                                                 | RFT TRUST, Series 2024-2, Class A2                                                                            | CUSIP: 76201AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2954708 | PA      | $2951726.49    | 0.06%             | 2028-09-27      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADH76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8727293 | PA      | $9068062.90    | 0.19%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-15                                                                                          | CUSIP: 38381HU41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1732665 | PA      | $119944.96     | 0.00%             | 2064-08-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                           | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244292.88     | 0.01%             | 2036-04-01      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2019-B10, Class B                                                            | CUSIP: 08162VAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1418000 | PA      | $1291508.44    | 0.03%             | 2062-03-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-105, Class SD                                                                               | CUSIP: 38381NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   59786208 | PA      | $4776804.41    | 0.10%             | 2055-06-20      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-159, Class X1                              | CUSIP: 3137HAMD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  151980276 | PA      | $1858657.99    | 0.04%             | 2033-07-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618GQG88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197516 | PA      | $205027.73     | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-94                                                                                          | CUSIP: 38380PNV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17654148 | PA      | $1197265.48    | 0.03%             | 2062-03-16      | Variable      | 0.97%                 | No            |                  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        |    1911950 | PA      | $1913894.45    | 0.04%             | 2032-08-08      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   10400000 | PA      | $8869016.00    | 0.19%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                 | IRV Trust, Series 2025-200P, Class C                                                                          | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3360302.62    | 0.07%             | 2047-03-14      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                             | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    1635000 | PA      | $1720330.65    | 0.04%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| EPIC Crude Services LP                                                    | EPIC Crude Services LP, 1st Lien Term Loan                                                                    | CUSIP: 29428XAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     344408 | PA      | $345376.12     | 0.01%             | 2031-10-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-62                                                                                          | CUSIP: 38381ET24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9914295 | PA      | $498557.17     | 0.01%             | 2064-06-16      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5793000 | PA      | $-157539.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRET LLC                                                                  | PRET LLC, Series 2025-NPL3, Class A1                                                                          | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6926349 | PA      | $7023845.30    | 0.15%             | 2055-04-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                               | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     240000 | PA      | $246252.28     | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2023-NQM3, Class A1                                                                         | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     423658 | PA      | $424277.23     | 0.01%             | 2063-02-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2679000 | PA      | $2598731.08    | 0.05%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                                    | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     228000 | PA      | $224580.00     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                                                | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    2034000 | PA      | $2003470.07    | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-138, Class A                                                                                | CUSIP: 38381ME63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14595000 | PA      | $14452348.47   | 0.30%             | 2056-05-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-PJ6, Class A1                                                | CUSIP: 36272KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2667677 | PA      | $2705816.74    | 0.06%             | 2055-11-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     820000 | PA      | $842799.28     | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2018-C10, Class D                                                       | CUSIP: 90276FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $803058.50     | 0.02%             | 2051-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                      | LHOME Mortgage Trust, Series 2024-RTL4, Class A1                                                              | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2516000 | PA      | $2531993.21    | 0.05%             | 2039-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5ZG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     163317 | PA      | $168400.80     | 0.00%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                           | Boyne USA, Inc.                                                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $368154.00     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5565, Class AZ                                                                           | CUSIP: 3137HMFK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1054375 | PA      | $957510.31     | 0.02%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     510000 | PA      | $545016.60     | 0.01%             | 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        |    4500000 | PA      | $3659622.75    | 0.08%             | 2030-02-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                  | Radiology Partners, Inc.                                                                                      | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    1442000 | PA      | $1472080.12    | 0.03%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10941000 | PA      | $10515044.99   | 0.22%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140QVE34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9278174 | PA      | $9596819.05    | 0.20%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                     | TC Ziraat Bankasi A/S                                                                                         | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    1326000 | PA      | $1359150.00    | 0.03%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BX                                                                        | BX, Series 2021-MFM1, Class A                                                                                 | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74929 | PA      | $74905.12      | 0.00%             | 2034-01-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                                                       | Republic of Senegal                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    4200000 | PA      | $3464634.60    | 0.07%             | 2031-06-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                  | PRET LLC, Series 2025-NPL5, Class A1                                                                          | CUSIP: 74143LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5578491 | PA      | $5632562.59    | 0.12%             | 2055-05-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                          | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $208815.60     | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-100, Class SA                                                                               | CUSIP: 38385GR27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35756102 | PA      | $2394385.93    | 0.05%             | 2055-06-20      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD6, Class AM                                                                  | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1362417 | PA      | $1324731.59    | 0.03%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                                       | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4678000 | PA      | $4701195.35    | 0.10%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-199                                                                                         | CUSIP: 38381HZU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3869533 | PA      | $228740.10     | 0.00%             | 2064-07-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| VistaJet Pass Through Trust                                               | VistaJet Pass Through Trust, Series 2021-1C                                                                   | CUSIP: 92841QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1560000 | PA      | $1557382.40    | 0.03%             | 2031-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Credit, Inc.                                                   | Commercial Credit, Inc., Series QIB                                                                           | CUSIP: 201616AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4009624.64    | 0.08%             | 2030-08-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The)                                                                                             | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $1929941.16    | 0.04%             | 2029-12-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2023-B39, Class XA                                                           | CUSIP: 081925AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  118298098 | PA      | $4291440.94    | 0.09%             | 2056-07-15      | Variable      | 0.72%                 | 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        |     100000 | PA      | $91002.00      | 0.00%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Triad Properties Corp.                                                    | Triad Properties Corp.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2219576 | PA      | $2219575.74    | 0.05%             | 2052-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                                         | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1548137.22    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class X3                               | CUSIP: 3137FJXY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     621062 | PA      | $41646.99      | 0.00%             | 2046-11-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2024-M5, Class 1A2C                                                                         | CUSIP: 3136BTHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3451231.35    | 0.07%             | 2034-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-7, Class QS                                                                                 | CUSIP: 38385BG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3812224 | PA      | $299483.72     | 0.01%             | 2055-01-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                                          | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $48000.90      | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2016-P3, Class B                                                  | CUSIP: 29429CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1630000 | PA      | $1530302.19    | 0.03%             | 2049-04-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-161, Class A1                              | CUSIP: 3137HB2W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3480000 | PA      | $3630892.80    | 0.08%             | 2032-07-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-2A, Class E                                                               | CUSIP: 52590AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $827849.60     | 0.02%             | 2034-02-21      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2023-K752, Class D                                                               | CUSIP: 30333RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2588480 | PA      | $1713919.58    | 0.04%             | 2030-08-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                          | Multi-Family Connecticut Avenue Securities Trust, Series 2024-01, Class M10                                   | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $311865.72     | 0.01%             | 2054-07-25      | Floating      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                                     | Harvest Commercial Capital Loan Trust, Series 2025-1, Class A                                                 | CUSIP: 41757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9766223 | PA      | $10085729.05   | 0.21%             | 2057-06-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5509, Class SA                                                                           | CUSIP: 3137HJF51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21359498 | PA      | $1492330.44    | 0.03%             | 2055-02-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-64, Class SV                                                                                | CUSIP: 38384MTC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7329859 | PA      | $384305.24     | 0.01%             | 2054-04-20      | Floating      | 0.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1B                                                          | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3337813.44    | 0.07%             | 2043-06-25      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                               | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2900103.43    | 0.06%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  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        |    1878184 | PA      | $1766789.97    | 0.04%             | 2051-10-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                   | FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B2                                                           | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $519722.55     | 0.01%             | 2041-09-25      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                                                | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F0606A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -25400000 | PA      | $-25925888.71  | -0.54%            | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-124, Class SE                                                                               | CUSIP: 38381PFN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   63920495 | PA      | $4749203.26    | 0.10%             | 2055-07-20      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                    | State of Mongolia                                                                                             | CUSIP: 60937LAG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     500000 | PA      | $528125.00     | 0.01%             | 2028-01-19      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-152, Class A1                              | CUSIP: 3137H9M71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1173846 | PA      | $1159978.34    | 0.02%             | 2032-01-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                    | Dycom Industries, Inc.                                                                                        | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      90000 | PA      | $87794.73      | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC                                                                          | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2441257.56    | 0.05%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2020-M3, Class X1                                                                           | CUSIP: 3136B8MM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3280090 | PA      | $32400.73      | 0.00%             | 2030-02-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K119, Class X3                               | CUSIP: 3137FXQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $593527.00     | 0.01%             | 2048-09-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-128, Class AD                                                                               | CUSIP: 38381MZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     854186 | PA      | $856432.97     | 0.02%             | 2056-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                                        | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1550004.17    | 0.03%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2019-M11, Class X1                                                                          | CUSIP: 3136B4C71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3991532 | PA      | $109683.30     | 0.00%             | 2029-06-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2018-CD7, Class C                                                                   | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2080000 | PA      | $1931249.42    | 0.04%             | 2051-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                                           | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2037636.79    | 0.04%             | 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        |    5360000 | PA      | $5315372.10    | 0.11%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Oneslt                                                                    | Oneslt                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    3492830 | PA      | $3492830.00    | 0.07%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  3 | 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        |    3300000 | PA      | $2197317.21    | 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        |    3300000 | PA      | $13414.17      | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                          | Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7                                    | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |    2466094 | PA      | $2570855.57    | 0.05%             | 2053-11-25      | Floating      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp., Series I                                                                                  | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1169519.49    | 0.02%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                 | LendingClub Loan Certificate Issuer Trust, Series 2022-P1, Class CERT                                         | CUSIP: 52604KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $123930.00     | 0.00%             | 2037-03-16      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     327000 | PA      | $338800.45     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3000476.06    | 0.06%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-KW10, Class C                                                               | CUSIP: 30298XAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1300000 | PA      | $921841.83     | 0.02%             | 2032-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          9 | NC      | $-6297.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                           | FHLMC, Multi-Class Certificates, Series 2020-RR12, Class X                                                    | CUSIP: 3137FVNT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $64492.20      | 0.00%             | 2027-10-27      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X1                               | CUSIP: 3137H0GP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2725878 | PA      | $28718.49      | 0.00%             | 2028-03-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-151                                                                                         | CUSIP: 38381DM23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7517557 | PA      | $520076.64     | 0.01%             | 2063-04-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                 | Republic of Serbia                                                                                            | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     800000 | PA      | $819200.00     | 0.02%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     515000 | PA      | $503190.28     | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     765600 | PA      | $624921.00     | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-41, Class ES                                                                                | CUSIP: 38385EMK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5638294 | PA      | $556243.09     | 0.01%             | 2055-03-20      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2566000 | PA      | $2646446.67    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     234010 | PA      | $240487.38     | 0.01%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-1, Class SU                                                                                 | CUSIP: 38385CEC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9882778 | PA      | $491283.75     | 0.01%             | 2055-01-20      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                   | FHLMC STACR REMIC Trust, Series 2021-HQA1, Class B2                                                           | CUSIP: 35564KCP2<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | CORP              | US        |    6670267 | PA      | $7691684.99    | 0.16%             | 2033-08-25      | Floating      | 9.35%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                                   | Republic of El Salvador                                                                                       | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    2390000 | PA      | $2567003.40    | 0.05%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-69, Class SX                                                                                | CUSIP: 38385FAV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32325951 | PA      | $1610708.37    | 0.03%             | 2055-04-20      | Floating      | 0.78%                 | No            |                  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        |     381397 | PA      | $380027.85     | 0.01%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                    | Marlette Funding Trust, Series 2023-1A, Class C                                                               | CUSIP: 57110PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     342791 | PA      | $344967.77     | 0.01%             | 2033-04-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    2000000 | PA      | $2072800.00    | 0.04%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J5VJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1380765 | PA      | $1433269.35    | 0.03%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JM6N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     561914 | PA      | $577501.66     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-120                                                                                         | CUSIP: 38381DXT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6169062 | PA      | $455968.91     | 0.01%             | 2063-02-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                                  | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     400000 | PA      | $368022.92     | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                       | Exeter Automobile Receivables Trust, Series 2022-2A, Class E                                                  | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3007000 | PA      | $2943277.46    | 0.06%             | 2029-10-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                           | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     315000 | PA      | $316949.05     | 0.01%             | 2027-01-12      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2019-NQM5, Class A1                                               | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     144289 | PA      | $137554.98     | 0.00%             | 2059-11-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R04, Class 1B1                                               | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2840179.42    | 0.06%             | 2043-05-25      | Floating      | 9.70%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2019-76                                                                                          | CUSIP: 38380NDH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22335081 | PA      | $1243061.19    | 0.03%             | 2061-03-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2018-K155, Class C                                                               | CUSIP: 30296QAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $2109253.60    | 0.04%             | 2033-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-205764.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-112, Class SA                                                                               | CUSIP: 38384UAU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4401804 | PA      | $358086.77     | 0.01%             | 2054-07-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                     | Ahead DB Holdings LLC                                                                                         | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250569.00     | 0.01%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1346202.72    | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class D                                  | CUSIP: 61690VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5143131.95    | 0.11%             | 2048-10-15      | Fixed         | 3.06%                 | Yes           |                  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        |    1247000 | PA      | $1262845.63    | 0.03%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3196.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2910647.57    | 0.06%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class X1                               | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43767831 | PA      | $231987.01     | 0.00%             | 2026-10-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618H3VN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     163811 | PA      | $168948.22     | 0.00%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2022-3A, Class BR                                                     | CUSIP: 69690CAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1858000 | PA      | $1864144.41    | 0.04%             | 2031-04-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                                      | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5395000 | PA      | $5384692.31    | 0.11%             | 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        |      38580 | PA      | $0.00          | 0.00%             | 2031-08-30      | Variable      | 11.32%                | Yes           |                  3 | On Loan: No      |
| LHOME Mortgage Trust                                                      | LHOME Mortgage Trust, Series 2024-RTL4, Class A2                                                              | CUSIP: 50205PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1017294 | PA      | $1024369.28    | 0.02%             | 2039-07-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                                                | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F032690<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -18660000 | PA      | $-16855251.64  | -0.35%            | 2055-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    2500000 | PA      | $2359375.00    | 0.05%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                          | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $93722.04      | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    4608000 | PA      | $4871893.48    | 0.10%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  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        |    2000000 | PA      | $2038362.40    | 0.04%             | 2031-07-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-102, Class BG                                                                               | CUSIP: 38384BD81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     310000 | PA      | $311184.88     | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rite Aid                                                                  | Rite Aid                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        364 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     500000 | PA      | $493595.00     | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $20794.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                            | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $151800.00     | 0.00%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                             | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $736900.88     | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                      | Varsity Brands, Inc., 1st Lien Term Loan B                                                                    | CUSIP: 92227QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1492260 | PA      | $1496930.77    | 0.03%             | 2031-08-26      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-ACNT, Class A                                                       | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     728704 | PA      | $728475.98     | 0.02%             | 2038-11-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X3                               | CUSIP: 3137H0GY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $311984.50     | 0.01%             | 2028-04-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-153, Class SA                                                                               | CUSIP: 38381DR93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6488565 | PA      | $295404.26     | 0.01%             | 2061-08-16      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                              | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    4394000 | PA      | $4260339.35    | 0.09%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140W0S71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13656194 | PA      | $14079111.01   | 0.30%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2020-BN28, Class XA                                                                              | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4078458 | PA      | $288207.89     | 0.01%             | 2063-03-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1956469.99    | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-2                                                                                           | CUSIP: 38380NW21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10069907 | PA      | $434229.50     | 0.01%             | 2062-03-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADKE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11110469 | PA      | $11279045.98   | 0.24%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     651000 | PA      | $670820.35     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     403000 | PA      | $417998.05     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-21M, Class A                                                        | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148759 | PA      | $148712.32     | 0.00%             | 2036-10-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K117, Class X1                               | CUSIP: 3137FX3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31081650 | PA      | $1524887.48    | 0.03%             | 2030-08-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                   | Instituto Costarricense de Electricidad                                                                       | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | NUSS              | CR        |     800000 | PA      | $835752.00     | 0.02%             | 2031-10-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2023-5YR1, Class A3                                                                             | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $6046160.70    | 0.13%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                           | NCR Voyix Corp.                                                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    2029000 | PA      | $2003502.57    | 0.04%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     365742 | PA      | $304023.04     | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5Y22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     240826 | PA      | $248322.45     | 0.01%             | 2055-01-20      | Fixed         | 6.00%                 | 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        |   78980550 | PA      | $320732.12     | 0.01%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd.                                                  | Buttermilk Park CLO Ltd., Series 2018-1A, Class CR                                                            | CUSIP: 124166AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1926600 | PA      | $1931938.61    | 0.04%             | 2031-10-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     350000 | PA      | $344290.70     | 0.01%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  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      |
| GNMA                                                                      | GNMA, Series 2021-224                                                                                         | CUSIP: 38381EMC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1886105 | PA      | $120647.70     | 0.00%             | 2064-04-16      | Variable      | 0.78%                 | No            |                  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        |     353866 | PA      | $54247.60      | 0.00%             | 2035-09-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CITI Asset Receivables Trust I                                            | CITI Asset Receivables Trust I                                                                                | CUSIP: 17302EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19003661 | PA      | $19011262.16   | 0.40%             | 2031-03-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Energuate Trust                                                           | Energuate Trust                                                                                               | CUSIP: N/A<br>LEI: 549300RVM37LH8GY7E41       | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199502.00     | 0.00%             | 2027-05-03      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2                                               | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     460000 | PA      | $463734.79     | 0.01%             | 2044-02-25      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                                           | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $553054.66     | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2021-NQM1, Class A1                                                                         | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80014 | PA      | $75198.90      | 0.00%             | 2065-04-25      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                               | Hertz Vehicle Financing LLC, Series 2022-5A, Class D                                                          | CUSIP: 42806MBQ1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1994301.00    | 0.04%             | 2028-09-25      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                             | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1710000 | PA      | $1893371.85    | 0.04%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                             | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     290000 | PA      | $308227.14     | 0.01%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HL6F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     369860 | PA      | $385535.90     | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                       | COMM Mortgage Trust, Series 2018-COR3, Class B                                                                | CUSIP: 12595VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $675430.32     | 0.01%             | 2051-05-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp                                                                                               | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     200000 | PA      | $201151.00     | 0.00%             | 2026-03-26      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K105, Class X1                               | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24517409 | PA      | $1362724.16    | 0.03%             | 2030-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HPG48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      98402 | PA      | $101246.12     | 0.00%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     525000 | PA      | $519879.61     | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                        | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     829000 | PA      | $852212.00     | 0.02%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Emera, Inc.                                                               | Emera, Inc., Series 16-A                                                                                      | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     930000 | PA      | $935838.54     | 0.02%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd.                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1809000 | PA      | $1849100.10    | 0.04%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-79, Class BS                                                                                | CUSIP: 38384PBS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5452053 | PA      | $633719.33     | 0.01%             | 2054-05-20      | Floating      | 2.90%                 | 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    | 0.03%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-79, Class CS                                                                                | CUSIP: 38384PCD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11330238 | PA      | $590459.51     | 0.01%             | 2054-05-20      | Floating      | 0.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-126, Class JS                                                                               | CUSIP: 38384UUY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15972374 | PA      | $976990.17     | 0.02%             | 2054-08-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-5C4, Class A3                                                                 | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8300000 | PA      | $8856702.58    | 0.19%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     695000 | PA      | $706104.71     | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PRPM                                                                      | PRPM, Series 2025-3, Class A1                                                                                 | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1897149 | PA      | $1913238.19    | 0.04%             | 2030-05-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 36 Ltd.                                                       | Elmwood CLO Ltd., Series 2024-12RA, Class CR                                                                  | CUSIP: 29004MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2308334 | PA      | $2312904.50    | 0.05%             | 2037-10-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JN2K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     128839 | PA      | $132405.02     | 0.00%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Delayed Draw Term Loan B                                      | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |        485 | PA      | $483.91        | 0.00%             | 2032-04-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                   | Instituto Costarricense de Electricidad                                                                       | CUSIP: N/A<br>LEI: 5493009VA6AFUB2Q0289       | Long             | DBT              | NUSS              | CR        |     700000 | PA      | $648711.00     | 0.01%             | 2043-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications                                               | Midcontinent Communications                                                                                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     418000 | PA      | $435471.98     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                         | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1221000 | PA      | $1250640.75    | 0.03%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2018-3A, Class A1C                                                | CUSIP: 64830KAE7<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |     204662 | PA      | $190329.87     | 0.00%             | 2058-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    3100000 | PA      | $3055050.00    | 0.06%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                                              | PetSmart LLC                                                                                                  | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1291454.35    | 0.03%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                              | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $213750.00     | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K066, Class X3                               | CUSIP: 3137F2LM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25000000 | PA      | $973170.00     | 0.02%             | 2045-08-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                              | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $4288543.20    | 0.09%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Other                                                                                                   | CUSIP: 3140NVKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     840000 | PA      | $866247.31     | 0.02%             | 2034-06-01      | Fixed         | 4.99%                 | 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        |    4200000 | PA      | $3990142.80    | 0.08%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-195, Class IX                                                                               | CUSIP: 38380RLL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13337576 | PA      | $1068203.75    | 0.02%             | 2062-12-16      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2021-86, Class T                                                                          | CUSIP: 3136BKYQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     980628 | PA      | $867067.80     | 0.02%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                                        | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1597061.45    | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     200000 | PA      | $192000.00     | 0.00%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-194                                                                                         | CUSIP: 38380RMP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8099741 | PA      | $581682.88     | 0.01%             | 2062-06-16      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618GP3K7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     214154 | PA      | $222298.64     | 0.00%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                              | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     225000 | PA      | $213668.15     | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-41, Class AS                                                                                | CUSIP: 38385EKL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18037462 | PA      | $1035934.73    | 0.02%             | 2055-03-20      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2279000 | PA      | $2411182.00    | 0.05%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2015-GC34, Class B                                                       | CUSIP: 36250VAJ1<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $827011.60     | 0.02%             | 2048-10-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                                           | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     405000 | PA      | $398620.12     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1096838.64    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                      | DBJPM Mortgage Trust, Series 2016-C3, Class B                                                                 | CUSIP: 23312VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $376076.76     | 0.01%             | 2049-08-10      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                                    | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     738000 | PA      | $745670.77     | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-89, Class SP                                                                                | CUSIP: 38385GEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25137764 | PA      | $1159308.41    | 0.02%             | 2055-05-20      | Floating      | 0.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc., Series 20-A                                                                                   | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2030000 | PA      | $2027457.22    | 0.04%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                              | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1009154.30    | 0.02%             | 2035-07-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-127                                                                                         | CUSIP: 38381JMQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   83859117 | PA      | $1413453.80    | 0.03%             | 2057-07-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2022-3, Class A                                                | CUSIP: 92257BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     201618 | PA      | $194953.91     | 0.00%             | 2052-06-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2023-NQM3, Class A1                                                                        | CUSIP: 36169GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3466950 | PA      | $3510637.73    | 0.07%             | 2068-08-25      | Variable      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K064, Class X1                               | CUSIP: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10048506 | PA      | $73162.17      | 0.00%             | 2027-03-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                       | COMM Mortgage Trust, Series 2024-CBM, Class A1                                                                | CUSIP: 12674GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2332180 | PA      | $2358449.91    | 0.05%             | 2041-12-10      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     600000 | PA      | $551654.52     | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  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        |    1400000 | PA      | $1432962.72    | 0.03%             | 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        |   14930000 | PA      | $15053769.70   | 0.32%             | 2032-07-12      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class B2                                                           | CUSIP: 35564KWG0<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7759104.50    | 0.16%             | 2042-04-25      | Floating      | 14.10%                | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                                      | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     467000 | PA      | $495595.34     | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                                                      | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     519000 | PA      | $527233.94     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2024-MN9, Class M1                                                                              | CUSIP: 355917AA3<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | USGSE             | US        |   10798851 | PA      | $10877905.67   | 0.23%             | 2044-10-25      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                            | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1400000 | PA      | $1498189.00    | 0.03%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     965000 | PA      | $864953.63     | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Tierra Mojada Luxembourg II SARL                                          | Tierra Mojada Luxembourg II SARL                                                                              | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |    1267918 | PA      | $1215774.45    | 0.03%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1100000 | PA      | $964788.00     | 0.02%             | 2031-11-02      | Fixed         | 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      | $1041907.70    | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-K92, Class X2B                                                              | CUSIP: 302973AW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12014516 | PA      | $37446.84      | 0.00%             | 2029-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                                  | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3824952.91    | 0.08%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-33                                                                                          | CUSIP: 38380RVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   52021084 | PA      | $3328277.71    | 0.07%             | 2062-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                     | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1252544.88    | 0.03%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-69, Class AZ                                                                                | CUSIP: 38385FAN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2565314 | PA      | $2323726.93    | 0.05%             | 2055-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                            | SPX FLOW, Inc., 1st Lien Term Loan                                                                            | CUSIP: 78470DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     500000 | PA      | $502690.00     | 0.01%             | 2029-04-05      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                            | Rite Aid Corp., Series A                                                                                      | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     112025 | PA      | $0.00          | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M2                                               | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     550000 | PA      | $575394.49     | 0.01%             | 2043-01-25      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-152, Class X1                              | CUSIP: 3137H9MA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  137583091 | PA      | $1736271.10    | 0.04%             | 2032-11-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $333702.08     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2019-BN19, Class C                                                                               | CUSIP: 06540WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1098304.35    | 0.02%             | 2061-08-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                            | FHLMC STACR REMIC Trust, Series 2023-DNA2, Class M1A                                                          | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |     776129 | PA      | $788741.07     | 0.02%             | 2043-04-25      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                                                | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1873778.05    | 0.04%             | 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        |     827000 | PA      | $874650.09     | 0.02%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                                        | Republic of Zambia                                                                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    1131296 | PA      | $1053756.97    | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     771000 | PA      | $777919.73     | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP2, Class A4                                | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1379497.14    | 0.03%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HEL54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4194065 | PA      | $4300886.59    | 0.09%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                                        | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     920000 | PA      | $974510.00     | 0.02%             | 2034-04-03      | Fixed         | 6.55%                 | 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        |     729000 | PA      | $745686.81     | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K514, Class X1                               | CUSIP: 3137HBLW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11790582 | PA      | $339871.77     | 0.01%             | 2028-12-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                      | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     835788 | PA      | $819072.24     | 0.02%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J92B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     206144 | PA      | $211849.80     | 0.00%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5565000 | PA      | $5569968.38    | 0.12%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     495000 | PA      | $509815.85     | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                         | Symphony CLO Ltd., Series 2018-19A, Class B                                                                   | CUSIP: 87165YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1900000 | PA      | $1901183.70    | 0.04%             | 2031-04-16      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                                     | Range Resources Corp.                                                                                         | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     348000 | PA      | $339470.66     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3132DT6D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8673723 | PA      | $9089080.32    | 0.19%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                            | Pagaya AI Debt Selection Trust, Series 2021-3, Class C                                                        | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     301690 | PA      | $296759.47     | 0.01%             | 2029-05-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                               | Hertz Vehicle Financing LLC, Series 2022-4A, Class D                                                          | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     166667 | PA      | $166652.81     | 0.00%             | 2026-09-25      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618L7JE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5840026 | PA      | $6042620.14    | 0.13%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  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        |     468000 | PA      | $476021.33     | 0.01%             | 2030-08-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class X3                               | CUSIP: 3137FQXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11779376 | PA      | $247479.98     | 0.01%             | 2048-01-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                                                | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     516000 | PA      | $503230.60     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                  | Studio City Finance Ltd.                                                                                      | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $189500.00     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    4685000 | PA      | $4498756.26    | 0.09%             | 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        |    3699000 | PA      | $3412011.61    | 0.07%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2022-R07, Class 1B2                                               | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2899005.50    | 0.06%             | 2042-06-25      | Floating      | 16.35%                | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO Ltd.                                                          | HGI CRE CLO Ltd., Series 2022-FL3, Class E                                                                    | CUSIP: 403950AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     195500 | PA      | $194481.25     | 0.00%             | 2037-04-20      | Floating      | 8.64%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-10                                                                                          | CUSIP: 38380NT41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10233938 | PA      | $416707.51     | 0.01%             | 2062-04-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                                          | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     559000 | PA      | $573023.63     | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                                           | Synaptics, Inc.                                                                                               | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143172.51     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                         | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     710000 | PA      | $699237.54     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    5791000 | PA      | $-158548.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Connecticut Avenue Securities, Series 2017-C02, Class 2B1                                               | CUSIP: 30711XGQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    2120000 | PA      | $2275630.47    | 0.05%             | 2029-09-25      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                        | Saavi Energia Sarl                                                                                            | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1763000 | PA      | $1873734.03    | 0.04%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-108                                                                                         | CUSIP: 38381DPK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15748675 | PA      | $1119034.70    | 0.02%             | 2061-06-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                       | Regal Rexnord Corp.                                                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      97000 | PA      | $103196.84     | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust                                            | CGMS Commercial Mortgage Trust, Series 2017-B1, Class D                                                       | CUSIP: 17326CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $5547550.45    | 0.12%             | 2050-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                   | Symphony CLO Ltd., Series 2020-23A, Class CR2                                                                 | CUSIP: 87167NDQ5<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $3583904.40    | 0.08%             | 2034-01-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                     | Petroleos del Peru SA                                                                                         | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |     600000 | PA      | $408336.00     | 0.01%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                  | Central Garden & Pet Co.                                                                                      | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     610000 | PA      | $607264.33     | 0.01%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5                                              | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4330000 | PA      | $4226321.61    | 0.09%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2022-KF132, Class CS                                                             | CUSIP: 30325VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2932946 | PA      | $2716057.11    | 0.06%             | 2032-02-25      | Floating      | 10.74%                | Yes           |                  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        |     372188 | PA      | $372224.72     | 0.01%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                      | Republic of Honduras                                                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |    1350000 | PA      | $1353375.00    | 0.03%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                  | Precision Drilling Corp.                                                                                      | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     225000 | PA      | $226910.48     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-7, Class SA                                                                                 | CUSIP: 38381EPC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6880966 | PA      | $311616.23     | 0.01%             | 2064-02-16      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-141                                                                                         | CUSIP: 38381HQB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2898905 | PA      | $186328.28     | 0.00%             | 2064-06-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     263000 | PA      | $272892.22     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                           | CoreVest American Finance Trust, Series 2019-2, Class E                                                       | CUSIP: 21872GAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     350000 | PA      | $327111.33     | 0.01%             | 2052-06-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                            | Citi Asset Receivables Trust I, Series 2025-5, Class CERT                                                     | CUSIP: 17302HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20484983 | PA      | $21209805.55   | 0.45%             | 2031-08-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-1, Class BL                                                                                 | CUSIP: 38385CFX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1400000 | PA      | $1443131.20    | 0.03%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWDX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     297760 | PA      | $306001.75     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1516, Class X3                             | CUSIP: 3137FUZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $248987.20     | 0.01%             | 2038-10-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-K105, Class X2B                                                             | CUSIP: 302975BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12000000 | PA      | $43996.80      | 0.00%             | 2053-03-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2025-MN11, Class M1                                                                             | CUSIP: 35563YAA8<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2498398.75    | 0.05%             | 2045-07-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2022-R03, Class 1B1                                               | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5660000 | PA      | $6079179.60    | 0.13%             | 2042-03-25      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    3150000 | PA      | $2053406.25    | 0.04%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-80                                                                                          | CUSIP: 38381DDS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5220827 | PA      | $357728.44     | 0.01%             | 2062-12-16      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2015-33                                                                                          | CUSIP: 38379KFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45717982 | PA      | $306351.63     | 0.01%             | 2056-02-16      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     340000 | PA      | $346673.86     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | 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        |    7000000 | PA      | $4713922.50    | 0.10%             | 2053-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B-13                                                                          | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     533333 | PA      | $526933.33     | 0.01%             | 2030-09-19      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series X                                                                                     | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98833.20      | 0.00%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                  | Avis Budget Rental Car Funding AESOP LLC, Series 2023-6A, Class D                                             | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $409202.72     | 0.01%             | 2029-12-20      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| CSN Resources SA                                                          | CSN Resources SA                                                                                              | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    1600000 | PA      | $1289622.40    | 0.03%             | 2031-06-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-32                                                                                          | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45920743 | PA      | $2282674.20    | 0.05%             | 2063-06-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1520, Class X1                             | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57836622 | PA      | $1972396.54    | 0.04%             | 2036-02-25      | Variable      | 0.58%                 | No            |                  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      |
| GNMA                                                                      | GNMA, Series 2023-51                                                                                          | CUSIP: 38381H5L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11379815 | PA      | $895890.72     | 0.02%             | 2065-05-16      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | FHLMC Gold Pools, Other                                                                                       | CUSIP: 3132XGSQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     210000 | PA      | $208151.06     | 0.00%             | 2032-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STACR Trust                                                               | STACR Trust, Series 2018-HRP2, Class B2                                                                       | CUSIP: 35564ACC3<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |    2290000 | PA      | $2830649.08    | 0.06%             | 2047-02-25      | Floating      | 14.96%                | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3132DTRC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11560124 | PA      | $12102017.05   | 0.25%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class X3                               | CUSIP: 3137F1G77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8509531 | PA      | $308553.04     | 0.01%             | 2045-07-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                   | FHLMC STACR REMIC Trust, Series 2020-DNA6, Class B2                                                           | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |    1937000 | PA      | $2202855.96    | 0.05%             | 2050-12-25      | Floating      | 10.00%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J14S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     105779 | PA      | $110084.79     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc.                                                                                       | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     715000 | PA      | $693083.03     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                     | Westlake Automobile Receivables Trust, Series 2024-3A, Class D                                                | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3928897.05    | 0.08%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Other                                                                                                   | CUSIP: 3140LLCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     650000 | PA      | $653418.42     | 0.01%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1180000 | PA      | $1254930.00    | 0.03%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                              | Nasdaq, Inc.                                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $1054476.49    | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-C10, Class XA                                                                 | CUSIP: 096920AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   79702903 | PA      | $3972392.68    | 0.08%             | 2057-11-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 19K-1513, Class X2A                                                              | CUSIP: 30314MAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  168525484 | PA      | $1014927.88    | 0.02%             | 2034-08-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                   | FHLMC STACR REMIC Trust, Series 2021-HQA2, Class B2                                                           | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |    9090000 | PA      | $10610409.76   | 0.22%             | 2033-12-25      | Floating      | 9.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    1000000 | PA      | $912810.00     | 0.02%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2023-2, Class A1                                                             | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |     230538 | PA      | $232237.76     | 0.00%             | 2068-07-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2013-174, Class IA                                                                               | CUSIP: 38378NJM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31878529 | PA      | $514430.19     | 0.01%             | 2053-10-16      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2022-3, Class F                                          | CUSIP: 02528GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6320000 | PA      | $6408013.58    | 0.13%             | 2029-05-14      | Fixed         | 9.76%                 | 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        |    1530000 | PA      | $1525725.95    | 0.03%             | 2033-03-10      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Trinseo Luxco Finance SPV SARL                                            | Trinseo Luxco Finance SPV Sarl                                                                                | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     189701 | PA      | $66395.35      | 0.00%             | 2029-05-03      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-51, Class SH                                                                                | CUSIP: 38385DZ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14817200 | PA      | $1046460.30    | 0.02%             | 2055-03-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                              | First Advantage Holdings LLC, 1st Lien Term Loan B-3                                                          | CUSIP: 78477MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     685435 | PA      | $686723.99     | 0.01%             | 2031-10-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                      | LHOME Mortgage Trust, Series 2023-RTL1, Class A1                                                              | CUSIP: 50205NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     241306 | PA      | $241518.10     | 0.01%             | 2028-01-25      | Variable      | 9.37%                 | Yes           |                  3 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                         | 1211 Avenue of the Americas Trust, Series 2015-1211, Class C                                                  | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     935000 | PA      | $871887.50     | 0.02%             | 2035-08-10      | Variable      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                                | Neuberger Berman Loan Advisers CLO Ltd., Series 2020-38A, Class CR2                                           | CUSIP: 64133RAY2<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2494327.50    | 0.05%             | 2036-10-20      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                                            | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     398558 | PA      | $399518.30     | 0.01%             | 2031-11-19      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Diversified Gas & Oil Corp.                                               | Diversified Gas & Oil Corp.                                                                                   | CUSIP: N/A<br>LEI: 5493008O08WU7K5XC271       | Long             | DBT              | CORP              | US        |   11250000 | PA      | $10970618.40   | 0.23%             | 2029-04-09      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K129, Class X3                               | CUSIP: 3137H13S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $1186451.20    | 0.02%             | 2031-05-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-135, Class SE                                                                               | CUSIP: 38381QFM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7745000 | PA      | $7921682.81    | 0.17%             | 2055-08-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                        | CSN Inova Ventures                                                                                            | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |     900000 | PA      | $865350.00     | 0.02%             | 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        |    1085000 | PA      | $1123400.32    | 0.02%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-147                                                                                         | CUSIP: 38381DF96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7491236 | PA      | $547779.40     | 0.01%             | 2061-06-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-127, Class SE                                                                               | CUSIP: 38384URZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5541194 | PA      | $398944.88     | 0.01%             | 2054-08-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1514, Class X3                             | CUSIP: 3137FQK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13043739 | PA      | $2413439.98    | 0.05%             | 2034-10-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-2A, Class BR                                                              | CUSIP: 69701XAN4<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4311618.60    | 0.09%             | 2038-02-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5565, Class ZU                                                                           | CUSIP: 3137HMH94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5069806 | PA      | $5001706.91    | 0.10%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada Department of Business & Industry                         | State of Nevada Department of Business and Industry, Brighline West Passenger Rail Project, Series 2025A      | CUSIP: 641455AB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2756996.70    | 0.06%             | 2065-01-01      | Variable      | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2014 Ltd.                                                    | CIFC Funding Ltd., Series 2014-1A, Class BR2                                                                  | CUSIP: 12549JBC4<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250417.75     | 0.01%             | 2031-01-18      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-159, Class AS                                                                               | CUSIP: 38384YAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3622491 | PA      | $332463.90     | 0.01%             | 2054-10-20      | Floating      | 1.75%                 | 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        |       -818 | NC      | $-431903.03    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                           | CFCRE Commercial Mortgage Trust, Series 2016-C6, Class C                                                      | CUSIP: 12532ABC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $895979.60     | 0.02%             | 2049-11-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2019-C16, Class XA                                                    | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   59003645 | PA      | $2749304.33    | 0.06%             | 2052-06-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $2173457.58    | 0.05%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Icon Parent, Inc.                                                         | Icon Parent, Inc., 1st Lien Term Loan                                                                         | CUSIP: 45115DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1172062 | PA      | $1172343.80    | 0.02%             | 2031-11-13      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-164                                                                                         | CUSIP: 38381DT91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30171098 | PA      | $2091795.40    | 0.04%             | 2063-10-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   96360000 | PA      | $96973225.40   | 2.04%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                             | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class D                                         | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2360000 | PA      | $2414945.52    | 0.05%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                       | COMM Mortgage Trust, Series 2024-CBM, Class A2                                                                | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1123214 | PA      | $1144129.03    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                    | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2727086.71    | 0.06%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class C                                          | CUSIP: 46647TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1050000 | PA      | $931351.58     | 0.02%             | 2050-03-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K084, Class X3                               | CUSIP: 3137FJZC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     751485 | PA      | $48181.84      | 0.00%             | 2028-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADKH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32307752 | PA      | $33340732.95   | 0.70%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC                                                                          | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     218000 | PA      | $218914.07     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1513, Class X3                             | CUSIP: 3137FPJB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4500000 | PA      | $886216.95     | 0.02%             | 2037-12-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                         | Knife River Corp.                                                                                             | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $786606.00     | 0.02%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-47                                                                                          | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25526505 | PA      | $1707679.82    | 0.04%             | 2061-03-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M2                                               | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $529045.15     | 0.01%             | 2043-05-25      | Floating      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                                   | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     540000 | PA      | $537276.89     | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                      | FirstKey Homes Trust, Series 2022-SFR2, Class G                                                               | CUSIP: 33767PAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2185099.59    | 0.05%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Other                                                                                                   | CUSIP: 3140LDXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     205000 | PA      | $177499.45     | 0.00%             | 2031-10-01      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                                                      | Magnetite Ltd., Series 2023-39A, Class BR                                                                     | CUSIP: 559924AL9<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1198104.00    | 0.03%             | 2037-01-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                 | LendingClub Loan Certificate Issuer Trust, Series 2022-P2, Class CERT                                         | CUSIP: 52604WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $136085.00     | 0.00%             | 2037-04-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                 | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     800000 | PA      | $777600.00     | 0.02%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                                  | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     895000 | PA      | $894782.07     | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWDH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     397029 | PA      | $408310.98     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-113, Class SJ                                                                               | CUSIP: 38384CZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6174642 | PA      | $375718.33     | 0.01%             | 2053-08-20      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J1V91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1389780 | PA      | $1444371.34    | 0.03%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1173052.50    | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HSU61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197860 | PA      | $205955.06     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-3                                                                                           | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14073568 | PA      | $896597.48     | 0.02%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                          | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $53332.52      | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        608 | NC      | $-468560.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2876256.00    | 0.06%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                                          | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     481000 | PA      | $516654.13     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-22, Class GS                                                                                | CUSIP: 38385CS82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11381555 | PA      | $937941.42     | 0.02%             | 2055-02-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                                | ROCK Trust, Series 2024-CNTR, Class E                                                                         | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20400000 | PA      | $21544550.16   | 0.45%             | 2041-11-13      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                    | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     635000 | PA      | $662799.03     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XL Ltd.                                                         | Magnetite Ltd., Series 2024-40A, Class B1                                                                     | CUSIP: 55955RAE9<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |    2900000 | PA      | $2910538.60    | 0.06%             | 2037-07-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                                           | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     320000 | PA      | $320587.52     | 0.01%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622AD4R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   54812331 | PA      | $55409368.83   | 1.16%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Transnet                                                                  | Transnet                                                                                                      | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | NUSS              | ZA        |    1200000 | PA      | $1257450.00    | 0.03%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HMFB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     278224 | PA      | $287119.87     | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                      | FirstKey Homes Trust, Series 2021-SFR2, Class F2                                                              | CUSIP: 33767TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3300000 | PA      | $3179205.15    | 0.07%             | 2038-09-17      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                              | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1090000 | PA      | $1174678.83    | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     630000 | PA      | $590310.00     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    3049000 | PA      | $2932114.76    | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                                                | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F0406A0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -41600000 | PA      | $-38800203.94  | -0.81%            | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     400000 | PA      | $352100.00     | 0.01%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     870000 | PA      | $892838.37     | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD3, Class A4                                                                  | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6796138 | PA      | $6576349.54    | 0.14%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5YX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     170237 | PA      | $174950.52     | 0.00%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HSHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197844 | PA      | $206230.21     | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | FHLMC Gold Pools, Other                                                                                       | CUSIP: 3132XGXW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     998183 | PA      | $1007013.85    | 0.02%             | 2028-06-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-31                                                                                          | CUSIP: 38381J7Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9849713 | PA      | $843521.50     | 0.02%             | 2066-02-16      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1518, Class X1                             | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36040434 | PA      | $2131770.06    | 0.04%             | 2035-10-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2                                               | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     680000 | PA      | $702622.65     | 0.01%             | 2043-07-25      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-106                                                                                         | CUSIP: 38381HJG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2752018 | PA      | $149771.95     | 0.00%             | 2064-02-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-1A, Class A                                                               | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1950000 | PA      | $1977728.03    | 0.04%             | 2032-06-21      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                                        | SBA Small Business Investment Cos., Series 2023-10A, Class 1                                                  | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1492665 | PA      | $1520473.10    | 0.03%             | 2033-03-10      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                              | Peru LNG Srl                                                                                                  | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |    4167000 | PA      | $3961775.25    | 0.08%             | 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        |    9179934 | PA      | $9346432.99    | 0.20%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                       | Exeter Automobile Receivables Trust, Series 2023-2A, Class D                                                  | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $512570.15     | 0.01%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X3                               | CUSIP: 3137F83T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $610805.50     | 0.01%             | 2048-11-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2023-NQM6, Class A1                                                                         | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232293 | PA      | $233887.67     | 0.00%             | 2063-07-25      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-78                                                                                          | CUSIP: 38381MPY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   77608459 | PA      | $5483208.40    | 0.12%             | 2063-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K104, Class X1                               | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12918885 | PA      | $519389.58     | 0.01%             | 2030-01-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                            | Eskom Holdings                                                                                                | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |    1700000 | PA      | $1804652.00    | 0.04%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-KF76, Class B                                                               | CUSIP: 30316EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     529879 | PA      | $517831.83     | 0.01%             | 2030-01-25      | Floating      | 7.21%                 | 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        |   21330283 | PA      | $21650469.53   | 0.45%             | 2049-10-25      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     321000 | PA      | $329084.06     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1111765.96    | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SHR Trust                                                                 | SHR Trust, Series 2024-LXRY, Class B                                                                          | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2004206.20    | 0.04%             | 2041-10-15      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     345000 | PA      | $366555.95     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BX Mortgage Trust                                                         | BX Mortgage Trust, Series 2025-BIO3, Class B                                                                  | CUSIP: 123911AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3587000 | PA      | $3688533.26    | 0.08%             | 2042-02-10      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 43 Ltd.                                       | Octagon Investment Partners Ltd., Series 2019-1A, Class CR                                                    | CUSIP: 67573LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1503795.00    | 0.03%             | 2032-10-25      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-22                                                                                          | CUSIP: 38380RUJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7549437 | PA      | $526880.47     | 0.01%             | 2063-05-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     500000 | PA      | $387250.00     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HCAK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     181588 | PA      | $186213.27     | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP, 1st Lien Term Loan                                                                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    1364454 | PA      | $1361275.16    | 0.03%             | 2031-08-04      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-113, Class GZ                                                                               | CUSIP: 38384CUW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1407098 | PA      | $1409248.47    | 0.03%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-K105, Class X2A                                                             | CUSIP: 302975BA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51334550 | PA      | $169157.61     | 0.00%             | 2053-03-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan J                                                                         | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149246 | PA      | $149340.26     | 0.00%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                     | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     220000 | PA      | $242338.39     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2018-C14, Class C                                                     | CUSIP: 12596GBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3632313.60    | 0.08%             | 2051-11-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                                       | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $252891.50     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $92574.97      | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K140, Class X1                               | CUSIP: 3137H6M36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   84493536 | PA      | $1437006.92    | 0.03%             | 2032-01-25      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X3                               | CUSIP: 3137FXZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $478489.20     | 0.01%             | 2049-03-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                                | Upstart Pass-Through Trust, Series 2022-PT3, Class A                                                          | CUSIP: 91681DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      67550 | PA      | $67214.50      | 0.00%             | 2030-04-20      | Variable      | 17.85%                | Yes           |                  3 | On Loan: No      |
| Enpro, Inc.                                                               | Enpro, Inc.                                                                                                   | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     212000 | PA      | $216328.19     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                                     | Range Resources Corp.                                                                                         | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $1414176.63    | 0.03%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                        | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     340000 | PA      | $338441.37     | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   44723000 | PA      | $-1082747.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2019-155                                                                                         | CUSIP: 38380NXA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5155223 | PA      | $197292.96     | 0.00%             | 2061-07-16      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                                                   | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     195000 | PA      | $191807.42     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BX Mortgage Trust                                                         | BX Mortgage Trust, Series 2025-BIO3, Class D                                                                  | CUSIP: 123911AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4700000 | PA      | $4641455.86    | 0.10%             | 2042-02-10      | Variable      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                 | Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class CR3                                          | CUSIP: 14312HBL9<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |    2895000 | PA      | $2904006.35    | 0.06%             | 2034-04-20      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class D                                                | CUSIP: 29425AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $2143792.70    | 0.04%             | 2058-09-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2019-154                                                                                         | CUSIP: 38380NZP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7034926 | PA      | $276981.91     | 0.01%             | 2061-09-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-K91, Class C                                                                | CUSIP: 30309JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $242454.80     | 0.01%             | 2051-04-25      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                                   | Republic of El Salvador                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    1852000 | PA      | $1950970.88    | 0.04%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2016-C3, Class D                                                  | CUSIP: 17325GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1200566.40    | 0.03%             | 2049-11-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5565, Class UZ                                                                           | CUSIP: 3137HMH60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1918753 | PA      | $1906151.11    | 0.04%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2022-M2, Class X2                                                                           | CUSIP: 3136BK7C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2810033 | PA      | $28147.54      | 0.00%             | 2032-01-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                                               | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200868 | PA      | $205069.93     | 0.00%             | 2043-01-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618H0XZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     183630 | PA      | $189031.38     | 0.00%             | 2045-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2018-K155, Class X2A                                                             | CUSIP: 30296QAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45331050 | PA      | $215413.15     | 0.00%             | 2033-04-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XIX Ltd.                                                     | Symphony CLO Ltd., Series 2018-19A, Class C                                                                   | CUSIP: 87165YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     940000 | PA      | $941378.98     | 0.02%             | 2031-04-16      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K745, Class X1                               | CUSIP: 3137H2NG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14949005 | PA      | $232446.56     | 0.00%             | 2028-08-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HTT79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1984186 | PA      | $2059644.56    | 0.04%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-120, Class SJ                                                                               | CUSIP: 38381N7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4161718 | PA      | $4394502.29    | 0.09%             | 2055-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5YH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150159 | PA      | $154316.48     | 0.00%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                     | Rocket Software, Inc., 1st Lien Term Loan                                                                     | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     593006 | PA      | $594192.30     | 0.01%             | 2028-11-28      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5KY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1374851 | PA      | $1416223.78    | 0.03%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-71                                                                                          | CUSIP: 38380RV49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  124240251 | PA      | $7919384.18    | 0.17%             | 2062-10-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                                        | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     645000 | PA      | $625355.82     | 0.01%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2025-55, Class SG                                                                         | CUSIP: 3136BWTT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27140307 | PA      | $2044878.26    | 0.04%             | 2055-07-25      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K126, Class X3                               | CUSIP: 3137FXYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12950000 | PA      | $1550428.39    | 0.03%             | 2049-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-84, Class SQ                                                                                | CUSIP: 38385GAV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31921932 | PA      | $1664530.83    | 0.03%             | 2055-05-20      | Floating      | 0.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-188, Class IJ                                                                               | CUSIP: 38383CUR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2553468 | PA      | $461700.93     | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                        | Imola Merger Corp.                                                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4995000 | PA      | $4869647.98    | 0.10%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc., 1st Lien Term Loan                                                                        | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1048502 | PA      | $1046016.58    | 0.02%             | 2031-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2024-3, Class D                                          | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1050000 | PA      | $1076410.34    | 0.02%             | 2030-07-12      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 16 Ltd.                                                         | AIMCO CLO Ltd., Series 2021-16A, Class BR                                                                     | CUSIP: 00901FAN6<br>LEI: 254900Q0PCRO7XC6LM21 | Long             | ABS-CBDO         | CORP              | KY        |    1808000 | PA      | $1814619.09    | 0.04%             | 2037-07-17      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J3D97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     217161 | PA      | $226365.30     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2025-MN10, Class B1                                                                             | CUSIP: 35563UAC2<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |     180000 | PA      | $184045.14     | 0.00%             | 2045-02-25      | Floating      | 9.29%                 | 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        |    2300000 | PA      | $2011201.65    | 0.04%             | 2049-03-17      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                      | LHOME Mortgage Trust, Series 2024-RTL2, Class A1                                                              | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1615496.16    | 0.03%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2019-R04, Class 2B1                                               | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     578148 | PA      | $594949.49     | 0.01%             | 2039-06-25      | Floating      | 9.71%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                      | Owens-Brockway Glass Container, Inc.                                                                          | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     815000 | PA      | $814363.00     | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWDU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     208170 | PA      | $213708.64     | 0.00%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                                                 | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     215000 | PA      | $212464.38     | 0.00%             | 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        |    2200000 | PA      | $2134044.00    | 0.04%             | 2050-07-15      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                            | Rite Aid Corp.                                                                                                | CUSIP: 767ESCAA4<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |     248000 | PA      | $0.00          | 0.00%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                          | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1076887.53    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | 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        |    4764031 | PA      | $4804860.73    | 0.10%             | 2041-11-25      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-106                                                                                         | CUSIP: 38381DMB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   68504175 | PA      | $4507341.82    | 0.09%             | 2063-04-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                                     | Symphony CLO Ltd., Series 2019-21A, Class CR2                                                                 | CUSIP: 87166RGJ0<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2969844.00    | 0.06%             | 2032-07-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                     | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     660000 | PA      | $626465.27     | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | 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        |    7600000 | PA      | $4882316.76    | 0.10%             | 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        |     330000 | PA      | $329021.06     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                       | Octagon Investment Partners Ltd., Series 2018-1A, Class C                                                     | CUSIP: 67591UAJ6<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003340.00    | 0.04%             | 2031-04-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     470000 | PA      | $441282.20     | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                            | PMT Loan Trust, Series 2025-INV5, Class A2                                                                    | CUSIP: 729907AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4600261 | PA      | $4666030.79    | 0.10%             | 2056-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2021-1, Class B                                                  | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      36500 | PA      | $34975.27      | 0.00%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3575634.37    | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     220000 | PA      | $231748.66     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-5C3, Class A3                                                                 | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2420000 | PA      | $2516419.82    | 0.05%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  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        |     950000 | PA      | $956598.13     | 0.02%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                            | Coherent Corp.                                                                                                | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    2612000 | PA      | $2566953.97    | 0.05%             | 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        |     385000 | PA      | $367113.86     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                                 | XPO, Inc.                                                                                                     | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     425000 | PA      | $432380.98     | 0.01%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Dana, Inc.                                                                | Dana, Inc.                                                                                                    | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     415000 | PA      | $414340.27     | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                                         | Homeward Opportunities Fund Trust, Series 2024-RTL1, Class A1                                                 | CUSIP: 43789FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3780000 | PA      | $3797390.27    | 0.08%             | 2029-07-25      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                                | Neuberger Berman Loan Advisers CLO Ltd., Series 2020-38A, Class BR2                                           | CUSIP: 64133RAW6<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4687859.90    | 0.10%             | 2036-10-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Connecticut Avenue Securities, Series 2018-C03, Class 1B1                                               | CUSIP: 30711XJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    3647000 | PA      | $3924753.33    | 0.08%             | 2030-10-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2022-B37, Class A5                                                           | CUSIP: 08161QAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     604000 | PA      | $645007.01     | 0.01%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                                         | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2456030.85    | 0.05%             | 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        |    1170000 | PA      | $1152681.89    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5508, Class SN                                                                           | CUSIP: 3137HJW29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14363050 | PA      | $978872.02     | 0.02%             | 2055-02-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2018-1, Class A                                                | CUSIP: 92257AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51317 | PA      | $50380.69      | 0.00%             | 2048-04-25      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2021-R02, Class 2B1                                               | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      64000 | PA      | $65379.84      | 0.00%             | 2041-11-25      | Floating      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1727286.80    | 0.04%             | 2032-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2023-KF149, Class CS                                                             | CUSIP: 35709HAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     428770 | PA      | $437360.60     | 0.01%             | 2032-12-25      | Floating      | 10.49%                | Yes           |                  2 | On Loan: No      |
| Aimco CLO Ltd.                                                            | Aimco CLO Ltd., Series 2021-14A, Class B                                                                      | CUSIP: 00144GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501485.00     | 0.01%             | 2034-04-20      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2018-B2, Class AS                                                            | CUSIP: 08161CAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2223182.30    | 0.05%             | 2051-02-15      | Variable      | 4.08%                 | No            |                  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        |    8050000 | PA      | $8028909.00    | 0.17%             | 2034-10-19      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2024-B, Class A                                                     | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5630000 | PA      | $5636579.22    | 0.12%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2024-A, Class 1C                                                    | CUSIP: 00834BAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1005078.50    | 0.02%             | 2029-02-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                              | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $370314.04     | 0.01%             | 2027-02-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         24 | PA      | $23.11         | 0.00%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2024-B, Class C                                                     | CUSIP: 00835AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1998919.40    | 0.04%             | 2029-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2016-165                                                                                         | CUSIP: 38379U3T1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4556377 | PA      | $142770.88     | 0.00%             | 2057-12-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 2A1                                                   | CUSIP: 126694M96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137031 | PA      | $118869.73     | 0.00%             | 2046-04-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2025-MN11, Class B1                                                                             | CUSIP: 35563YAC4<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |    2700000 | PA      | $2771162.28    | 0.06%             | 2045-07-25      | Floating      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                               | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1633000 | PA      | $1772696.62    | 0.04%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                             | SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B                                                      | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4575000 | PA      | $4569283.54    | 0.10%             | 2039-05-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                    | Santander Drive Auto Receivables Trust, Series 2023-4, Class B                                                | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     428000 | PA      | $433265.17     | 0.01%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                                       | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1007000 | PA      | $1006803.50    | 0.02%             | 2027-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                                  | Trinity Industries, Inc.                                                                                      | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155112.75     | 0.00%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618GCR38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     180415 | PA      | $188535.54     | 0.00%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M2                                               | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1149433.12    | 0.02%             | 2042-05-25      | Floating      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1391567.84    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140QT3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2464317 | PA      | $2538211.32    | 0.05%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                                            | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1400000 | PA      | $1453225.13    | 0.03%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-61                                                                                          | CUSIP: 38380RR44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1322802 | PA      | $99101.15      | 0.00%             | 2063-08-16      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| RXO, Inc.                                                                 | RXO, Inc.                                                                                                     | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     350000 | PA      | $356825.00     | 0.01%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                           | CoreVest American Finance Trust, Series 2019-3, Class E                                                       | CUSIP: 21872NAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     350000 | PA      | $323233.51     | 0.01%             | 2052-10-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-79, Class HS                                                                                | CUSIP: 38385GVT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6442104 | PA      | $526417.79     | 0.01%             | 2055-05-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1                                               | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2041947.20    | 0.04%             | 2041-10-25      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-113                                                                                         | CUSIP: 38381HGH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30846852 | PA      | $1075145.43    | 0.02%             | 2061-09-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                     | Coinbase Global, Inc.                                                                                         | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      65000 | PA      | $61676.50      | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-5C7, Class AS                                                                 | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $311355.09     | 0.01%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K743, Class X1                               | CUSIP: 3137H14D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25159400 | PA      | $538511.81     | 0.01%             | 2028-05-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                  | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1452554.00    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                            | Citi Asset Receivables Trust I, Series 2025-6, Class CERT                                                     | CUSIP: 17291VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13272000 | PA      | $13797475.38   | 0.29%             | 2031-09-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Transnet                                                                  | Transnet                                                                                                      | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |     800000 | PA      | $838300.00     | 0.02%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5ZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     174400 | PA      | $179229.49     | 0.00%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class B2                                                           | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1904813.28    | 0.04%             | 2041-10-25      | Floating      | 11.85%                | Yes           |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                                                   | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     605000 | PA      | $612436.66     | 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        |     106000 | PA      | $105953.36     | 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        |     377000 | PA      | $400068.05     | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                     | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $230174.00     | 0.00%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                            | Braskem Netherlands Finance BV                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $298000.00     | 0.01%             | 2081-01-23      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1767000 | PA      | $1844689.69    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                                                  | Foundation Finance Trust, Series 2023-1A, Class D                                                             | CUSIP: 35042AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320649 | PA      | $343027.33     | 0.01%             | 2043-12-15      | Fixed         | 9.18%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series W                                                                     | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     390000 | PA      | $413544.69     | 0.01%             | 2029-02-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2211989.15    | 0.05%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                                   | Republic of El Salvador                                                                                       | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    2957000 | PA      | $3090065.00    | 0.06%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-204, Class SB                                                                               | CUSIP: 38385BRT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8543858 | PA      | $705708.11     | 0.01%             | 2054-12-20      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                                                 | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     455000 | PA      | $460458.18     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                                                        | Dryden CLO Ltd., Series 2019-68A, Class BRR                                                                   | CUSIP: 26252QAU6<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |    1700000 | PA      | $1700523.60    | 0.04%             | 2035-07-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    2200000 | PA      | $-50232.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1194339.36    | 0.03%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1500000 | PA      | $1602990.00    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Wabash National Corp.                                                     | Wabash National Corp.                                                                                         | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     150000 | PA      | $137666.81     | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc., Series NC5                                                                                    | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     305000 | PA      | $324879.60     | 0.01%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                        | Ballyrock CLO Ltd., Series 2024-27A, Class A2                                                                 | CUSIP: 05874UAE5<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001382.00    | 0.04%             | 2037-10-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HYZN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     240719 | PA      | $249873.86     | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp.                                   | New York City Housing Development Corp., Multi-Family Mortgage, 8 Spruce Street Project, Series 2024          | CUSIP: 64966TGS7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    5566000 | PA      | $5708659.92    | 0.12%             | 2031-12-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2025-MN10, Class M1                                                                             | CUSIP: 35563UAA6<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |    3776857 | PA      | $3745276.02    | 0.08%             | 2045-02-25      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                                                   | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2549672.45    | 0.05%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co.                                                                                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1722336.48    | 0.04%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The)                                                                                             | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     170000 | PA      | $157578.34     | 0.00%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     610000 | PA      | $544697.00     | 0.01%             | 2029-11-15      | 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        |    3700000 | PA      | $3845475.12    | 0.08%             | 2031-11-12      | Fixed         | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                          | Multi-Family Connecticut Avenue Securities Trust, Series 2024-01, Class M7                                    | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |     332777 | PA      | $337216.26     | 0.01%             | 2054-07-25      | Floating      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1                                               | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2769777 | PA      | $2821709.86    | 0.06%             | 2039-10-25      | Floating      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2014-CR19, Class E                                                          | CUSIP: 12592GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2337525.00    | 0.05%             | 2047-08-10      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -87403000 | PA      | $-81507747.19  | -1.71%            | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-KW10, Class X2B                                                             | CUSIP: 30298XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1600000 | PA      | $5123.04       | 0.00%             | 2032-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                                      | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     556000 | PA      | $562840.47     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                             | Dornoch Debt Merger Sub, Inc.                                                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $69430.11      | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-106, Class A                                                                                | CUSIP: 38381MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3093667 | PA      | $3097342.26    | 0.07%             | 2055-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                         | RingCentral, Inc.                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     545000 | PA      | $581593.48     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                         | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     700000 | PA      | $733467.00     | 0.02%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     470000 | PA      | $472566.35     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2023-AA, Class E                                                       | CUSIP: 56847FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $523937.50     | 0.01%             | 2035-10-22      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                                       | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     360000 | PA      | $372140.24     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | 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        |     376000 | PA      | $386071.27     | 0.01%             | 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        |     170000 | PA      | $174582.69     | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-1, Class MS                                                                                 | CUSIP: 38384H5Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10737372 | PA      | $759341.61     | 0.02%             | 2054-01-20      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class X1                             | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8775942 | PA      | $855318.18     | 0.02%             | 2035-02-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                                                     | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     500000 | PA      | $530287.50     | 0.01%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                                  | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1349000.00    | 0.03%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2022-25A, Class B1R                                                                      | CUSIP: 67115CAQ7<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1405181.40    | 0.03%             | 2037-07-20      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADWC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9918618 | PA      | $10376747.97   | 0.22%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K122, Class X1                               | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19589854 | PA      | $724683.56     | 0.02%             | 2030-11-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M2                                               | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5551575.84    | 0.12%             | 2043-10-25      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                                                   | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1381000 | PA      | $1423558.28    | 0.03%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                                   | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     923849 | PA      | $922657.04     | 0.02%             | 2032-04-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class D                                               | CUSIP: 95001JAC1<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $190556.58     | 0.00%             | 2051-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-67                                                                                          | CUSIP: 38381E5T1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18308081 | PA      | $1353326.02    | 0.03%             | 2063-08-16      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                                                            | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     300000 | PA      | $312232.50     | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                           | FHLMC, Multi-Class Certificates, Series 2021-RR16, Class X                                                    | CUSIP: 3137F9ZN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5600000 | PA      | $367426.08     | 0.01%             | 2034-10-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-97, Class SE                                                                                | CUSIP: 38385G5X3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28096307 | PA      | $2261235.76    | 0.05%             | 2055-06-20      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                | Elanco Animal Health, Inc.                                                                                    | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     420000 | PA      | $437265.78     | 0.01%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                 | IRV Trust, Series 2025-200P, Class A                                                                          | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14700000 | PA      | $14975063.46   | 0.31%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JCCD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     800330 | PA      | $829275.60     | 0.02%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  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        |    6000000 | PA      | $4196734.20    | 0.09%             | 2053-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3617FTVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     395213 | PA      | $411964.09     | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C34, Class C                                  | CUSIP: 61767EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     595000 | PA      | $523618.68     | 0.01%             | 2052-11-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKLT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     262894 | PA      | $272892.07     | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                            | FHLMC STACR, Whole Loan, Series 2017-DNA3, Class B1                                                           | CUSIP: 3137G0RJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1649540.38    | 0.03%             | 2030-03-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC                                                                                | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $442552.21     | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                              | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      81000 | PA      | $81497.99      | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                           | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class D                                                     | CUSIP: 92939FAE9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $3368210.00    | 0.07%             | 2047-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    4880000 | PA      | $4802832.56    | 0.10%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2024-5, Class A1                                                                             | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     796659 | PA      | $798808.09     | 0.02%             | 2029-09-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                  | Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class B                                             | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     403000 | PA      | $414065.82     | 0.01%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K067, Class X3                               | CUSIP: 3137FAWV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $572545.50     | 0.01%             | 2044-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-126, Class HS                                                                               | CUSIP: 38384UVQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4277473 | PA      | $327003.40     | 0.01%             | 2054-08-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-90                                                                                          | CUSIP: 38381LFZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5932070 | PA      | $397606.50     | 0.01%             | 2066-07-16      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                                       | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     725000 | PA      | $739339.83     | 0.02%             | 2028-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618H4AL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     378570 | PA      | $392966.14     | 0.01%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-166                                                                                         | CUSIP: 38381HUT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17354550 | PA      | $1101573.14    | 0.02%             | 2065-04-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140M7D81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     402023 | PA      | $404764.55     | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Opportunities XII Ltd.                                    | GoldenTree Loan Opportunities Ltd., Series 2016-12A, Class CR                                                 | CUSIP: 38137MAR8<br>LEI: 5493004WVEVHIF701522 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001192.00    | 0.02%             | 2030-07-21      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     786000 | PA      | $816374.18     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2023-4, Class E                                          | CUSIP: 02530CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2143592.20    | 0.04%             | 2031-08-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M2                                               | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1296000 | PA      | $1303603.76    | 0.03%             | 2044-05-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    2000000 | PA      | $1855000.00    | 0.04%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2025-24, Class SC                                                                         | CUSIP: 3136BVSL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11588405 | PA      | $884817.57     | 0.02%             | 2055-04-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                                                            | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     181000 | PA      | $178337.51     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-70                                                                                          | CUSIP: 38379RYS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41765874 | PA      | $924888.57     | 0.02%             | 2059-02-16      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    2050000 | PA      | $1971843.75    | 0.04%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                                   | Republic of El Salvador                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     350000 | PA      | $292929.00     | 0.01%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-141, Class ZJ                                                                               | CUSIP: 38381Q3X7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6700000 | PA      | $6637187.50    | 0.14%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc.                                                                                                 | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217855.99     | 0.00%             | 2028-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     180000 | PA      | $173206.49     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                             | Staples, Inc.                                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2068200.00    | 0.04%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     700000 | PA      | $580888.00     | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2025-NQM2, Class A1                                                                         | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |    6855263 | PA      | $6916670.79    | 0.15%             | 2064-11-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                 | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class C                                          | CUSIP: 06054ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2925000 | PA      | $2652582.76    | 0.06%             | 2048-09-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     382000 | PA      | $402281.14     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2022-R04, Class 1B2                                               | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1657261.35    | 0.03%             | 2042-03-25      | Floating      | 13.85%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-38                                                                                          | CUSIP: 38381L8C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46363448 | PA      | $1816459.63    | 0.04%             | 2062-01-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series X                                                                     | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1285925.38    | 0.03%             | 2029-05-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2022-SFR1, Class F                                                | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2850000 | PA      | $2782228.14    | 0.06%             | 2039-02-17      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K120, Class X1                               | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40652513 | PA      | $1707218.54    | 0.04%             | 2030-10-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                     | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     320000 | PA      | $317889.22     | 0.01%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3132DUFA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2444302 | PA      | $2556578.48    | 0.05%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-144, Class A                                                                                | CUSIP: 38381MS27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10080000 | PA      | $10073641.03   | 0.21%             | 2054-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWD85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     595467 | PA      | $611948.55     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC                                            | Angel Oak Mortgage Trust I LLC, Series 2019-2, Class B2                                                       | CUSIP: 03463WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4882500 | PA      | $4997432.59    | 0.10%             | 2049-03-25      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                         | Masterbrand, Inc.                                                                                             | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1502059.35    | 0.03%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-127, Class SH                                                                               | CUSIP: 38381PR54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8844887 | PA      | $946305.63     | 0.02%             | 2055-07-20      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                                             | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     168000 | PA      | $175484.74     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                                   | CD&R Smokey Buyer, Inc.                                                                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     813000 | PA      | $619359.66     | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     361000 | PA      | $370898.98     | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                                           | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1596721.57    | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                          | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     976000 | PA      | $1014850.66    | 0.02%             | 2030-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                      | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     240000 | PA      | $230814.13     | 0.00%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                             | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     370000 | PA      | $387614.59     | 0.01%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc.                                                                                            | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     659000 | PA      | $697231.23     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-62, Class SA                                                                                | CUSIP: 38380RP61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3188246 | PA      | $117139.33     | 0.00%             | 2063-02-16      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| BX Mortgage Trust                                                         | BX Mortgage Trust, Series 2025-BIO3, Class C                                                                  | CUSIP: 123911AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3484581.46    | 0.07%             | 2042-02-10      | Variable      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                                                | ROCK Trust, Series 2024-CNTR, Class D                                                                         | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11115000 | PA      | $11599083.81   | 0.24%             | 2041-11-13      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2015-LC23, Class E                                                          | CUSIP: 12636FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2456091.90    | 0.05%             | 2048-10-10      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     444000 | PA      | $461922.06     | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADHC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10433603 | PA      | $10881700.30   | 0.23%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                | Dana, Inc.                                                                                                    | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     610000 | PA      | $609657.24     | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Connecticut Avenue Securities, Series 2017-C05, Class 1B1                                               | CUSIP: 30711XNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1090558 | PA      | $1148211.55    | 0.02%             | 2030-01-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2022-2A, Class BR                                                                   | CUSIP: 12567MAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6600000 | PA      | $6558446.40    | 0.14%             | 2035-04-19      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-218                                                                                         | CUSIP: 38381EKC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17586071 | PA      | $1289748.35    | 0.03%             | 2061-10-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                                  | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     291000 | PA      | $315131.47     | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                      | FirstKey Homes Trust, Series 2020-SFR1, Class F1                                                              | CUSIP: 33767MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $498722.70     | 0.01%             | 2037-08-17      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     950000 | PA      | $1000483.95    | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                     | Theorem Funding Trust, Series 2022-3A, Class A                                                                | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3078 | PA      | $3080.70       | 0.00%             | 2029-04-15      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                 | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A2RR                                         | CUSIP: 14311NAY0<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $801626.40     | 0.02%             | 2032-07-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    3200000 | PA      | $3140992.00    | 0.07%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-92                                                                                          | CUSIP: 38381DCM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40468700 | PA      | $2457696.51    | 0.05%             | 2063-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-27, Class GB                                                                                | CUSIP: 38384JEA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     250000 | PA      | $238124.63     | 0.00%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd.                                                 | Madison Park Funding Ltd., Series 2017-23A, Class AR                                                          | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     678089 | PA      | $678094.31     | 0.01%             | 2031-07-27      | Floating      | 5.55%                 | Yes           |                  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        |    1467000 | PA      | $1504862.54    | 0.03%             | 2034-02-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                    | Santander Drive Auto Receivables Trust, Series 2022-7, Class C                                                | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     174000 | PA      | $177619.34     | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                                                    | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     460000 | PA      | $481614.65     | 0.01%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                                                          | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-O            | CORP              | US        |   22000000 | PA      | $1344062.50    | 0.03%             | 2055-08-15      | Floating      | 1.25%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class C                                                | CUSIP: 17324TAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1245315.30    | 0.03%             | 2049-02-10      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     415000 | PA      | $430638.86     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-147                                                                                         | CUSIP: 38381HMW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24063822 | PA      | $1106584.49    | 0.02%             | 2064-09-16      | Variable      | 0.56%                 | No            |                  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        |   20236360 | PA      | $88305.40      | 0.00%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                                        | Republic of Zambia                                                                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |    1700000 | PA      | $1132931.00    | 0.02%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                                           | Western Funding Auto Loan Trust, Series 2025-1, Class A                                                       | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4615000 | PA      | $4659289.69    | 0.10%             | 2035-07-16      | Fixed         | 4.75%                 | 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        |    1990732 | PA      | $2024774.00    | 0.04%             | 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        |    1080284 | PA      | $1026270.04    | 0.02%             | 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        |    1115000 | PA      | $1074914.64    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-180                                                                                         | CUSIP: 38381D6B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14233807 | PA      | $989880.17     | 0.02%             | 2063-11-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2016-1, Class B                                                    | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17882 | PA      | $17748.07      | 0.00%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     848000 | PA      | $876114.59     | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K063, Class X3                               | CUSIP: 3137BVZB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11342000 | PA      | $317866.36     | 0.01%             | 2045-02-25      | Variable      | 2.15%                 | 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        |     799000 | PA      | $807237.69     | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -868 | NC      | $-369142.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K096, Class X3                               | CUSIP: 3137FNBB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8380000 | PA      | $557083.13     | 0.01%             | 2051-08-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                       | Baytex Energy Corp.                                                                                           | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     505000 | PA      | $493435.10     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1512, Class X3                             | CUSIP: 3137FMTV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $531809.25     | 0.01%             | 2034-10-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc., 1st Lien Term Loan                                                                  | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    1245344 | PA      | $1244049.15    | 0.03%             | 2029-02-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HMD55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     273880 | PA      | $281678.81     | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     635000 | PA      | $666400.75     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                | Axalta Coating Systems LLC                                                                                    | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $846132.16     | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J14N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      86963 | PA      | $90166.62      | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | Directv Financing LLC                                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1542248.82    | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-107, Class XI                                                                               | CUSIP: 38382UFA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1185600 | PA      | $196921.06     | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  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        |    2137531 | PA      | $2137531.31    | 0.04%             | 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        |    1405000 | PA      | $1473156.55    | 0.03%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 40 Ltd.                                                           | KKR CLO Ltd., Series 40A, Class BR                                                                            | CUSIP: 48254UAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000390.00    | 0.04%             | 2034-10-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2024-MN9, Class M2                                                                              | CUSIP: 355917AB1<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | USGSE             | US        |    7100000 | PA      | $7167083.64    | 0.15%             | 2044-10-25      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     680000 | PA      | $586840.00     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                                     | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $635469.60     | 0.01%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C34, Class D                                  | CUSIP: 61767EAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1489000 | PA      | $1054895.45    | 0.02%             | 2052-11-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                              | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     110000 | PA      | $104459.98     | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                         | Credit Acceptance Auto Loan Trust, Series 2023-2A, Class A                                                    | CUSIP: 22537EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     597776 | PA      | $599796.36     | 0.01%             | 2033-05-16      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K091, Class X1                               | CUSIP: 3137FLNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31906313 | PA      | $574103.06     | 0.01%             | 2029-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                        | MIWD Holdco II LLC                                                                                            | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $289996.36     | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                            | FHLMC STACR REMIC Trust, Series 2021-DNA2, Class B2                                                           | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |    6092782 | PA      | $7450038.15    | 0.16%             | 2033-08-25      | Floating      | 10.35%                | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     457000 | PA      | $463903.44     | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C28, Class D                                          | CUSIP: 46644FAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9700000 | PA      | $8732037.00    | 0.18%             | 2048-10-15      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                 | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2                                         | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     168529 | PA      | $168530.60     | 0.00%             | 2031-04-17      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-K109, Class X2A                                                             | CUSIP: 30314RAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68374891 | PA      | $243462.47     | 0.01%             | 2053-05-25      | Fixed         | 0.10%                 | 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        |      24588 | PA      | $24550.00      | 0.00%             | 2025-10-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                     | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     215000 | PA      | $216224.64     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                            | Braskem Netherlands Finance BV                                                                                | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $569360.00     | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CITI Asset Receivables Trust I                                            | CITI Asset Receivables Trust I, Series 2025-2, Class CERT                                                     | CUSIP: 17292CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8669257 | PA      | $8755082.98    | 0.18%             | 2031-05-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      92051 | PA      | $77207.59      | 0.00%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2022-2, Class F                                          | CUSIP: 02530BAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7525000 | PA      | $7545751.69    | 0.16%             | 2029-02-13      | Fixed         | 7.74%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5549, Class SA                                                                           | CUSIP: 3137HLTF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22278629 | PA      | $1483266.58    | 0.03%             | 2055-06-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1305990.49    | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2021-MN1, Class M2                                                                              | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $3096029.40    | 0.06%             | 2051-01-25      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                                              | PetSmart LLC, 1st Lien Term Loan                                                                              | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1632990 | PA      | $1615647.33    | 0.03%             | 2032-08-18      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5495, Class SC                                                                           | CUSIP: 3137HJ3S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37886681 | PA      | $3041122.21    | 0.06%             | 2055-01-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                 | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1200879.60    | 0.03%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JN2Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     921768 | PA      | $947282.26     | 0.02%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2929710 | PA      | $3035873.57    | 0.06%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                                  | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $169622.09     | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1200000 | PA      | $1143300.00    | 0.02%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                                         | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     680000 | PA      | $698502.80     | 0.01%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class D                                               | CUSIP: 95001QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1240643.85    | 0.03%             | 2051-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                                              | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1908000 | PA      | $1406718.22    | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     914000 | PA      | $933522.13     | 0.02%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5528, Class SA                                                                           | CUSIP: 3137HKR89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20785297 | PA      | $1514859.49    | 0.03%             | 2055-04-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                                       | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1949959.00    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     978000 | PA      | $986068.50     | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K124, Class X1                               | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   99537865 | PA      | $3134566.82    | 0.07%             | 2030-12-25      | Variable      | 0.81%                 | No            |                  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        |    2200000 | PA      | $2241823.76    | 0.05%             | 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        |    3780000 | PA      | $3645368.50    | 0.08%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                            | Citi Asset Receivables Trust I, Series 2025-4, Class CERT                                                     | CUSIP: 17302GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16406803 | PA      | $16848145.80   | 0.35%             | 2031-07-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K519, Class AS                               | CUSIP: 3137HCKQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3689632 | PA      | $3685129.84    | 0.08%             | 2029-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                                        | SBA Small Business Investment Cos., Series 2024-10A, Class 1                                                  | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6538633 | PA      | $6638299.26    | 0.14%             | 2034-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADHD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14954881 | PA      | $15538847.00   | 0.33%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2018-KF54, Class B                                                               | CUSIP: 302964AC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     442364 | PA      | $417053.67     | 0.01%             | 2028-11-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                          | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1437446.69    | 0.03%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618GKAX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     362540 | PA      | $377082.49     | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                       | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     460000 | PA      | $428950.00     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                          | Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M10                                   | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |     825000 | PA      | $930831.83     | 0.02%             | 2053-11-25      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     365000 | PA      | $381752.69     | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2025-2, Class C                                          | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1414754.88    | 0.03%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HMRX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     797742 | PA      | $827409.71     | 0.02%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JM5W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     279800 | PA      | $287544.81     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                                            | Neuberger Berman CLO Ltd., Series 2016-22A, Class BR2                                                         | CUSIP: 64131BAQ6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |    1219000 | PA      | $1220189.74    | 0.03%             | 2038-04-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                                        | OCP Aegis CLO Ltd., Series 2025-41A, Class B1                                                                 | CUSIP: 675953AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4309021.40    | 0.09%             | 2037-04-21      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Other                                                                                                   | CUSIP: 3140LEXY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     800000 | PA      | $665869.90     | 0.01%             | 2034-01-01      | Fixed         | 1.97%                 | 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        |        394 | NC      | $279494.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2018-C11, Class C                                                       | CUSIP: 90276XBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2143000 | PA      | $1986984.67    | 0.04%             | 2051-06-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                               | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     175000 | PA      | $175000.00     | 0.00%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HINNT LLC                                                                 | HINNT LLC, Series 2022-A, Class D                                                                             | CUSIP: 40486JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     256910 | PA      | $254862.67     | 0.01%             | 2041-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                                          | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     449000 | PA      | $470341.85     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     395000 | PA      | $410202.76     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class B                                              | CUSIP: 95003PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $503590.50     | 0.01%             | 2035-07-15      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                                          | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |     339581 | PA      | $344957.68     | 0.01%             | 2043-03-25      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-93, Class AM                                                                                | CUSIP: 38381MPH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8700000 | PA      | $8562329.46    | 0.18%             | 2054-12-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $251025.00     | 0.01%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     748000 | PA      | $746759.07     | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2019-26A, Class CR                                                              | CUSIP: 09630GAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1003628.00    | 0.02%             | 2034-10-20      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -431 | NC      | $199463.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618GQHX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73939 | PA      | $76750.92      | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                                            | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $808369.96     | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $463613.91     | 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        |     632695 | PA      | $633093.32     | 0.01%             | 2031-01-31      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-25, Class HS                                                                                | CUSIP: 38385DBA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17679889 | PA      | $1001254.53    | 0.02%             | 2055-02-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1509468.23    | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    4283000 | PA      | $4284370.56    | 0.09%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     718000 | PA      | $724462.00     | 0.02%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| New York City Housing Development Corp.                                   | New York City Housing Development Corp., Multi-Family Mortgage, 8 Spruce Street Project, Series 2024          | CUSIP: 64966TGT5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |     650000 | PA      | $668176.28     | 0.01%             | 2031-12-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                             | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     636000 | PA      | $659035.92     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                         | Turkiye Ihracat Kredi Bankasi A/S                                                                             | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     400000 | PA      | $420000.00     | 0.01%             | 2027-01-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                 | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111044.01     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     409000 | PA      | $421147.30     | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd.                                                  | Buttermilk Park CLO Ltd., Series 2018-1A, Class B1R                                                           | CUSIP: 124166AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     327065 | PA      | $326964.26     | 0.01%             | 2031-10-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K101, Class X1                               | CUSIP: 3137FQ4B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1649988 | PA      | $47889.74      | 0.00%             | 2029-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2022-4, Class A                                                | CUSIP: 92259KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     384683 | PA      | $386360.84     | 0.01%             | 2052-08-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                                           | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1932902.46    | 0.04%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                                       | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     752000 | PA      | $764467.67     | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-143, Class IB                                                                               | CUSIP: 38380P3R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14049297 | PA      | $887460.34     | 0.02%             | 2062-03-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                           | Gap, Inc. (The)                                                                                               | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1144183.71    | 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        |     880000 | PA      | $747405.12     | 0.02%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1606393.84    | 0.03%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class D                                                     | CUSIP: 12597NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $2942672.20    | 0.06%             | 2053-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2022-DNA4, Class M2                                                           | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |     550000 | PA      | $586608.00     | 0.01%             | 2042-05-25      | Floating      | 9.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Other                                                                                                   | CUSIP: 3140LDXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1277017 | PA      | $1113879.57    | 0.02%             | 2031-10-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                    | State of Mongolia                                                                                             | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     400000 | PA      | $400500.00     | 0.01%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59484.06      | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-139, Class ZB                                                                               | CUSIP: 38381QA43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1500936 | PA      | $1350881.57    | 0.03%             | 2055-05-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-170                                                                                         | CUSIP: 38381DW22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13188862 | PA      | $970296.68     | 0.02%             | 2063-05-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HNTT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1611796 | PA      | $1656408.10    | 0.03%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                                           | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2583000 | PA      | $2462528.88    | 0.05%             | 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        |      55632 | PA      | $54519.61      | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                       | DT Auto Owner Trust, Series 2023-1A, Class C                                                                  | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     415149 | PA      | $416406.23     | 0.01%             | 2028-10-16      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                       | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     793750 | PA      | $799141.09     | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1565984.99    | 0.03%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                           | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     567000 | PA      | $598596.08     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2023-C22, Class A5                                                               | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $3256951.72    | 0.07%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $3129145.13    | 0.07%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                               | TEGNA, Inc.                                                                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2557652.09    | 0.05%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-67, Class DZ                                                                                | CUSIP: 38384ANH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4412511 | PA      | $4329996.65    | 0.09%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                                       | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     110000 | PA      | $115057.91     | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | 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        |    5150000 | PA      | $3992754.83    | 0.08%             | 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        |    1242000 | PA      | $1221291.89    | 0.03%             | 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        |     468000 | PA      | $480774.06     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2016-2, Class B                                                    | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      21458 | PA      | $21412.25      | 0.00%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618GUXU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      98519 | PA      | $103342.36     | 0.00%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                     | Westlake Automobile Receivables Trust, Series 2023-3A, Class D                                                | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     632000 | PA      | $651407.90     | 0.01%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| RR 12 Ltd.                                                                | RR Ltd., Series 2020-12A, Class A2R3                                                                          | CUSIP: 74989HAQ5<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |    2796000 | PA      | $2799257.34    | 0.06%             | 2036-01-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104097.11     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Gnr                                                                       | Gnr                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    4150000 | PA      | $3670642.59    | 0.08%             | 2035-08-24      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                      | FNMA, Other                                                                                                   | CUSIP: 3140LH3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3520000 | PA      | $3592116.92    | 0.08%             | 2029-11-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-168                                                                                         | CUSIP: 38381D4F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12899336 | PA      | $792137.89     | 0.02%             | 2063-05-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                 | Banco del Estado de Chile                                                                                     | CUSIP: N/A<br>LEI: 5493004R4EJC0W0XVQ72       | Long             | DBT              | NUSS              | CL        |     400000 | PA      | $426096.00     | 0.01%             | 2029-05-02      | Variable      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6A51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     125574 | PA      | $129481.20     | 0.00%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-7, Class SG                                                                                 | CUSIP: 38385BH37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19765450 | PA      | $1281548.27    | 0.03%             | 2055-01-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5ZF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     112409 | PA      | $115521.84     | 0.00%             | 2055-01-20      | Fixed         | 6.00%                 | 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        |    2300000 | PA      | $2131088.00    | 0.04%             | 2033-06-15      | Fixed         | 6.12%                 | 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        |      56528 | PA      | $55020.55      | 0.00%             | 2026-11-25      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                              | Banco Mercantil del Norte SA                                                                                  | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | MX        |     800000 | PA      | $838000.00     | 0.02%             | 2035-05-20      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                  | Avis Budget Rental Car Funding AESOP LLC, Series 2023-4A, Class C                                             | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2834672.76    | 0.06%             | 2029-06-20      | Fixed         | 7.24%                 | 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        |    5000000 | PA      | $379872.50     | 0.01%             | 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        |     554000 | PA      | $576902.91     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                             | Republic of Trinidad and Tobago                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TT        |     500000 | PA      | $499625.00     | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2022-C1, Class XA                                                                  | CUSIP: 05609MCE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49256192 | PA      | $1118770.66    | 0.02%             | 2055-02-17      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     692000 | PA      | $706293.26     | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-52                                                                                          | CUSIP: 38381EU55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9438994 | PA      | $468936.78     | 0.01%             | 2064-06-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 31426HA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8552218 | PA      | $8758971.98    | 0.18%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWDY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     297719 | PA      | $305959.50     | 0.01%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                                       | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     220000 | PA      | $230115.82     | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC, 1st Lien Term Loan                                                                           | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     497416 | PA      | $497953.23     | 0.01%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                                        | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1065000 | PA      | $1129901.10    | 0.02%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-124, Class CS                                                                               | CUSIP: 38381PEY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8079215 | PA      | $420763.89     | 0.01%             | 2055-07-20      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $224762.51     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class D                                  | CUSIP: 61764PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2765220.00    | 0.06%             | 2047-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                                       | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 4D1                                                              | CUSIP: 055631BM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $3489117.50    | 0.07%             | 2052-05-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Serbia International Bond                                                 | Republic of Serbia                                                                                            | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     400000 | PA      | $425000.00     | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                              | Hilton Grand Vacations Trust, Series 2022-1D, Class D                                                         | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     114650 | PA      | $114151.67     | 0.00%             | 2034-06-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-17                                                                                          | CUSIP: 38381JU96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12681572 | PA      | $930254.18     | 0.02%             | 2065-06-16      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K124, Class X3                               | CUSIP: 3137F9Z20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $581008.00     | 0.01%             | 2049-02-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                           | FHLMC, Multi-Class Certificates, Series 2020-RR06, Class AX                                                   | CUSIP: 3137FRV73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $79399.80      | 0.00%             | 2028-10-27      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    1346960 | PA      | $963076.40     | 0.02%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                | Alcoa Nederland Holding BV                                                                                    | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    1365000 | PA      | $1439695.53    | 0.03%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618H4AK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     575325 | PA      | $597203.06     | 0.01%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     800000 | PA      | $841000.00     | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                  | VCAT LLC, Series 2025-NPL3, Class A1                                                                          | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1360309 | PA      | $1366200.23    | 0.03%             | 2055-02-25      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-23                                                                                          | CUSIP: 38380NY52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9437688 | PA      | $437916.26     | 0.01%             | 2062-04-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| TPG Trust                                                                 | TPG Trust, Series 2024-WLSC, Class A                                                                          | CUSIP: 872973AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1997894.00    | 0.04%             | 2029-11-15      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K528, Class X1                               | CUSIP: 3137HFP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30000000 | PA      | $890553.00     | 0.02%             | 2029-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| KKR CLO 52 Ltd.                                                           | KKR CLO Ltd., Series 2023-52A, Class CR                                                                       | CUSIP: 48255XAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1850000 | PA      | $1851256.15    | 0.04%             | 2038-07-16      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618GPTL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     798710 | PA      | $829083.05     | 0.02%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                    | Buckhorn Park CLO Ltd., Series 2019-1A, Class CRR                                                             | CUSIP: 118382BE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3253458.00    | 0.07%             | 2034-07-18      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5RH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1011509 | PA      | $1042072.44    | 0.02%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2022-4, Class E                                          | CUSIP: 02529XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2210000 | PA      | $2292203.38    | 0.05%             | 2030-01-14      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5PL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18509511 | PA      | $19055174.99   | 0.40%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                         | Credit Acceptance Auto Loan Trust, Series 2023-5A, Class A                                                    | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250000 | PA      | $2275642.58    | 0.05%             | 2033-12-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     350000 | PA      | $352905.00     | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Other                                                                                                   | CUSIP: 3140LLU90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162000 | PA      | $167868.58     | 0.00%             | 2030-09-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K109, Class X1                               | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36095004 | PA      | $2131243.95    | 0.04%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-195, Class IX                                                                               | CUSIP: 38381ECK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  101670692 | PA      | $9152477.04    | 0.19%             | 2063-08-16      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                                  | Tricon Residential Trust, Series 2022-SFR1, Class E2                                                          | CUSIP: 89616QAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     101000 | PA      | $100375.71     | 0.00%             | 2039-04-17      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                         | Hillenbrand, Inc.                                                                                             | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     150000 | PA      | $137914.17     | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2700000 | PA      | $2581875.00    | 0.05%             | 2029-07-03      | Variable      | 5.00%                 | 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        |     367000 | PA      | $365473.32     | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                                     | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     375000 | PA      | $374458.43     | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-25, Class SB                                                                                | CUSIP: 38385DBD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21487607 | PA      | $1696289.71    | 0.04%             | 2055-02-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government Bond                                                                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     950000 | PA      | $932320.50     | 0.02%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     700000 | PA      | $590408.00     | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K060, Class X3                               | CUSIP: 3137BTAF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11949868 | PA      | $242855.97     | 0.01%             | 2044-12-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K136, Class X1                               | CUSIP: 3137H4SK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   62817950 | PA      | $1105300.67    | 0.02%             | 2031-12-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    1575000 | PA      | $1578641.40    | 0.03%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2024-7, Class A1                                                                             | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1686600 | PA      | $1693358.18    | 0.04%             | 2029-11-25      | Variable      | 5.87%                 | 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        |   26919843 | PA      | $27594822.98   | 0.58%             | 2050-03-25      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                    | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1501254.45    | 0.03%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Other                                                                                                   | CUSIP: 3140LLVK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1200000 | PA      | $1224922.86    | 0.03%             | 2028-10-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-105, Class PA                                                                               | CUSIP: 38381NAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3775121 | PA      | $3909006.79    | 0.08%             | 2055-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K152, Class X1                               | CUSIP: 3137BPVP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17185606 | PA      | $658055.76     | 0.01%             | 2031-01-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                          | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2249526.13    | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC                                            | Angel Oak Mortgage Trust I LLC, Series 2019-4, Class B2                                                       | CUSIP: 03463UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $777864.56     | 0.02%             | 2049-07-26      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4239162.50    | 0.09%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                        | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     446000 | PA      | $460218.48     | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202610.57     | 0.00%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2019-B9, Class D                                                             | CUSIP: 08160JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1240000 | PA      | $809029.32     | 0.02%             | 2052-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Escrow Rite Aid                                                           | Escrow Rite Aid                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      36352 | PA      | $0.00          | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     391000 | PA      | $407755.68     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                  | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $329126.31     | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                     | Minerva Luxembourg SA                                                                                         | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $549500.00     | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2018-K155, Class X2B                                                             | CUSIP: 30296QAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5250000 | PA      | $30114.00      | 0.00%             | 2033-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Transocean, Inc.                                                          | Transocean, Inc.                                                                                              | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     471000 | PA      | $455617.47     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Transcanada Trust                                                         | Transcanada Trust                                                                                             | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $98510.17      | 0.00%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                         | Symphony CLO Ltd., Series 2016-18A, Class CR4                                                                 | CUSIP: 87154GFQ3<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |    8180000 | PA      | $8180000.00    | 0.17%             | 2037-10-23      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                          | Provident Funding Mortgage Trust, Series 2025-3, Class A1                                                     | CUSIP: 74388PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25295258 | PA      | $25625284.87   | 0.54%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | 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        |    5700000 | PA      | $5741603.16    | 0.12%             | 2034-10-20      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                              | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4300000 | PA      | $4369570.35    | 0.09%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                                           | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1200481.20    | 0.03%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR Trust                                                         | FHLMC STACR Trust, Series 2018-DNA3, Class B1                                                                 | CUSIP: 35563WBD5<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $322218.63     | 0.01%             | 2048-09-25      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                                                | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $4383173.23    | 0.09%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K119, Class X1                               | CUSIP: 3137F6GV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7272180 | PA      | $276564.63     | 0.01%             | 2030-09-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                                             | Griffon Corp.                                                                                                 | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84877.34      | 0.00%             | 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        |    1235000 | PA      | $1233503.30    | 0.03%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5520, Class SD                                                                           | CUSIP: 3137HK3P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18207436 | PA      | $1443341.72    | 0.03%             | 2055-03-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2020-M30, Class X                                                                           | CUSIP: 3136BARS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39308144 | PA      | $1384196.98    | 0.03%             | 2031-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                  | PRET LLC, Series 2024-NPL5, Class A1                                                                          | CUSIP: 74143QAA3<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |     706435 | PA      | $708125.77     | 0.01%             | 2054-09-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Nautical Solutions                                                        | Nautical Solutions                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    4569663 | PA      | $4569662.92    | 0.10%             | 2031-08-01      | Fixed         | 9.20%                 | No            |                  3 | On Loan: No      |
| BANK                                                                      | BANK, Series 2020-BN26, Class AS                                                                              | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4022090.10    | 0.08%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     231000 | PA      | $237156.31     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                          | TRTX Issuer Ltd., Series 2025-FL6, Class A                                                                    | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3050000 | PA      | $3057072.95    | 0.06%             | 2042-09-18      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-126, Class AS                                                                               | CUSIP: 38384UVX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4565483 | PA      | $401121.03     | 0.01%             | 2054-08-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                    | BP Capital Markets plc                                                                                        | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    3595000 | PA      | $3563689.53    | 0.07%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico                                     | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |    1100000 | PA      | $1072500.00    | 0.02%             | 2033-01-18      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X1                               | CUSIP: 3137FEBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14821485 | PA      | $114135.81     | 0.00%             | 2027-12-25      | Variable      | 0.49%                 | No            |                  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        |     372188 | PA      | $371930.69     | 0.01%             | 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        |    2300000 | PA      | $2411334.03    | 0.05%             | 2030-02-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2025-RPL2, Class A1                                                                          | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1747046 | PA      | $1699648.25    | 0.04%             | 2055-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $800148.74     | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jonah Energy ABS II LLC                                                   | Jonah Energy ABS LLC, Series 2025-1A, Class B                                                                 | CUSIP: 479913AF2<br>LEI: 254900MMTK6TS4MGMV20 | Long             | ABS-O            | CORP              | US        |    4873331 | PA      | $4862609.44    | 0.10%             | 2040-12-10      | Fixed         | 11.25%                | Yes           |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    2524000 | PA      | $2563824.15    | 0.05%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K062, Class X3                               | CUSIP: 3137BUX94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14999855 | PA      | $404430.58     | 0.01%             | 2045-01-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                    | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18937.35      | 0.00%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC, Series 2024-1A, Class A2II                                                                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7250 | PA      | $7422.72       | 0.00%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-150                                                                                         | CUSIP: 38381DD56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12284511 | PA      | $928551.77     | 0.02%             | 2063-11-16      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADG93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10939742 | PA      | $11452259.19   | 0.24%             | 2054-08-20      | Fixed         | 6.50%                 | 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        |     907000 | PA      | $911195.24     | 0.02%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2017-KF40, Class B                                                               | CUSIP: 30306JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     943700 | PA      | $901426.85     | 0.02%             | 2027-11-25      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2021-MN1, Class M1                                                                              | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     415088 | PA      | $413836.69     | 0.01%             | 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        |    2775000 | PA      | $2696961.45    | 0.06%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                     | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1164000 | PA      | $1223131.20    | 0.03%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series A                                                                               | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $3010415.24    | 0.06%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  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        |    2540000 | PA      | $2578755.57    | 0.05%             | 2036-01-15      | Fixed         | 5.79%                 | Yes           |                  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        |   16750000 | PA      | $1999849.50    | 0.04%             | 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        |     434000 | PA      | $442666.98     | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199339.99     | 0.00%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  111756317 | PA      | $115050894.54  | 2.41%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class B                                                     | CUSIP: 61766CAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4750974.50    | 0.10%             | 2049-03-15      | Variable      | 4.70%                 | 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        |     785000 | PA      | $799135.50     | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2020-M16, Class X1                                                                          | CUSIP: 3136B9NK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   76308519 | PA      | $1388845.57    | 0.03%             | 2032-04-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5164, Class J                                                                            | CUSIP: 3137H3Q47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1138564 | PA      | $1016366.89    | 0.02%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  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        |     437000 | PA      | $449251.16     | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JB6K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9018754 | PA      | $9268383.06    | 0.19%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2004-28, Class PF                                                                         | CUSIP: 31393YFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10837 | PA      | $10833.95      | 0.00%             | 2034-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                    | State of Mongolia                                                                                             | CUSIP: 60937LAG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     400000 | PA      | $422500.00     | 0.01%             | 2028-01-19      | Fixed         | 8.65%                 | 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        |    2212000 | PA      | $2253764.33    | 0.05%             | 2030-11-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-28                                                                                          | CUSIP: 38380RXW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13221023 | PA      | $975876.73     | 0.02%             | 2062-10-16      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-K116, Class D                                                               | CUSIP: 30316LAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4500000 | PA      | $2870148.60    | 0.06%             | 2052-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    3650000 | PA      | $4075736.00    | 0.09%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2020-BN26, Class E                                                                               | CUSIP: 06540JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     320000 | PA      | $210289.22     | 0.00%             | 2063-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                                          | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     105000 | PA      | $100801.88     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -99780000 | PA      | $-101758373.98 | -2.14%            | 2055-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     900000 | PA      | $683023.50     | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      35200 | PA      | $33792.00      | 0.00%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1003 | NC      | $283291.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-89, Class IA                                                                                | CUSIP: 38380PTL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   36853767 | PA      | $2578554.88    | 0.05%             | 2062-04-16      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JM5T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     287409 | PA      | $295363.51     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M2                                               | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420000 | PA      | $421883.99     | 0.01%             | 2044-07-25      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5413, Class KS                                                                           | CUSIP: 3137HCVR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4278322 | PA      | $327791.78     | 0.01%             | 2054-05-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2B1                                               | CUSIP: 20754XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6999983.20    | 0.15%             | 2044-07-25      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multi-Family Structured Credit Risk                                 | FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN4, Class M2                                         | CUSIP: 35563HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $3395970.30    | 0.07%             | 2052-05-25      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                               | Endo Finance Holdings, Inc.                                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     439000 | PA      | $467362.47     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                                                | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F0506A9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -75000000 | PA      | $-73906826.25  | -1.55%            | 2055-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series EE                                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1592804.32    | 0.03%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class E                                                     | CUSIP: 12597NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $665009.20     | 0.01%             | 2053-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-200                                                                                         | CUSIP: 38381EGK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1918977 | PA      | $129957.89     | 0.00%             | 2063-11-16      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1519, Class X1                             | CUSIP: 3137F8TU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13354968 | PA      | $565691.06     | 0.01%             | 2035-12-25      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                         | Symphony CLO Ltd., Series 2022-32A, Class BR                                                                  | CUSIP: 87168NAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4225000 | PA      | $4225000.00    | 0.09%             | 2035-10-23      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-11, Class IX                                                                                | CUSIP: 38380RRQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28748163 | PA      | $2259783.82    | 0.05%             | 2062-12-16      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                         | Petco Health & Wellness Co., Inc., 1st Lien Term Loan                                                         | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     665000 | PA      | $640341.80     | 0.01%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2157376.50    | 0.05%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2025-73, Class Z                                                                          | CUSIP: 3136BW5D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6250000 | PA      | $6195312.50    | 0.13%             | 2055-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                         | Weekley Homes LLC                                                                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $146040.71     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                         | Alumina Pty. Ltd.                                                                                             | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     640000 | PA      | $650322.56     | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bapco Energies BSC Closed                                                 | Bapco Energies BSC Closed                                                                                     | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     500000 | PA      | $515485.00     | 0.01%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co.                                                                                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2556914.82    | 0.05%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc., 1st Lien Term Loan                                                                   | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    1326032 | PA      | $1319547.94    | 0.03%             | 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    | 0.12%             | 2053-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                       | Exeter Automobile Receivables Trust, Series 2023-1A, Class D                                                  | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $509638.35     | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K071, Class X3                               | CUSIP: 3137FCLG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8700000 | PA      | $356952.30     | 0.01%             | 2045-11-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5422558.81    | 0.11%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599002.72     | 0.01%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.                                | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class CR                                            | CUSIP: 64133WAS4<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |    4400000 | PA      | $4416566.00    | 0.09%             | 2036-07-16      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Dryden 64 CLO Ltd.                                                        | Dryden CLO Ltd., Series 2018-64A, Class A                                                                     | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     444134 | PA      | $444471.35     | 0.01%             | 2031-04-18      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                     | Petroleos del Peru SA                                                                                         | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |     500000 | PA      | $405750.00     | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                                  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1118289.49    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2022-3, Class E                                          | CUSIP: 02528GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2031723.00    | 0.04%             | 2028-10-13      | Fixed         | 8.08%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                              | Banco Mercantil del Norte SA                                                                                  | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | MX        |    2200000 | PA      | $2230470.00    | 0.05%             | 2029-06-27      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                        | Ballyrock CLO Ltd., Series 2021-17A, Class A2                                                                 | CUSIP: 05876LAE3<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001606.00    | 0.02%             | 2034-10-20      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-KF59, Class B                                                               | CUSIP: 30297XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     675975 | PA      | $647856.03     | 0.01%             | 2029-02-25      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2023-5YR4, Class A3                                                                             | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     822333 | PA      | $869691.56     | 0.02%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                      | LHOME Mortgage Trust, Series 2024-RTL1, Class A1                                                              | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $755712.75     | 0.02%             | 2029-01-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-30, Class SC                                                                                | CUSIP: 38385C7C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11611351 | PA      | $1052003.48    | 0.02%             | 2055-02-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-134                                                                                         | CUSIP: 38381HLT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2872936 | PA      | $117219.54     | 0.00%             | 2064-06-16      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                                             | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3464000 | PA      | $3557618.06    | 0.07%             | 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        |     420000 | PA      | $352808.40     | 0.01%             | 2057-09-15      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-112                                                                                         | CUSIP: 38381MUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   55570838 | PA      | $2834084.93    | 0.06%             | 2066-03-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140XNWC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1972133 | PA      | $2053282.35    | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1547000 | PA      | $1604030.16    | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-9                                                                                           | CUSIP: 38379U4L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18384863 | PA      | $582050.07     | 0.01%             | 2057-01-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                                                   | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     310000 | PA      | $326444.57     | 0.01%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                               | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     210000 | PA      | $204250.28     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    2100000 | PA      | $2069613.00    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                     | Westlake Automobile Receivables Trust, Series 2021-3A, Class F                                                | CUSIP: 96043JAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1976166.40    | 0.04%             | 2028-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                        | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     467000 | PA      | $467273.20     | 0.01%             | 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        |    1505000 | PA      | $1500069.60    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K068, Class X3                               | CUSIP: 3137FBC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12000000 | PA      | $454868.40     | 0.01%             | 2044-10-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd.                                                 | Madison Park Funding Ltd., Series 2020-45A, Class BRR                                                         | CUSIP: 55820BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3530000 | PA      | $3532421.58    | 0.07%             | 2034-07-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     600000 | PA      | $513300.00     | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-KF73, Class B                                                               | CUSIP: 30313BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2143595 | PA      | $1981362.19    | 0.04%             | 2029-11-25      | Floating      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9222000 | PA      | $8729183.51    | 0.18%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                         | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A                                                    | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     805000 | PA      | $813877.94     | 0.02%             | 2034-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class C                                                     | CUSIP: 12597NAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2240663.43    | 0.05%             | 2053-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-family Structured Pass-Through Certificates, Series K051, Class X1                               | CUSIP: 3137BM7D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20791238 | PA      | $748.48        | 0.00%             | 2025-09-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J1Y56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     543360 | PA      | $564037.85     | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     171396 | PA      | $143544.15     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-56                                                                                          | CUSIP: 38381LCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7433620 | PA      | $552119.49     | 0.01%             | 2065-11-16      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $937000.00     | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2016-GS2, Class D                                                        | CUSIP: 36252TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $705506.25     | 0.01%             | 2049-05-10      | Fixed         | 2.75%                 | 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        |     645000 | PA      | $685115.78     | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Identity Digital Ltd.                                                     | Identity Digital Ltd.                                                                                         | CUSIP: N/A<br>LEI: 5493005BN677T7KORE19       | Long             | DBT              | CORP              | IE        |    2500000 | PA      | $2543750.00    | 0.05%             | 2065-03-20      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2018-KF45, Class B                                                               | CUSIP: 30296TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     675023 | PA      | $684156.98     | 0.01%             | 2025-03-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                               | Saks Global Enterprises LLC                                                                                   | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     402300 | PA      | $158868.27     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class A                                                 | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $996133.60     | 0.02%             | 2038-09-10      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 43 Ltd.                                       | Octagon Investment Partners Ltd., Series 2019-1A, Class BR                                                    | CUSIP: 67573LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2509000 | PA      | $2515392.93    | 0.05%             | 2032-10-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-152, Class X3                              | CUSIP: 3137H9MB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $1223574.00    | 0.03%             | 2055-11-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                      | Greenko Wind Projects Mauritius Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |     400000 | PA      | $406796.00     | 0.01%             | 2028-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                                  | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3233888.10    | 0.07%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF                                                                     | FREMF, Series 20K-1517, Class C                                                                               | CUSIP: 30315VAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5500000 | PA      | $2516122.40    | 0.05%             | 2035-08-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class B                                          | CUSIP: 46647TAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850000 | PA      | $807035.39     | 0.02%             | 2050-03-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-KF72, Class B                                                               | CUSIP: 30314JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     730796 | PA      | $711296.16     | 0.01%             | 2026-11-25      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-100                                                                                         | CUSIP: 38380PXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5521500 | PA      | $330281.23     | 0.01%             | 2062-05-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1719000 | PA      | $1290212.64    | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | 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        |    3631000 | PA      | $3702547.77    | 0.08%             | 2037-11-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     450000 | PA      | $468339.30     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                                     | Toorak Mortgage Trust, Series 2024-RRTL1, Class A1                                                            | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2150000 | PA      | $2161992.27    | 0.05%             | 2039-02-25      | Variable      | 6.60%                 | 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        |    4000000 | PA      | $4013130.80    | 0.08%             | 2030-07-16      | Floating      | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                            | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1335000 | PA      | $1475592.86    | 0.03%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-69, Class SW                                                                                | CUSIP: 38385FAU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12640860 | PA      | $631485.55     | 0.01%             | 2055-04-20      | Floating      | 0.78%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5520, Class SE                                                                           | CUSIP: 3137HK3Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9041553 | PA      | $668846.16     | 0.01%             | 2055-03-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADHB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11656257 | PA      | $12118758.50   | 0.25%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                                                | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     345000 | PA      | $335447.23     | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd., 1st Lien Term Loan                                                                    | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1377197 | PA      | $1379496.47    | 0.03%             | 2030-06-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                           | Gulfport Energy Operating Corp.                                                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1243027.62    | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     393000 | PA      | $405917.12     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HMFD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1355521 | PA      | $1393038.33    | 0.03%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2019-CD8, Class E                                                                   | CUSIP: 12515BAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $2114191.94    | 0.04%             | 2057-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   85053399 | PA      | $86784928.17   | 1.82%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                                        | SBA Small Business Investment Cos., Series 2023-10B, Class 1                                                  | CUSIP: 831641FW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1792845 | PA      | $1862310.66    | 0.04%             | 2033-09-10      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K082, Class X3                               | CUSIP: 3137FJKH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $641659.00     | 0.01%             | 2046-10-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                    | Shutterfly Finance LLC                                                                                        | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205391 | PA      | $192554.06     | 0.00%             | 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        |     710000 | PA      | $743754.11     | 0.02%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                        | Columbia Pipelines Holding Co. LLC                                                                            | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     390000 | PA      | $407984.00     | 0.01%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                            | Citi Asset Receivables Trust I, Series 2025-3, Class CERT                                                     | CUSIP: 17302FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11425122 | PA      | $11559938.27   | 0.24%             | 2031-06-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2022-B36, Class A5                                                           | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $785713.28     | 0.02%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                                               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     720000 | PA      | $754217.42     | 0.02%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class B1                                                           | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    8386000 | PA      | $8626117.18    | 0.18%             | 2041-11-25      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                                           | Goat Holdco LLC                                                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     218000 | PA      | $221782.30     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    1000000 | PA      | $996690.00     | 0.02%             | 2027-01-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                       | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1087359.15    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-KW09, Class X2B                                                             | CUSIP: 30298GAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $30257.00      | 0.00%             | 2029-06-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K109, Class X3                               | CUSIP: 3137FTG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3400000 | PA      | $456335.42     | 0.01%             | 2048-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2019-BN20, Class D                                                                               | CUSIP: 06540AAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $400381.45     | 0.01%             | 2062-09-15      | Fixed         | 2.50%                 | Yes           |                  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        |   14600000 | PA      | $58258.38      | 0.00%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K759, Class X3                               | CUSIP: 3137HJZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1026415 | PA      | $280649.47     | 0.01%             | 2057-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K130, Class X1                               | CUSIP: 3137H1YX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6164505 | PA      | $300356.90     | 0.01%             | 2031-06-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2015-C29, Class D                                               | CUSIP: 94989KBC6<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |    5107000 | PA      | $4794401.55    | 0.10%             | 2048-06-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                          | Provident Funding Mortgage Trust, Series 2025-2, Class A1                                                     | CUSIP: 74389DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3908219 | PA      | $3964095.28    | 0.08%             | 2055-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust                                                                 | IRV Trust, Series 2025-200P, Class D                                                                          | CUSIP: 45006HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1009401.20    | 0.02%             | 2047-03-14      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                                              | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1171360.71    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     800000 | PA      | $783872.00     | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 31426HAJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10095708 | PA      | $10333928.25   | 0.22%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                                         | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1711120.44    | 0.04%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                  | Avis Budget Rental Car Funding AESOP LLC, Series 2023-1A, Class C                                             | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1207000 | PA      | $1236914.05    | 0.03%             | 2029-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd.                                                 | Madison Park Funding Ltd., Series 2020-45A, Class CRR                                                         | CUSIP: 55820BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1075000 | PA      | $1075199.95    | 0.02%             | 2034-07-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K743, Class X3                               | CUSIP: 3137H14E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13000000 | PA      | $919279.40     | 0.02%             | 2049-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Aventura  Mall Trust                                                      | Aventura  Mall Trust, Series 2018-AVM, Class A                                                                | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2220000 | PA      | $2197018.12    | 0.05%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2018-C5, Class XA                                                 | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1441961 | PA      | $23114.06      | 0.00%             | 2051-06-10      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6CG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      93459 | PA      | $96045.82      | 0.00%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1504 | NC      | $773961.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4725232.65    | 0.10%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                                   | Neuberger Berman Loan Advisers CLO Ltd., Series 2019-34A, Class BR2                                           | CUSIP: 64132YBJ0<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3298227.90    | 0.07%             | 2039-07-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                                                    | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     335000 | PA      | $342326.24     | 0.01%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                        | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    1500000 | PA      | $1549935.00    | 0.03%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                                              | TriMas Corp.                                                                                                  | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62551.26      | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-17                                                                                          | CUSIP: 38380RNX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12794904 | PA      | $1010789.71    | 0.02%             | 2061-01-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                 | First Student Bidco, Inc.                                                                                     | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $170648.26     | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding SA                                                  | Altice France Holding SA                                                                                      | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $144000.00     | 0.00%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                                            | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2253216.19    | 0.05%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618H3JE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     507045 | PA      | $526327.94     | 0.01%             | 2054-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                            | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1750000 | PA      | $1814161.65    | 0.04%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    1700000 | PA      | $1689800.00    | 0.04%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2020-L4, Class D                                                       | CUSIP: 61770KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $371885.75     | 0.01%             | 2053-02-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K144, Class X1                               | CUSIP: 3137H7MB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4084289 | PA      | $83238.21      | 0.00%             | 2032-04-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    4600000 | PA      | $4144600.00    | 0.09%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2023-DNA2, Class B1                                                           | CUSIP: 35564KW70<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1131250.00    | 0.02%             | 2043-04-25      | Floating      | 11.95%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H030690<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -118200000 | PA      | $-104657392.21 | -2.20%            | 2055-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                                             | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     909000 | PA      | $927735.18     | 0.02%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                                     | Harvest Commercial Capital Loan Trust, Series 2024-1, Class A                                                 | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3419847 | PA      | $3492651.84    | 0.07%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  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        |    4300000 | PA      | $2857096.30    | 0.06%             | 2053-05-25      | None          | 0.00%                 | Yes           |                  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        |     635000 | PA      | $653069.18     | 0.01%             | 2038-11-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1538000 | PA      | $1563377.00    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    3400000 | PA      | $3217250.00    | 0.07%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2014-88, Class AJ                                                                                | CUSIP: 38378N7C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     799755 | PA      | $712275.66     | 0.01%             | 2055-03-16      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                                | PRM5 Trust, Series 2025-PRM5, Class C                                                                         | CUSIP: 693980AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1590000 | PA      | $1585875.86    | 0.03%             | 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        |     150000 | PA      | $144124.35     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                        | Millicom International Cellular SA                                                                            | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $372202.00     | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2024-8, Class A2                                                                             | CUSIP: 74448KAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2010016.60    | 0.04%             | 2029-12-25      | Variable      | 8.84%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                   | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class B2                                                           | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |   10230000 | PA      | $12188700.25   | 0.26%             | 2034-01-25      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                  | PRET LLC, Series 2025-NPL4, Class A1                                                                          | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5573461 | PA      | $5637157.41    | 0.12%             | 2055-04-25      | Variable      | 6.37%                 | Yes           |                  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        |     470904 | PA      | $466640.74     | 0.01%             | 2026-02-25      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                          | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $178200.00     | 0.00%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2942523.05    | 0.06%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                            | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     750000 | PA      | $776835.00     | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1005427.34    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                          | Barings CLO Ltd., Series 2022-3A, Class A2R                                                                   | CUSIP: 06762VAH9<br>LEI: 549300P3XUH38MXFT836 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3002646.00    | 0.06%             | 2037-10-20      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2464612.50    | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                       | COMM Mortgage Trust, Series 2024-CBM, Class B                                                                 | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1224000 | PA      | $1253538.30    | 0.03%             | 2041-12-10      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2018-B2, Class AS                                                 | CUSIP: 17327FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $982963.40     | 0.02%             | 2051-03-10      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       2910 | NC      | $1313034.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     500000 | PA      | $536500.00     | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 36179YDN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     787903 | PA      | $817999.29     | 0.02%             | 2053-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                                    | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1826070.05    | 0.04%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                         | GLS Auto Receivables Issuer Trust, Series 2022-2A, Class E                                                    | CUSIP: 36265NAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2497636.50    | 0.05%             | 2029-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The)                                                                                             | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1422670.28    | 0.03%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KG02, Class X1                               | CUSIP: 3137FPHS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14235686 | PA      | $434191.27     | 0.01%             | 2029-08-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-184                                                                                         | CUSIP: 38380RKU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3041848 | PA      | $196566.04     | 0.00%             | 2060-11-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2135318.54    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K147, Class X3                               | CUSIP: 3137H8C74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6400000 | PA      | $1301369.60    | 0.03%             | 2050-06-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                   | Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class E                                               | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1408564 | PA      | $1434137.88    | 0.03%             | 2033-12-15      | Fixed         | 8.41%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J7B74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3955635 | PA      | $4065121.36    | 0.09%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                         | Lamar Media Corp.                                                                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $537654.65     | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2023-C20, Class XA                                                               | CUSIP: 07336DAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13127998 | PA      | $617592.23     | 0.01%             | 2056-07-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class B                              | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3719218.40    | 0.08%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     670000 | PA      | $660516.35     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-46                                                                                          | CUSIP: 38381H5Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4444472 | PA      | $342582.55     | 0.01%             | 2065-07-16      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                   | Republic of El Salvador                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     350000 | PA      | $361691.75     | 0.01%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-110, Class AS                                                                               | CUSIP: 38384QUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3726276 | PA      | $394093.94     | 0.01%             | 2054-07-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K740, Class X1                               | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17720888 | PA      | $217341.38     | 0.00%             | 2027-09-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5GR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16058751 | PA      | $16531777.47   | 0.35%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                   | Banque Ouest Africaine de Developpement                                                                       | CUSIP: 06675QAE3<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    1800000 | PA      | $1827000.00    | 0.04%             | 2055-02-13      | Variable      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-40                                                                                          | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9998756 | PA      | $613816.61     | 0.01%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  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        |    1906000 | PA      | $1965433.46    | 0.04%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2018-KF43, Class B                                                               | CUSIP: 30296DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21473 | PA      | $20759.49      | 0.00%             | 2028-01-25      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| FREED ABS Trust                                                           | FREED ABS Trust, Series 2022-1FP, Class D                                                                     | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      46706 | PA      | $46475.17      | 0.00%             | 2029-03-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                  | PRET LLC, Series 2024-NPL7, Class A1                                                                          | CUSIP: 74136TAA6<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    2210310 | PA      | $2212564.41    | 0.05%             | 2054-10-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2017-K724, Class D                                                               | CUSIP: 30295XAW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18076 | PA      | $17457.39      | 0.00%             | 2049-12-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Other                                                                                                   | CUSIP: 3140LLZC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220000 | PA      | $226773.07     | 0.00%             | 2030-10-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                                   | Lendingpoint Asset Securitization Trust, Series 2022-A, Class D                                               | CUSIP: 52605AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1187175 | PA      | $693636.39     | 0.01%             | 2029-06-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                                                    | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    1848000 | PA      | $1583342.10    | 0.03%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                                  | OnDeck Asset Securitization Trust LLC, Series 2024-2A, Class A                                                | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $601453.62     | 0.01%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class D                                               | CUSIP: 95001MAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $3654962.00    | 0.08%             | 2050-07-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 19K-1514, Class C                                                                | CUSIP: 30315AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6000000 | PA      | $2868295.80    | 0.06%             | 2034-10-25      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27169168 | PA      | $27977457.27   | 0.59%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                                                   | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     725000 | PA      | $713130.16     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-23, Class SE                                                                                | CUSIP: 38385DZN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7224138 | PA      | $532104.70     | 0.01%             | 2055-02-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-22, Class AS                                                                                | CUSIP: 38385CX29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16063065 | PA      | $1035855.63    | 0.02%             | 2055-02-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                        | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     429000 | PA      | $434893.60     | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                         | Altar Bidco, Inc., 1st Lien Term Loan B                                                                       | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     446547 | PA      | $445430.94     | 0.01%             | 2029-02-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-6                                                                                           | CUSIP: 38380NP78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9573838 | PA      | $548892.07     | 0.01%             | 2062-10-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1078996.70    | 0.02%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                  | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $189260.84     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-120                                                                                         | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5473551 | PA      | $319149.09     | 0.01%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                                         | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     891000 | PA      | $888505.20     | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Knife River Corp.                                                         | Knife River Corp.                                                                                             | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $157321.20     | 0.00%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                           | CoreCivic, Inc.                                                                                               | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     635000 | PA      | $672063.68     | 0.01%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-169                                                                                         | CUSIP: 38380RFW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6129035 | PA      | $384441.29     | 0.01%             | 2062-07-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2012-71, Class YF                                                                         | CUSIP: 3136A6Z80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24029 | PA      | $23667.83      | 0.00%             | 2041-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                 | South Bow USA Infrastructure Holdings LLC                                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     595000 | PA      | $600101.09     | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                                            | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     455000 | PA      | $466655.28     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-63                                                                                          | CUSIP: 38380R2L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30756692 | PA      | $1810185.11    | 0.04%             | 2061-04-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 31425WSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     281639 | PA      | $283472.30     | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-28                                                                                          | CUSIP: 38380N3R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5295576 | PA      | $298870.13     | 0.01%             | 2061-11-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-KW09, Class C                                                               | CUSIP: 30298GAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     790000 | PA      | $579632.80     | 0.01%             | 2029-06-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2019-130                                                                                         | CUSIP: 38380NNM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17833292 | PA      | $908964.65     | 0.02%             | 2062-01-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-K105, Class D                                                               | CUSIP: 302975BJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $2640043.60    | 0.06%             | 2053-03-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                            | Rite Aid Corp.                                                                                                | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |     121000 | PA      | $0.00          | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2019-53, Class IA                                                                                | CUSIP: 38380M4K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1977369 | PA      | $98635.89      | 0.00%             | 2061-06-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618H4BF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     219330 | PA      | $227670.72     | 0.00%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-89, Class SC                                                                                | CUSIP: 38385GEN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9931419 | PA      | $1023192.43    | 0.02%             | 2055-05-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-5C7, Class A3                                                                 | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1457863.40    | 0.03%             | 2057-11-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2022-C17, Class XA                                                               | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47046530 | PA      | $3036392.47    | 0.06%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2022-BNK39, Class XA                                                                             | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8007753 | PA      | $182151.55     | 0.00%             | 2055-02-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKLD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     926706 | PA      | $961946.70     | 0.02%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  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        |   76418998 | PA      | $293953.32     | 0.01%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                           | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class M1                                    | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8998058 | PA      | $9044499.64    | 0.19%             | 2055-05-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                       | Exeter Automobile Receivables Trust, Series 2022-3A, Class D                                                  | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $405457.40     | 0.01%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     186462 | PA      | $171545.04     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                      | Edison International, Series B                                                                                | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4390000 | PA      | $3924873.79    | 0.08%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     690000 | PA      | $718602.90     | 0.02%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                               | Commonwealth of the Bahamas                                                                                   | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    2277000 | PA      | $2351002.50    | 0.05%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADUJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35861186 | PA      | $36854166.85   | 0.77%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class C                                          | CUSIP: 46645JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $142327.89     | 0.00%             | 2048-12-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd., 1st Lien Term Loan                                                                           | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1195000 | PA      | $1177409.60    | 0.02%             | 2030-10-08      | Variable      | 10.57%                | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-C9, Class XA                                                                  | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26962678 | PA      | $1722297.68    | 0.04%             | 2057-07-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, 1st Lien Term Loan                                                                          | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     492424 | PA      | $490498.86     | 0.01%             | 2028-01-18      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                   | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1997000 | PA      | $2078036.26    | 0.04%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K094, Class X1                               | CUSIP: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21043828 | PA      | $593842.11     | 0.01%             | 2029-06-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2025-11, Class SB                                                                         | CUSIP: 3136BUZ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7656282 | PA      | $594106.80     | 0.01%             | 2055-03-25      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618H03N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     116846 | PA      | $121440.34     | 0.00%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5580, Class UZ                                                                           | CUSIP: 3137HMYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3744967 | PA      | $3709857.93    | 0.08%             | 2055-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1549557.48    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-52, Class A                                                                                 | CUSIP: 38381J8E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1477139 | PA      | $1460452.49    | 0.03%             | 2056-03-16      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2024-95, Class SE                                                                         | CUSIP: 3136BTR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7592437 | PA      | $603424.89     | 0.01%             | 2054-12-25      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                         | Symphony CLO Ltd., Series 2021-29A, Class BR                                                                  | CUSIP: 87168GAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6455000 | PA      | $6455000.00    | 0.14%             | 2035-10-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                       | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     312000 | PA      | $330233.81     | 0.01%             | 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        |     433000 | PA      | $401183.03     | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                         | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class B                                                    | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     391000 | PA      | $400613.48     | 0.01%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte SARL                                                          | Guara Norte SARL                                                                                              | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |     307316 | PA      | $296175.80     | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                     | OneMain Direct Auto Receivables Trust, Series 2025-1A, Class D                                                | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1522000 | PA      | $1564978.24    | 0.03%             | 2037-07-14      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                                          | Elmwood CLO Ltd., Series 2023-2A, Class CR                                                                    | CUSIP: 29003YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2615000 | PA      | $2611561.28    | 0.05%             | 2036-04-16      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    2719000 | PA      | $2959498.27    | 0.06%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140QS4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10270831 | PA      | $10757996.48   | 0.23%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3132DTUC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7742480 | PA      | $7951784.41    | 0.17%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                     | California Infrastructure and Economic Development Bank, Brightline West Passenger Rail Project, Series 2025A | CUSIP: 13034A6B1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    2200000 | PA      | $2021784.82    | 0.04%             | 2065-01-01      | Variable      | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Termocandelaria Power SA                                                  | Termocandelaria Power SA                                                                                      | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     650000 | PA      | $669500.00     | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                     | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1043679.06    | 0.02%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                       | Exeter Automobile Receivables Trust, Series 2022-1A, Class E                                                  | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1070000 | PA      | $1052591.10    | 0.02%             | 2029-10-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                                                    | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     690000 | PA      | $711948.90     | 0.01%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1353171.58    | 0.03%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Buxl 30 Year Bond                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -236 | NC      | $1229678.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     110000 | PA      | $115874.33     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                      | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     500000 | PA      | $506449.27     | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                   | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1872000 | PA      | $1913560.98    | 0.04%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                       | DT Auto Owner Trust, Series 2022-1A, Class E                                                                  | CUSIP: 23345YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2395769.28    | 0.05%             | 2029-03-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    1052681 | PA      | $1038543.49    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                 | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     795000 | PA      | $793566.46     | 0.02%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                    | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $387607.16     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2019-GC40, Class E                                                       | CUSIP: 36257HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $514560.64     | 0.01%             | 2052-07-10      | Fixed         | 3.00%                 | 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        |    3500000 | PA      | $2940000.00    | 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      |
| FHLMC                                                                     | FHLMC, Series 2021-MN2, Class B1                                                                              | CUSIP: 35563JAC7<br>LEI: 549300OXOJE8K5OHDX86 | Long             | ABS-MBS          | USGSE             | US        |     200000 | PA      | $199998.40     | 0.00%             | 2041-07-25      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     745000 | PA      | $731302.65     | 0.02%             | 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        |    1250000 | PA      | $1331875.00    | 0.03%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC                                                                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     636000 | PA      | $647902.74     | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust                                                                 | IRV Trust, Series 2025-200P, Class B                                                                          | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10050000 | PA      | $10075233.54   | 0.21%             | 2047-03-14      | Variable      | 5.62%                 | 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        |     930000 | PA      | $958283.63     | 0.02%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2025-69, Class Z                                                                          | CUSIP: 3136BWD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8500487 | PA      | $8393434.80    | 0.18%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3441000 | PA      | $3533576.66    | 0.07%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K095, Class XAM                              | CUSIP: 3137FNAJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1614000 | PA      | $71180.47      | 0.00%             | 2029-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-128, Class SA                                                                               | CUSIP: 38384UML0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6935376 | PA      | $624561.09     | 0.01%             | 2054-08-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| BMARK                                                                     | BMARK, Series 2023-V4, Class A3                                                                               | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3833642.52    | 0.08%             | 2056-11-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                       | Starwood Mortgage Residential Trust, Series 2020-INV1, Class B2                                               | CUSIP: 85573EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $213192.80     | 0.00%             | 2055-11-25      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2016-P6, Class D                                                  | CUSIP: 17291EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2124685.50    | 0.04%             | 2049-12-10      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                   | Instituto Costarricense de Electricidad                                                                       | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | NUSS              | CR        |     200000 | PA      | $208938.00     | 0.00%             | 2031-10-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2023-3, Class D                                          | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1843084.08    | 0.04%             | 2029-10-12      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6BD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     494790 | PA      | $514246.71     | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                                | Esab Corp.                                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     330000 | PA      | $339310.62     | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bond                                        | Sultanate of Oman Government Bond                                                                             | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    1800000 | PA      | $1983942.00    | 0.04%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-161, Class X3                              | CUSIP: 3137HB3A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2700000 | PA      | $900521.01     | 0.02%             | 2033-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K092, Class X3                               | CUSIP: 3137FLYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43959013 | PA      | $3233471.14    | 0.07%             | 2047-05-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-5                                                                                           | CUSIP: 38380RSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19870417 | PA      | $1567249.33    | 0.03%             | 2061-01-16      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-23, Class SL                                                                                | CUSIP: 38385DYZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11408537 | PA      | $870797.66     | 0.02%             | 2055-02-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -145600000 | PA      | $-140209503.62 | -2.94%            | 2055-09-15      | Fixed         | 4.50%                 | 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        |    1349787 | PA      | $1349786.98    | 0.03%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1992316.70    | 0.04%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-210                                                                                         | CUSIP: 38381HL25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3486745 | PA      | $215413.91     | 0.00%             | 2064-07-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                   | FHLMC STACR REMIC Trust, Series 2021-DNA1, Class B2                                                           | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | CORP              | US        |    1585000 | PA      | $1754433.49    | 0.04%             | 2051-01-25      | Floating      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-163, Class X3                              | CUSIP: 3137HCXN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $901879.50     | 0.02%             | 2034-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                                                | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F0226A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -33900000 | PA      | $-28140324.57  | -0.59%            | 2055-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $198203.00     | 0.00%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD4, Class D                                                                   | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1689389.40    | 0.04%             | 2050-05-10      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO Ltd.                                                       | Shackleton CLO Ltd., Series 2019-15A, Class BR                                                                | CUSIP: 81883MAN3<br>LEI: 549300O6RVX5OXLL7335 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001838.00    | 0.04%             | 2032-01-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                                   | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                                                   | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     714210 | PA      | $714845.65     | 0.02%             | 2031-11-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M2                                                           | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6577500.00    | 0.14%             | 2042-06-25      | Floating      | 11.10%                | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2024-2, Class D                                          | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1330000 | PA      | $1368314.51    | 0.03%             | 2030-04-12      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                        | MIWD Holdco II LLC, 1st Lien Term Loan                                                                        | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |     994981 | PA      | $998871.53     | 0.02%             | 2031-03-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HTWN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     259274 | PA      | $269403.42     | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                         | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4185000 | PA      | $4164158.70    | 0.09%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                             | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1410000 | PA      | $1464111.56    | 0.03%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                       | Exeter Automobile Receivables Trust, Series 2023-3A, Class D                                                  | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     954000 | PA      | $976006.40     | 0.02%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     200000 | PA      | $199510.00     | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HAJS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1196591 | PA      | $1243560.72    | 0.03%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                                                               | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $3776887.05    | 0.08%             | 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        |   40695488 | PA      | $153291.76     | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-150                                                                                         | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     239552 | PA      | $16819.16      | 0.00%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-35                                                                                          | CUSIP: 38380RWA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3096979 | PA      | $223957.41     | 0.00%             | 2062-12-16      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2023-C7, Class A5                                                                  | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1611696.60    | 0.03%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                     | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    3600000 | PA      | $3576420.00    | 0.08%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $193844.00     | 0.00%             | 2032-05-22      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    3100000 | PA      | $3155800.00    | 0.07%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                   | Belron Finance 2019 LLC, 1st Lien Term Loan                                                                   | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     287619 | PA      | $288841.33     | 0.01%             | 2031-10-16      | Variable      | 6.74%                 | 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        |    2221000 | PA      | $2236971.43    | 0.05%             | 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        |    4000000 | PA      | $4224631.20    | 0.09%             | 2031-01-15      | Fixed         | 8.21%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-42                                                                                          | CUSIP: 38381MBQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   82598051 | PA      | $3954794.69    | 0.08%             | 2065-11-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2060000 | PA      | $2131810.96    | 0.04%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JSF82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1046265 | PA      | $1075224.15    | 0.02%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2018-K84, Class D                                                                | CUSIP: 30297RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $2665233.20    | 0.06%             | 2028-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                      | LHOME Mortgage Trust, Series 2024-RTL3, Class A1                                                              | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2360000 | PA      | $2386481.56    | 0.05%             | 2029-05-25      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                               | Business Jet Securities LLC, Series 2024-2A, Class C                                                          | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     760376 | PA      | $762179.63     | 0.02%             | 2039-09-15      | Fixed         | 7.97%                 | Yes           |                  3 | On Loan: No      |
| Transocean, Inc.                                                          | Transocean, Inc.                                                                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     273750 | PA      | $289815.29     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    2100000 | PA      | $2081100.00    | 0.04%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                                   | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200464.43     | 0.00%             | 2029-03-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                        | Ballyrock CLO Ltd., Series 2020-2A, Class A2R                                                                 | CUSIP: 05875DAL6<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3506769.00    | 0.07%             | 2031-10-20      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                         | GLS Auto Receivables Issuer Trust, Series 2024-4A, Class D                                                    | CUSIP: 36270YAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2465000 | PA      | $2527089.41    | 0.05%             | 2030-07-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                           | Hertz Vehicle Financing LLC, Series 2023-4A, Class D                                                          | CUSIP: 42806MCH0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1569417.75    | 0.03%             | 2030-03-25      | Fixed         | 9.44%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                      | Compass Minerals International, Inc.                                                                          | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     285000 | PA      | $298105.73     | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP, Class G                                                                         | CUSIP: 78472UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1677683 | PA      | $1676854.40    | 0.04%             | 2038-11-15      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                | JPMDB Commercial Mortgage Securities Trust, Series 2019-COR6, Class D                                         | CUSIP: 48129RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $498579.50     | 0.01%             | 2052-11-13      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                    | Santander Drive Auto Receivables Trust, Series 2021-3, Class D                                                | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     271869 | PA      | $271405.03     | 0.01%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                   | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1400000 | PA      | $1533350.00    | 0.03%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     600000 | PA      | $599796.00     | 0.01%             | 2025-11-21      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-2A, Class A                                                               | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     915000 | PA      | $915248.15     | 0.02%             | 2034-02-21      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                     | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $222424.00     | 0.00%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                       | NuStar Logistics LP                                                                                           | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     975000 | PA      | $980212.35     | 0.02%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2023-MN7, Class M2                                                                              | CUSIP: 35563QAB3<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |    2348000 | PA      | $2448803.63    | 0.05%             | 2043-09-25      | Floating      | 10.05%                | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     800000 | PA      | $630288.00     | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  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        |     400000 | PA      | $276360.00     | 0.01%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class X1                               | CUSIP: 3137FJXX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  129434605 | PA      | $289506.38     | 0.01%             | 2028-09-25      | Variable      | 0.18%                 | No            |                  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        |   91261401 | NS      | $91288779.62   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                                         | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    1577000 | PA      | $1588657.58    | 0.03%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-51, Class SA                                                                                | CUSIP: 38385DT97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   49011908 | PA      | $3557230.36    | 0.07%             | 2055-03-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J1Y72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     554262 | PA      | $575339.67     | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                      | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     835872 | PA      | $819154.56     | 0.02%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                                         | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1744345 | PA      | $1746525.88    | 0.04%             | 2039-02-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K115, Class X1                               | CUSIP: 3137FWG95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7875176 | PA      | $412450.51     | 0.01%             | 2030-06-25      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                      | LHOME Mortgage Trust, Series 2023-RTL2, Class A1                                                              | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395111 | PA      | $395308.81     | 0.01%             | 2028-06-25      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 19K-1511, Class C                                                                | CUSIP: 30309KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5327320 | PA      | $2589615.05    | 0.05%             | 2034-04-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2024-B, Class D                                                     | CUSIP: 00835AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2078000 | PA      | $2077904.41    | 0.04%             | 2029-09-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5578, Class ZC                                                                           | CUSIP: 3137HMVR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8957500 | PA      | $8823137.50    | 0.19%             | 2055-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-110, Class SC                                                                               | CUSIP: 38384QTR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4480575 | PA      | $393526.18     | 0.01%             | 2054-07-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-144                                                                                         | CUSIP: 38381DP87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   70828426 | PA      | $4336357.03    | 0.09%             | 2063-04-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Banc of America Re-REMIC Trust                                            | Banc of America Re-REMIC Trust, Series 2024-FRR1, Class C                                                     | CUSIP: 05942XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $1962885.30    | 0.04%             | 2049-04-27      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HPG30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80287 | PA      | $82903.32      | 0.00%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     700000 | PA      | $743687.95     | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                          | Barings CLO Ltd., Series 2022-1A, Class B                                                                     | CUSIP: 06760DAC2<br>LEI: 54930077KYY3RXLTEG63 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7015372.00    | 0.15%             | 2035-04-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1561160.01    | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                 | Republic of Serbia                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     400000 | PA      | $409600.00     | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                                                      | CUSIP: N/A<br>LEI: 529900UD1KUUS4SFD905       | Long             | DBT              | NUSS              | BB        |    1000000 | PA      | $1008875.00    | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     650000 | PA      | $650140.40     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                           | Hertz Vehicle Financing LLC, Series 2023-2A, Class D                                                          | CUSIP: 42806MBZ1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4383151.92    | 0.09%             | 2029-09-25      | Fixed         | 9.40%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |     400000 | PA      | $416124.00     | 0.01%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                         | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class B                                                    | CUSIP: 22537GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     708000 | PA      | $721458.16     | 0.02%             | 2034-05-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2021-MN3, Class B1                                                                              | CUSIP: 35563GAC3<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |    1750000 | PA      | $1855441.88    | 0.04%             | 2051-11-25      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $797663.33     | 0.02%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618H96T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      98562 | PA      | $101410.98     | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-144, Class IB                                                                               | CUSIP: 38381JTQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4711806 | PA      | $271865.09     | 0.01%             | 2064-12-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     860000 | PA      | $811790.55     | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     400000 | PA      | $394400.00     | 0.01%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2025-2A, Class C                                                               | CUSIP: 52603GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4031588.00    | 0.08%             | 2034-10-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                  | Boost Newco Borrower LLC, 1st Lien Term Loan B-2                                                              | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     373127 | PA      | $373220.63     | 0.01%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    2600000 | PA      | $2288455.00    | 0.05%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1100000 | PA      | $1101716.00    | 0.02%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5C80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   90161876 | PA      | $92870705.46   | 1.95%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5387, Class KB                                                                           | CUSIP: 3137HBSQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2900000 | PA      | $3060063.47    | 0.06%             | 2054-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5XX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     297765 | PA      | $306025.17     | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2022-B33, Class A5                                                           | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $738417.92     | 0.02%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                                                   | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499540.60     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q014, Class X                                | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1778189 | PA      | $258002.63     | 0.01%             | 2055-10-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    4289000 | PA      | $4391219.74    | 0.09%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618F9X88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     151386 | PA      | $157143.22     | 0.00%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HSHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     296580 | PA      | $309150.65     | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | 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        |    4400000 | PA      | $4254039.68    | 0.09%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                              | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     877590 | PA      | $901925.10     | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                        | FS Luxembourg Sarl                                                                                            | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     230000 | PA      | $234641.40     | 0.00%             | 2033-06-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class AS                                         | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     970000 | PA      | $954472.43     | 0.02%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618H96M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     163798 | PA      | $170739.49     | 0.00%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3323000 | PA      | $3314027.24    | 0.07%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618GREW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1028670 | PA      | $1067788.37    | 0.02%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                  | Avis Budget Rental Car Funding AESOP LLC, Series 2023-4A, Class A                                             | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $822544.24     | 0.02%             | 2029-06-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     514000 | PA      | $517696.17     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2025-MN10, Class M2                                                                             | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1496750.85    | 0.03%             | 2045-02-25      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                      | Xerox Holdings Corp.                                                                                          | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     930000 | PA      | $603460.51     | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HAN76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      98812 | PA      | $102570.19     | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                   | FHLMC STACR REMIC Trust, Series 2022-DNA4, Class M1B                                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6228142.80    | 0.13%             | 2042-05-25      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5EX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  158691044 | PA      | $163365520.56  | 3.43%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                     | Miter Brands Acquisition Holdco, Inc.                                                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     755000 | PA      | $778301.57     | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J92E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     227535 | PA      | $233832.51     | 0.00%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     550000 | PA      | $604677.70     | 0.01%             | 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        |    1995000 | PA      | $1924204.43    | 0.04%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2023-5C1, Class A3                                                                 | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6280000 | PA      | $6618292.30    | 0.14%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                             | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $185470.42     | 0.00%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                 | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     342000 | PA      | $345513.02     | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    3000000 | PA      | $2952187.50    | 0.06%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-56                                                                                          | CUSIP: 38380PGL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7100712 | PA      | $467801.31     | 0.01%             | 2061-11-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2023-MN7, Class B1                                                                              | CUSIP: 35563QAC1<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |    1750000 | PA      | $1933361.68    | 0.04%             | 2043-09-25      | Floating      | 13.20%                | Yes           |                  2 | On Loan: No      |
| Octagon 64 Ltd.                                                           | Octagon Ltd., Series 2022-1A, Class DR                                                                        | CUSIP: 67579ABE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16800000 | PA      | $16768903.20   | 0.35%             | 2037-07-21      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2022000 | PA      | $2086865.76    | 0.04%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JWEK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     269992 | PA      | $277465.03     | 0.01%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-120, Class SH                                                                               | CUSIP: 38381N7N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4191658 | PA      | $4415700.30    | 0.09%             | 2055-07-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                            | Mariner Finance issuance Trust, Series 2024-BA, Class A                                                       | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2038545.60    | 0.04%             | 2038-11-20      | Fixed         | 4.91%                 | 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        |     576000 | PA      | $587285.86     | 0.01%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1517, Class X1                             | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19158736 | PA      | $1754572.35    | 0.04%             | 2035-07-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2022-SFR2, Class F                                                | CUSIP: 64830RAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4703636.00    | 0.10%             | 2039-09-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                             | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    3427000 | PA      | $3387383.88    | 0.07%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JSAU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9669260 | PA      | $9936895.23    | 0.21%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K101, Class X3                               | CUSIP: 3137FQ4C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $1392098.00    | 0.03%             | 2029-10-25      | Variable      | 1.95%                 | No            |                  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        |    1300000 | PA      | $1144534.43    | 0.02%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-5C7, Class XA                                                                 | CUSIP: 09660WAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19941796 | PA      | $692550.65     | 0.01%             | 2057-11-15      | Variable      | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    1100000 | PA      | $1157409.00    | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                                   | EnfraGen Energia Sur SA                                                                                       | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $550500.00     | 0.01%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-108                                                                                         | CUSIP: 38381JMN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11586095 | PA      | $412562.29     | 0.01%             | 2059-08-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K103, Class X1                               | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25734017 | PA      | $592497.44     | 0.01%             | 2029-11-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD6, Class B                                                                   | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1667211.18    | 0.03%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     270000 | PA      | $290819.43     | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | 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        |     623036 | PA      | $4273.09       | 0.00%             | 2027-08-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                                                     | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     200000 | PA      | $213650.00     | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-1, Class SV                                                                                 | CUSIP: 38385CJT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9811986 | PA      | $568522.18     | 0.01%             | 2055-01-20      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-60                                                                                          | CUSIP: 38380R4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2170773 | PA      | $132751.02     | 0.00%             | 2063-05-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                           | Nordstrom, Inc.                                                                                               | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     255000 | PA      | $224629.50     | 0.00%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618GSHU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     823089 | PA      | $855398.28     | 0.02%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J14Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65541 | PA      | $68049.63      | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Connecticut Avenue Securities, Series 2017-C03, Class 1B1                                               | CUSIP: 30711XJW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     780000 | PA      | $830238.16     | 0.02%             | 2029-10-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class X1                              | CUSIP: 3137H9CB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17459699 | PA      | $371935.25     | 0.01%             | 2032-09-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618H8UB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     157206 | PA      | $161820.29     | 0.00%             | 2044-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     800000 | PA      | $807774.01     | 0.02%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-1, Class SL                                                                                 | CUSIP: 38385CGD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4449452 | PA      | $353722.51     | 0.01%             | 2055-01-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                         | Credit Acceptance Auto Loan Trust, Series 2023-1A, Class A                                                    | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     322543 | PA      | $323695.08     | 0.01%             | 2033-03-15      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                                                       | Republic of Senegal                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    3100000 | PA      | $2299828.00    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     400000 | PA      | $400200.00     | 0.01%             | 2025-09-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     580000 | PA      | $598871.45     | 0.01%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2017-K62, Class B                                                                | CUSIP: 302949AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     415000 | PA      | $410220.98     | 0.01%             | 2050-01-25      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2023-K752, Class X2A                                                             | CUSIP: 30333RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43364062 | PA      | $160672.52     | 0.00%             | 2060-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                        | Millicom International Cellular SA                                                                            | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |     180000 | PA      | $178593.75     | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                         | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $207200.00     | 0.00%             | 2037-02-06      | Fixed         | 6.55%                 | 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        |     496241 | PA      | $496156.25     | 0.01%             | 2031-01-27      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Connecticut Avenue Securities, Series 2017-C06, Class 1B1                                               | CUSIP: 30711XQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $479770.92     | 0.01%             | 2030-02-25      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                                          | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     176000 | PA      | $176160.34     | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-142, Class XI                                                                               | CUSIP: 38382XTB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     126536 | PA      | $22609.42      | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                     | Theorem Funding Trust, Series 2022-2A, Class B                                                                | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     393419 | PA      | $396314.54     | 0.01%             | 2028-12-15      | Fixed         | 9.27%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $2079659.42    | 0.04%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2024-V7, Class A3                                                            | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4240894.00    | 0.09%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     532400 | PA      | $509107.50     | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                            | JELD-WEN, Inc.                                                                                                | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196771.32     | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-141, Class SA                                                                               | CUSIP: 38381DA83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1668510 | PA      | $81980.91      | 0.00%             | 2063-06-16      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-165                                                                                         | CUSIP: 38381HSL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9326252 | PA      | $457358.47     | 0.01%             | 2064-06-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2018-KW07, Class B                                                               | CUSIP: 30297NAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     300000 | PA      | $271040.07     | 0.01%             | 2031-10-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2025-1A, Class A                                                               | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2126650.89    | 0.04%             | 2034-09-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     315000 | PA      | $326874.20     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     300000 | PA      | $255564.00     | 0.01%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                     | DB Master Finance LLC, Series 2021-1A, Class A23                                                              | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     288750 | PA      | $255391.95     | 0.01%             | 2051-11-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    1258000 | PA      | $1303024.17    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     410000 | PA      | $405918.12     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     550379 | PA      | $523548.14     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1351185.69    | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital BV                                                           | MV24 Capital BV                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     878784 | PA      | $861296.20     | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2022-2, Class E                                          | CUSIP: 02530BAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $190355.66     | 0.00%             | 2028-06-13      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                                         | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1717000 | PA      | $1706172.77    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | 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        |   63985801 | PA      | $242602.17     | 0.01%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     600000 | PA      | $578643.00     | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                                                | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     310000 | PA      | $319395.17     | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     695000 | PA      | $702010.47     | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2014-CR20, Class D                                                          | CUSIP: 12592LAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2350000 | PA      | $1769738.00    | 0.04%             | 2047-11-10      | Fixed         | 3.22%                 | Yes           |                  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        |    1515000 | PA      | $1533821.60    | 0.03%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-149                                                                                         | CUSIP: 38381HNW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12941021 | PA      | $503097.71     | 0.01%             | 2064-06-16      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc., 1st Lien Term Loan B                                                             | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     143556 | PA      | $144744.20     | 0.00%             | 2032-04-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                                       | Phoenix Newco, Inc., 1st Lien Term Loan                                                                       | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     572616 | PA      | $572913.27     | 0.01%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras SA                                         | Centrais Eletricas Brasileiras SA                                                                             | CUSIP: 15234VAA5<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |     890000 | PA      | $896394.65     | 0.02%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, Single Family, 30 Year                                                                               | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  250068688 | PA      | $251904307.20  | 5.29%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     640000 | PA      | $693376.00     | 0.01%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140W2D73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11484466 | PA      | $11792241.97   | 0.25%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Democratic Socialist Republic of Sri Lanka                                                                    | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     342936 | PA      | $287637.57     | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Greenko Dutch BV                                                          | Greenko Dutch BV                                                                                              | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |     352000 | PA      | $347952.00     | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2024-R01, Class 1B1                                               | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2560897.75    | 0.05%             | 2044-01-25      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                                                      | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     736000 | PA      | $750761.95     | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-41, Class SE                                                                                | CUSIP: 38385EMP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7296364 | PA      | $807279.89     | 0.02%             | 2055-03-20      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HAK95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     476242 | PA      | $489423.71     | 0.01%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jetblue Airways Corp.                                                     | Jetblue Airways Corp., 1st Lien Term Loan                                                                     | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     930481 | PA      | $877443.78     | 0.02%             | 2029-08-13      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                           | NYMT Loan Trust, Series 2024-BPL3, Class A1                                                                   | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $699516.37     | 0.01%             | 2039-09-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2481000 | PA      | $2459291.25    | 0.05%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HSJB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     148134 | PA      | $154412.37     | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                      | FirstKey Homes Trust, Series 2022-SFR3, Class F1                                                              | CUSIP: 33768EAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1789691.70    | 0.04%             | 2038-07-17      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     362000 | PA      | $359881.21     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     425000 | PA      | $409157.87     | 0.01%             | 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        |      22913 | PA      | $23142.13      | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | 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 C                                  | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $1877099.70    | 0.04%             | 2049-11-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2025-1A, Class D                                                               | CUSIP: 52604QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3068563.80    | 0.06%             | 2034-09-20      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     700000 | PA      | $743288.00     | 0.02%             | 2030-05-14      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-KW10, Class X2A                                                             | CUSIP: 30298XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14094819 | PA      | $42635.42      | 0.00%             | 2032-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-28                                                                                          | CUSIP: 38381HX48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7751916 | PA      | $522127.99     | 0.01%             | 2065-02-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618K5ZE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     504814 | PA      | $518823.56     | 0.01%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-26                                                                                          | CUSIP: 38381JBM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4869644 | PA      | $319411.17     | 0.01%             | 2065-04-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKKT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1348047 | PA      | $1400963.50    | 0.03%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6625.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-133                                                                                         | CUSIP: 38381DXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31787286 | PA      | $2102757.55    | 0.04%             | 2063-07-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                                                    | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    3201050 | PA      | $2539891.05    | 0.05%             | 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        |   15633000 | PA      | $63280.82      | 0.00%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     710000 | PA      | $702575.03     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     400000 | PA      | $367769.68     | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2015-CR22, Class D                                                          | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1587808.00    | 0.03%             | 2048-03-10      | Variable      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2024-A, Class A                                                       | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2563000 | PA      | $2593339.26    | 0.05%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Peace Park CLO Ltd.                                                       | Peace Park CLO Ltd., Series 2021-1A, Class BR                                                                 | CUSIP: 70470MAS4<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |    5400000 | PA      | $5400000.00    | 0.11%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS2, Class B                                              | CUSIP: 94989MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3343524.10    | 0.07%             | 2058-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                       | Exeter Automobile Receivables Trust, Series 2022-4A, Class D                                                  | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     168000 | PA      | $169234.50     | 0.00%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                         | ACCO Brands Corp.                                                                                             | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1170598.83    | 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        |    5476986 | PA      | $5120008.10    | 0.11%             | 2058-09-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-11                                                                                          | CUSIP: 38380RRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8357024 | PA      | $609607.30     | 0.01%             | 2062-12-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3331747.78    | 0.07%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                                     | Toorak Mortgage Trust, Series 2024-2, Class A1                                                                | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2809908.92    | 0.06%             | 2031-10-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                | Edgewell Personal Care Co.                                                                                    | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $4283907.65    | 0.09%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 36202C5D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        158 | PA      | $162.88        | 0.00%             | 2028-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X1                               | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24799565 | PA      | $1027483.16    | 0.02%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2024-V5, Class C                                                             | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $311754.63     | 0.01%             | 2057-01-10      | Variable      | 7.20%                 | No            |                  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        |     302746 | PA      | $261118.69     | 0.01%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                    | Sequoia Mortgage Trust, Series 2025-7, Class A1                                                               | CUSIP: 81749VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8348628 | PA      | $8467988.69    | 0.18%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1116000 | PA      | $1120000.86    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                                                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1793220.00    | 0.04%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2021-A, Class D                                                       | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $780786.88     | 0.02%             | 2031-12-22      | Fixed         | 5.23%                 | 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        |    3000000 | PA      | $211236.60     | 0.00%             | 2046-09-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2025-55, Class SC                                                                         | CUSIP: 3136BWSE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18756469 | PA      | $1748751.92    | 0.04%             | 2055-07-25      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J3DT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      94357 | PA      | $96968.36      | 0.00%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                                | Pike Corp.                                                                                                    | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     275000 | PA      | $294282.18     | 0.01%             | 2031-01-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-190, Class CS                                                                               | CUSIP: 38385AFC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4926453 | PA      | $380003.92     | 0.01%             | 2054-11-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                                 | ATS Corp.                                                                                                     | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $143492.43     | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     467000 | PA      | $473266.21     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                                                       | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     115000 | PA      | $116992.95     | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2023-1, Class A1                                                           | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     583049 | PA      | $582674.74     | 0.01%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-K109, Class D                                                               | CUSIP: 30314RAS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $4620105.70    | 0.10%             | 2053-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     290000 | PA      | $295028.31     | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2021-7A, Class CR                                                                 | CUSIP: 14316WAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1753633.00    | 0.04%             | 2040-04-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                                                | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2270787.50    | 0.05%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     745000 | PA      | $696588.86     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     400000 | PA      | $427200.00     | 0.01%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                          | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     897000 | PA      | $872408.12     | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-KW09, Class X2A                                                             | CUSIP: 30298GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18579744 | PA      | $45527.80      | 0.00%             | 2029-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     718000 | PA      | $728990.43     | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2018-C6, Class XA                                                 | CUSIP: 17327GAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2006976 | PA      | $42529.03      | 0.00%             | 2051-11-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618JSAV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9910006 | PA      | $10184301.99   | 0.21%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                            | Rite Aid Corp., Escrow                                                                                        | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |     104124 | PA      | $0.00          | 0.00%             | 2025-10-18      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     500000 | PA      | $504375.00     | 0.01%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| STACR Trust                                                               | STACR Trust, Series 2018-HRP2, Class B1                                                                       | CUSIP: 35564ACB5<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $645104.28     | 0.01%             | 2047-02-25      | Floating      | 8.66%                 | Yes           |                  2 | On Loan: No      |
| Central Parent LLC                                                        | Central Parent LLC, 1st Lien Term Loan                                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     446625 | PA      | $372690.70     | 0.01%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                                | Upstart Pass-Through Trust, Series 2022-PT2, Class A                                                          | CUSIP: 91679YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     102214 | PA      | $102214.01     | 0.00%             | 2030-02-20      | Variable      | 16.30%                | Yes           |                  3 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     420000 | PA      | $358005.52     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                                     | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24491.16      | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Namibia                                                       | Republic of Namibia                                                                                           | CUSIP: N/A<br>LEI: 549300T6Y4CWK77SML15       | Long             | DBT              | NUSS              | NA        |     200000 | PA      | $199084.00     | 0.00%             | 2025-10-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                      | LHOME Mortgage Trust, Series 2023-RTL3, Class A1                                                              | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1555560.32    | 0.03%             | 2028-08-25      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series CC                                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $4085017.86    | 0.09%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2024-V9, Class A3                                                            | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4300000 | PA      | $4478921.28    | 0.09%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618K52C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     107645 | PA      | $111177.64     | 0.00%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                     | Spectrum Brands, Inc.                                                                                         | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     129000 | PA      | $103200.00     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                                                        | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     880000 | PA      | $886426.64     | 0.02%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2900000 | PA      | $3030500.00    | 0.06%             | 2037-03-15      | Fixed         | 6.95%                 | 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        |    1200000 | PA      | $1206423.72    | 0.03%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2018-B4, Class A5                                                            | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $990119.80     | 0.02%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                  | PRET LLC, Series 2024-NPL9, Class A1                                                                          | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-MBS          | CORP              | US        |    1915669 | PA      | $1928802.36    | 0.04%             | 2054-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp.                                                           | Air Lease Corp.                                                                                               | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     540000 | PA      | $559069.64     | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series Y                                                                     | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     950000 | PA      | $951605.50     | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KG06, Class X1                               | CUSIP: 3137H4C73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42584045 | PA      | $1121306.05    | 0.02%             | 2031-10-25      | Variable      | 0.63%                 | 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        |     168000 | PA      | $162512.30     | 0.00%             | 2039-02-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-KF67, Class C                                                               | CUSIP: 30298NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2354681 | PA      | $2049712.59    | 0.04%             | 2029-08-25      | Floating      | 10.46%                | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     945000 | PA      | $972357.75     | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     535000 | PA      | $558632.56     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3106000 | PA      | $3088865.75    | 0.06%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  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        |    1000000 | PA      | $1014029.90    | 0.02%             | 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        |     349000 | PA      | $332767.98     | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-118                                                                                         | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6199198 | PA      | $325123.76     | 0.01%             | 2062-06-16      | Variable      | 0.88%                 | 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        |   12710000 | PA      | $12807867.00   | 0.27%             | 2032-07-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Ltd.                                                            | Magnetite Ltd., Series 2016-17A, Class BR2                                                                    | CUSIP: 55954EBA6<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |    2208000 | PA      | $2219638.37    | 0.05%             | 2037-04-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-AIR2, Class A                                                       | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1438770 | PA      | $1441466.03    | 0.03%             | 2041-10-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                                  | OnDeck Asset Securitization Trust LLC, Series 2024-2A, Class B                                                | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $402115.20     | 0.01%             | 2031-10-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2023-MN7, Class M1                                                                              | CUSIP: 35563QAA5<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |    1787610 | PA      | $1818940.88    | 0.04%             | 2043-09-25      | Floating      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2024-5C6, Class A3                                                                 | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3900000 | PA      | $4018329.51    | 0.08%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                         | BSPRT Issuer Ltd., Series 2021-FL7, Class D                                                                   | CUSIP: 05602CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     275000 | PA      | $271247.90     | 0.01%             | 2038-12-15      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KG04, Class X1                               | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9198505 | PA      | $323500.40     | 0.01%             | 2030-11-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5562, Class Z                                                                            | CUSIP: 3137HLYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2556694 | PA      | $2536476.21    | 0.05%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd.                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2241000 | PA      | $2326944.59    | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-160, Class IE                                                                               | CUSIP: 38383AZZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23135095 | PA      | $3427672.50    | 0.07%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K142, Class X1                               | CUSIP: 3137H73R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  110029244 | PA      | $1920439.42    | 0.04%             | 2032-03-25      | Variable      | 0.40%                 | 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        |    1941000 | PA      | $1953131.25    | 0.04%             | 2041-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5565, Class SA                                                                           | CUSIP: 3137HMGY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26793136 | PA      | $1876055.39    | 0.04%             | 2055-08-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                         | GLS Auto Receivables Issuer Trust, Series 2024-2A, Class C                                                    | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1420000 | PA      | $1451145.71    | 0.03%             | 2030-02-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140QUZT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27683448 | PA      | $28567713.75   | 0.60%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-K109, Class X2B                                                             | CUSIP: 30314RAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24000000 | PA      | $90316.80      | 0.00%             | 2053-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     400000 | PA      | $410800.00     | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140XQ3V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9335087 | PA      | $9799266.41    | 0.21%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  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        |    2300000 | PA      | $2115977.00    | 0.04%             | 2047-09-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-25, Class BS                                                                                | CUSIP: 38385DAV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20348079 | PA      | $1801256.72    | 0.04%             | 2055-02-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -767 | NC      | $-260028.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                           | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C                                                     | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    2150000 | PA      | $2037168.00    | 0.04%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                      | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1213495.02    | 0.03%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                        | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     260000 | PA      | $268693.75     | 0.01%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-127, Class PZ                                                                               | CUSIP: 38381PP49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8140500 | PA      | $8055744.37    | 0.17%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                         | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class A                                                    | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1486000 | PA      | $1515911.40    | 0.03%             | 2034-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                                          | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     447000 | PA      | $461295.95     | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| RCO X Mortgage LLC                                                        | RCO X Mortgage LLC, Series 2025-1, Class A1                                                                   | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3795821 | PA      | $3824331.36    | 0.08%             | 2030-01-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class B2                                                           | CUSIP: 35564KUL1<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |    5600000 | PA      | $6307000.00    | 0.13%             | 2042-03-25      | Floating      | 15.35%                | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                                      | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $404000.00     | 0.01%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                | JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class B                                           | CUSIP: 46590LAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $894218.90     | 0.02%             | 2049-06-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2024-25, Class ZB                                                                         | CUSIP: 3136BRTR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2904954 | PA      | $2931072.18    | 0.06%             | 2054-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                             | SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A                                                      | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2125000 | PA      | $2124999.79    | 0.04%             | 2039-05-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HAJP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     536947 | PA      | $557366.09     | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     503000 | PA      | $521975.71     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $3230382.36    | 0.07%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                                   | Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class C                                                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     133888 | PA      | $134386.89     | 0.00%             | 2031-12-26      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     760000 | PA      | $702091.80     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AI Candelaria Spain SA                                                    | AI Candelaria Spain SA                                                                                        | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     500000 | PA      | $438500.00     | 0.01%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                             | Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class D                                         | CUSIP: 10806EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3435643.56    | 0.07%             | 2030-08-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2024-MN9, Class B1                                                                              | CUSIP: 355917AC9<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $516444.95     | 0.01%             | 2044-10-25      | Floating      | 10.35%                | 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        |    2600000 | PA      | $2612194.00    | 0.05%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618J6A85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197990 | PA      | $206381.93     | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                           | CoreVest American Finance Trust, Series 2019-1, Class E                                                       | CUSIP: 21872FAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $295430.34     | 0.01%             | 2052-03-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                             | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1722215.01    | 0.04%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-128, Class AW                                                                               | CUSIP: 38381MZC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14783153 | PA      | $14680040.20   | 0.31%             | 2054-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                           | Amer Sports Co.                                                                                               | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     700000 | PA      | $730366.00     | 0.02%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                        | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1099000 | PA      | $1142255.54    | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                           | Hertz Vehicle Financing LLC, Series 2023-1A, Class C                                                          | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     292000 | PA      | $294376.15     | 0.01%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2017-H1, Class D                                                       | CUSIP: 61691JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3771000 | PA      | $3102330.05    | 0.07%             | 2050-06-15      | Fixed         | 2.55%                 | 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        |     760000 | PA      | $764787.47     | 0.02%             | 2028-06-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9432.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                      | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1800000 | PA      | $1812600.00    | 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        |    3945000 | PA      | $3954957.18    | 0.08%             | 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        |   40786390 | PA      | $481193.75     | 0.01%             | 2027-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     781000 | PA      | $708286.09     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Stifel SBA IO Trust                                                       | Stifel SBA Trust, Series 2025-2A, Class A1                                                                    | CUSIP: 86063EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   60549225 | PA      | $3723777.31    | 0.08%             | 2036-08-25      | Variable      | 2.54%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2019-144                                                                                         | CUSIP: 38380NSZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13326798 | PA      | $773270.15     | 0.02%             | 2062-01-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                              | Hilton Worldwide Finance LLC                                                                                  | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1760312.51    | 0.04%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2024-MN8, Class M2                                                                              | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2612767.75    | 0.05%             | 2044-05-25      | Floating      | 8.60%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class C                                               | CUSIP: 95003MBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $86893.47      | 0.00%             | 2055-04-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     410000 | PA      | $312215.00     | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                                           | Dryden CLO Ltd., Series 2019-80A, Class BR                                                                    | CUSIP: 26245JAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999500.00     | 0.02%             | 2033-01-17      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-195                                                                                         | CUSIP: 38381LR46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   71708444 | PA      | $2734536.97    | 0.06%             | 2061-07-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X1                               | CUSIP: 3137FL6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13573095 | PA      | $208038.90     | 0.00%             | 2029-01-25      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                              | Rockies Express Pipeline LLC                                                                                  | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     608000 | PA      | $635102.82     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2023-C21, Class A5                                                               | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1350000 | PA      | $1453119.89    | 0.03%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                           | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     742000 | PA      | $724295.29     | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1153000 | PA      | $1124290.18    | 0.02%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                                                    | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     810000 | PA      | $779320.97     | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     402000 | PA      | $408568.25     | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K107, Class X1                               | CUSIP: 3137FRZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44756478 | PA      | $2598126.95    | 0.05%             | 2030-01-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                   | Nabors Industries, Inc.                                                                                       | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     224000 | PA      | $227733.41     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     900000 | PA      | $806850.00     | 0.02%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                   | NESCO Holdings II, Inc.                                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     105000 | PA      | $102434.20     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M2                                                           | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1519669.95    | 0.03%             | 2044-02-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    4790000 | PA      | $4402635.57    | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                                     | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5060000 | PA      | $5012868.63    | 0.11%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC                                                                                | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     588000 | PA      | $624609.37     | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     800000 | PA      | $804800.00     | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618NHHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1401308 | PA      | $1431714.28    | 0.03%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     608000 | PA      | $614067.23     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2025-7, Class SE                                                                          | CUSIP: 3136BUWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5867631 | PA      | $486279.91     | 0.01%             | 2055-02-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                       | Exeter Automobile Receivables Trust, Series 2023-1A, Class E                                                  | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $1023761.25    | 0.02%             | 2030-09-16      | Fixed         | 12.07%                | Yes           |                  2 | On Loan: No      |
| PRET Trust                                                                | PRET Trust, Series 2025-NPL1, Class A1                                                                        | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13908843 | PA      | $14028770.42   | 0.29%             | 2055-02-25      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    1789000 | PA      | $1939852.06    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc.                                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1839257.06    | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  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        |    3445000 | PA      | $3467650.53    | 0.07%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2019-V Ltd.                                                  | CIFC Funding Ltd., Series 2019-5A, Class A2RS                                                                 | CUSIP: 12554XAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $8995500.00    | 0.19%             | 2035-01-15      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K754, Class XAM                              | CUSIP: 3137HBCC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  116738000 | PA      | $540566.98     | 0.01%             | 2030-11-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-214                                                                                         | CUSIP: 38383LPV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22569808 | PA      | $1033302.24    | 0.02%             | 2064-09-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Magnetite Ltd.                                                            | Magnetite Ltd., Series 2016-17A, Class AR2                                                                    | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2309846.30    | 0.05%             | 2037-04-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-65, Class SL                                                                                | CUSIP: 38385FTV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   74103846 | PA      | $5919422.61    | 0.12%             | 2055-04-20      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HKK44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     333157 | PA      | $345826.48     | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2017-K69, Class D                                                                | CUSIP: 30305KAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6000000 | PA      | $4970120.40    | 0.10%             | 2049-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                                         | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     485000 | PA      | $490343.73     | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | 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        |    1400000 | PA      | $1347633.42    | 0.03%             | 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        |    1900000 | PA      | $2004337.55    | 0.04%             | 2031-10-14      | Fixed         | 9.54%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                 | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1084411.78    | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $177599.72     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SGUS LLC                                                                  | SGUS LLC                                                                                                      | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     171644 | PA      | $150872.24     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                                          | SLG Office Trust, Series 2021-OVA, Class A                                                                    | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6300000 | PA      | $5599083.42    | 0.12%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     500000 | PA      | $506000.00     | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2014-CR15, Class C                                                          | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $959619.40     | 0.02%             | 2047-02-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class D                                          | CUSIP: 46643TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $1974532.50    | 0.04%             | 2048-01-15      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2016-CD2, Class C                                                                   | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290000 | PA      | $172973.46     | 0.00%             | 2049-11-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2024-MN8, Class M1                                                                              | CUSIP: 35563RAA3<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |    2074284 | PA      | $2096989.42    | 0.04%             | 2044-05-25      | Floating      | 7.20%                 | Yes           |                  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        |   60995902 | PA      | $187903.98     | 0.00%             | 2028-06-25      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B-3                                                               | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1546125 | PA      | $1545166.40    | 0.03%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ReadyCap Holdings LLC                                                     | ReadyCap Holdings LLC, Series QIB                                                                             | CUSIP: 755763AE9<br>LEI: 549300W908MAGNC9E420 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4958828.10    | 0.10%             | 2028-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Government of Mongolia                                                    | State of Mongolia                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MN        |    1200000 | PA      | $1141500.00    | 0.02%             | 2027-07-07      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2020-K122, Class D                                                               | CUSIP: 30318BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $2514149.20    | 0.05%             | 2054-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dana, Inc.                                                                | Dana, Inc.                                                                                                    | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     335000 | PA      | $331210.55     | 0.01%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     631000 | PA      | $639495.15     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC, Series 2024-1A, Class A23                                                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9348358 | PA      | $9621376.28    | 0.20%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K741, Class X3                               | CUSIP: 3137FF4A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13766615 | PA      | $709638.72     | 0.01%             | 2049-03-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                              | Rockies Express Pipeline LLC                                                                                  | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     150000 | PA      | $146055.06     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2021-M8, Class X                                                                            | CUSIP: 3136BFNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   92883063 | PA      | $1385109.38    | 0.03%             | 2035-11-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618N5KX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   74176966 | PA      | $75687071.57   | 1.59%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2025-5C11, Class XA                                                                | CUSIP: 096941AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13718450 | PA      | $658561.07     | 0.01%             | 2058-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                | Axalta Coating Systems LLC                                                                                    | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2574253.00    | 0.05%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-117, Class ZM                                                                               | CUSIP: 38384CFG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2231995 | PA      | $2199222.53    | 0.05%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  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    | 0.03%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-30, Class SC                                                                                | CUSIP: 38384JKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4301466 | PA      | $404972.71     | 0.01%             | 2054-02-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD3, Class AS                                                                  | CUSIP: 12515GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $875828.80     | 0.02%             | 2050-02-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                                                 | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1225144.18    | 0.03%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                 | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class BRR                                          | CUSIP: 14311NBA1<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1003359.00    | 0.02%             | 2032-07-20      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc.                                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1876079.31    | 0.04%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1000000 | PA      | $1038125.00    | 0.02%             | 2031-01-21      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2018-B1, Class C                                                             | CUSIP: 08162PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $4243921.76    | 0.09%             | 2051-01-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                                               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     289000 | PA      | $292154.44     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, REMIC, Series 5580, Class Z                                                                            | CUSIP: 3137HMYG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2100000 | PA      | $1953228.90    | 0.04%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADH68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10544669 | PA      | $10841972.66   | 0.23%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                       | DT Auto Owner Trust, Series 2021-4A, Class E                                                                  | CUSIP: 26253WAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1578936.96    | 0.03%             | 2028-07-17      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series R                                                                     | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95851.01      | 0.00%             | 2026-02-10      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Jonah Energy Abs I LLC                                                    | Jonah Energy ABS LLC, Series 2022-1, Class C                                                                  | CUSIP: 47987EAE7<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3534300.00    | 0.07%             | 2039-08-10      | Fixed         | 12.66%                | Yes           |                  3 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-41, Class BS                                                                                | CUSIP: 38385EKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   49213479 | PA      | $2560232.81    | 0.05%             | 2055-03-20      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2014-181, Class SL                                                                               | CUSIP: 38379HNC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     404579 | PA      | $41585.11      | 0.00%             | 2044-12-20      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class A5                                              | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $993453.70     | 0.02%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                                    | NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A                                             | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160461 | PA      | $157444.42     | 0.00%             | 2026-07-25      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA ACES, Series 2020-M15, Class X1                                                                          | CUSIP: 3136B9MX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21379759 | PA      | $1297330.17    | 0.03%             | 2031-09-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     252000 | PA      | $254822.40     | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     640000 | PA      | $671684.48     | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                 | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     220000 | PA      | $222088.02     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1000000 | PA      | $1004375.00    | 0.02%             | 2025-11-12      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                               | Hertz Vehicle Financing LLC, Series 2022-2A, Class D                                                          | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3894174.00    | 0.08%             | 2028-06-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2025-4, Class A1                                                                             | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1908686 | PA      | $1920872.86    | 0.04%             | 2030-06-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2024-105, Class SH                                                                        | CUSIP: 3136BUBY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19931763 | PA      | $1541622.20    | 0.03%             | 2055-01-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                  | RB Global Holdings, Inc.                                                                                      | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     520000 | PA      | $532235.08     | 0.01%             | 2028-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $2005312.75    | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                                  | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     520000 | PA      | $519181.16     | 0.01%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                      | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     400000 | PA      | $355218.00     | 0.01%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2015-P1, Class D                                                  | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     516613 | PA      | $498531.12     | 0.01%             | 2048-09-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                 | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1500994.59    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-179                                                                                         | CUSIP: 38381JZQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  126665337 | PA      | $5345517.87    | 0.11%             | 2063-09-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2                                               | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5014050.00    | 0.11%             | 2044-09-25      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-161                                                                                         | CUSIP: 38381LA77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24487745 | PA      | $1347403.87    | 0.03%             | 2064-06-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3622ADKG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31727495 | PA      | $32663514.60   | 0.69%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2000000 | PA      | $2117300.00    | 0.04%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HPGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     345530 | PA      | $359327.44     | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                        | Istanbul Metropolitan Municipality                                                                            | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    1067000 | PA      | $1164043.65    | 0.02%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Republic of Armenia                                                       | Republic of Armenia                                                                                           | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |    1200000 | PA      | $1076400.00    | 0.02%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2795342.82    | 0.06%             | 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        |    2794000 | PA      | $2959114.22    | 0.06%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                          | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1261713.91    | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| William Carter Co. (The)                                                  | William Carter Co. (The)                                                                                      | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149697.75     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                            | MSWF Commercial Mortgage Trust, Series 2023-2, Class A5                                                       | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10750000 | PA      | $11620067.38   | 0.24%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class C                                 | CUSIP: 46590KAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4750000 | PA      | $4543340.80    | 0.10%             | 2049-01-15      | Variable      | 4.89%                 | No            |                  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        |     447309 | PA      | $414011.38     | 0.01%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| LCM 31 Ltd.                                                               | LCM Ltd., Series 31A, Class AR                                                                                | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6004818.00    | 0.13%             | 2034-07-20      | Floating      | 5.61%                 | 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        |       5296 | PA      | $5191.30       | 0.00%             | 2026-04-25      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2023-4, Class D                                          | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2495130.96    | 0.05%             | 2030-09-12      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Other                                                                                                   | CUSIP: 3140LK4P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4800000 | PA      | $4825411.97    | 0.10%             | 2033-07-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | FHLMC UMBS, 30 Year                                                                                           | CUSIP: 3142GQAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4019711 | PA      | $4217448.96    | 0.09%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                          | Grupo Nutresa SA                                                                                              | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    1500000 | PA      | $1659900.00    | 0.03%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K143, Class X1                               | CUSIP: 3137H74C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34832827 | PA      | $721530.66     | 0.02%             | 2055-04-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust                                          | Onemain Financial Issuance Trust, Series 2025-1A, Class D                                                     | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1525712.10    | 0.03%             | 2038-07-14      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                              | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $343000.00     | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-126                                                                                         | CUSIP: 38381DTB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9429054 | PA      | $627464.90     | 0.01%             | 2063-05-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                     | Prestige Brands, Inc.                                                                                         | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     715000 | PA      | $710401.55     | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                                                    | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517075.11     | 0.01%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                    | Republic of Montenegro                                                                                        | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    1950000 | PA      | $2055904.50    | 0.04%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-105, Class PZ                                                                               | CUSIP: 38381NAY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2310131 | PA      | $2089627.78    | 0.04%             | 2055-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K126, Class X1                               | CUSIP: 3137FXYX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   91246782 | PA      | $1236612.89    | 0.03%             | 2031-01-25      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                           | Hertz Vehicle Financing LLC, Series 2023-1A, Class A                                                          | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $401919.20     | 0.01%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                         | GLS Auto Receivables Issuer Trust, Series 2022-2A, Class D                                                    | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     420000 | PA      | $423329.80     | 0.01%             | 2028-04-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-178, Class SA                                                                               | CUSIP: 38381D5B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     942663 | PA      | $50169.39      | 0.00%             | 2061-10-16      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                                           | WE Soda Investments Holding plc                                                                               | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $628687.50     | 0.01%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                    | ON Semiconductor Corp.                                                                                        | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1642201.73    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd.                                                 | Madison Park Funding Ltd., Series 2021-52A, Class B                                                           | CUSIP: 55822BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4516078.50    | 0.09%             | 2035-01-22      | Floating      | 6.19%                 | 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        |    2700000 | PA      | $2400734.43    | 0.05%             | 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        |     460000 | PA      | $394166.56     | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                                                      | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     450000 | PA      | $345028.50     | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1575000 | PA      | $1533056.49    | 0.03%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class XA                                                 | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19921051 | PA      | $603478.36     | 0.01%             | 2072-12-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                         | Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D                                                    | CUSIP: 22534QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $306427.80     | 0.01%             | 2033-04-18      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-220                                                                                         | CUSIP: 38381ELU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10781517 | PA      | $668408.77     | 0.01%             | 2063-12-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                  | Avis Budget Rental Car Funding AESOP LLC, Series 2023-8A, Class D                                             | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1024586.02    | 0.02%             | 2030-02-20      | Fixed         | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                           | Hertz Vehicle Financing LLC, Series 2023-3A, Class A                                                          | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     595000 | PA      | $604980.95     | 0.01%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                                                        | Dryden CLO Ltd., Series 2019-68A, Class ARR                                                                   | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |    2005000 | PA      | $2004404.52    | 0.04%             | 2035-07-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    5000000 | PA      | $-95667.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                                 | Diamond Foreign Asset Co.                                                                                     | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     300000 | PA      | $318204.90     | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-78, Class IB                                                                                | CUSIP: 38382QK90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     804483 | PA      | $136923.68     | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding Trust                                                     | Oportun Funding Trust, Series 2024-3, Class B                                                                 | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     628000 | PA      | $629421.98     | 0.01%             | 2029-08-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2021-MN3, Class M2                                                                              | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |    8700000 | PA      | $9000596.31    | 0.19%             | 2051-11-25      | Floating      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HMBM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1432672 | PA      | $1487151.47    | 0.03%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                             | Air Canada Pass-Through Trust, Series 2020-2, Class B                                                         | CUSIP: 00909UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |       2399 | PA      | $2404.63       | 0.00%             | 2025-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-26                                                                                          | CUSIP: 38381EJ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6745301 | PA      | $385924.28     | 0.01%             | 2064-02-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2018-4A, Class D2R                                                                | CUSIP: 14315RAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000161.00    | 0.02%             | 2037-10-17      | Floating      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1321000 | PA      | $1360225.77    | 0.03%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-LBA6, Class A                                                                           | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     155000 | PA      | $154951.56     | 0.00%             | 2039-01-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                                       | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    1683000 | PA      | $1756937.56    | 0.04%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2023-NQM7, Class A1                                                                         | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |     479960 | PA      | $485431.58     | 0.01%             | 2063-04-25      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                                   | Lendingpoint Asset Securitization Trust, Series 2022-C, Class C                                               | CUSIP: 525919AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      96366 | PA      | $94455.09      | 0.00%             | 2030-02-15      | Fixed         | 8.68%                 | Yes           |                  2 | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     530000 | PA      | $525438.29     | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1                                               | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1536803.55    | 0.03%             | 2040-01-25      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2023-V3, Class A3                                                            | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $210521.02     | 0.00%             | 2056-07-15      | Variable      | 6.36%                 | 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      | $1039666.20    | 0.02%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Harriman Park CLO Ltd.                                                    | Harriman Park CLO Ltd., Series 2020-1A, Class CRR                                                             | CUSIP: 413717BG3<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |    1680000 | PA      | $1683633.84    | 0.04%             | 2038-07-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                        | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    5135000 | PA      | $5076726.48    | 0.11%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-138, Class IA                                                                               | CUSIP: 38381LPR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19339955 | PA      | $1819441.09    | 0.04%             | 2066-02-16      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                  | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1                                             | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2172510 | PA      | $2189064.93    | 0.05%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                                | AMSR Trust, Series 2020-SFR5, Class F                                                                         | CUSIP: 03217JAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1489509.15    | 0.03%             | 2037-11-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                              | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     481000 | PA      | $500173.14     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2019-4A, Class BR                                                                       | CUSIP: 92918BAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2006254.00    | 0.04%             | 2035-01-15      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2114771.31    | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                                              | CUSIP: 3618HAP33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     241851 | PA      | $251049.02     | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                   | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class B2                                                           | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1596570.00    | 0.03%             | 2041-11-25      | Floating      | 12.15%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2020-38                                                                                          | CUSIP: 38380PCQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14538760 | PA      | $857717.05     | 0.02%             | 2062-04-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                    | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2800000 | PA      | $2797916.80    | 0.06%             | 2034-07-18      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                      | FREMF Mortgage Trust, Series 2019-K735, Class B                                                               | CUSIP: 30298FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $148694.28     | 0.00%             | 2026-05-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc., 1st Lien Term Loan                                                                                 | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    1142600 | PA      | $1141651.87    | 0.02%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $514690.00     | 0.01%             | 2042-04-25      | Floating      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                     | Bioceanico Sovereign Certificate Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     406962 | PA      | $325785.11     | 0.01%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                  | PRET LLC, Series 2024-NPL8, Class A1                                                                          | CUSIP: 69392DAA0<br>LEI: 254900IGILCZGVE9SS90 | Long             | ABS-MBS          | CORP              | US        |    1689634 | PA      | $1692364.52    | 0.04%             | 2054-11-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                                           | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    1497000 | PA      | $1478960.70    | 0.03%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                 | LendingClub Loan Certificate Issuer Trust, Series 2022-NP1, Class CERT                                        | CUSIP: 52606QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $182320.00     | 0.00%             | 2037-03-16      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-80                                                                                          | CUSIP: 38381E5K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1133418 | PA      | $48955.18      | 0.00%             | 2064-06-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-70, Class EZ                                                                                | CUSIP: 38385FSG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4351357 | PA      | $3888174.14    | 0.08%             | 2055-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                           | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class B1                                    | CUSIP: 62549CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $723270.10     | 0.02%             | 2055-05-25      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                            | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                                     | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6483000 | PA      | $6503259.38    | 0.14%             | 2042-08-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                          | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1881522.79    | 0.04%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                                                | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2300000 | PA      | $2329824.10    | 0.05%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2025-47, Class SM                                                                         | CUSIP: 3136BWKR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57908281 | PA      | $4663197.48    | 0.10%             | 2055-06-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                       | DT Auto Owner Trust, Series 2022-3A, Class E                                                                  | CUSIP: 23345RAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3152832.90    | 0.07%             | 2029-07-16      | Fixed         | 10.99%                | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                       | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2378783.26    | 0.05%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K148, Class X3                               | CUSIP: 3137H8UC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17000000 | PA      | $3877062.50    | 0.08%             | 2054-08-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                            | PMT Loan Trust, Series 2025-INV6, Class A2                                                                    | CUSIP: 69382MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7902513 | PA      | $8015495.65    | 0.17%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     600000 | PA      | $618564.00     | 0.01%             | 2047-09-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     600000 | PA      | $623110.20     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                     | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4005000 | PA      | $3928382.71    | 0.08%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                                                | FNMA/FHLMC UMBS, Single Family, 30 Year                                                                       | CUSIP: 01F0326A7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -21440000 | PA      | $-19360514.46  | -0.41%            | 2055-10-25      | Fixed         | 3.50%                 | 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        |    5730000 | PA      | $5776665.69    | 0.12%             | 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        |    2565000 | PA      | $2564211.52    | 0.05%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA UMBS, 30 Year                                                                                            | CUSIP: 3140XRD51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7950042 | PA      | $8309248.26    | 0.17%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2018-85                                                                                          | CUSIP: 38380J2N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13546277 | PA      | $484046.42     | 0.01%             | 2060-07-16      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                                    | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     427000 | PA      | $445352.93     | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                       | Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1                                               | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4404388 | PA      | $4404380.54    | 0.09%             | 2044-01-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                            | PMT Loan Trust, Series 2025-J1, Class A1                                                                      | CUSIP: 729910AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17890679 | PA      | $18146462.42   | 0.38%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                       | Baytex Energy Corp.                                                                                           | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    1620000 | PA      | $1653558.30    | 0.03%             | 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        |     560000 | PA      | $574543.76     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     860000 | PA      | $835090.70     | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, REMIC, Series 2025-57, Class Z                                                                          | CUSIP: 3136BWPN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2629820 | PA      | $2611613.65    | 0.05%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      88000 | PA      | $90049.62      | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2014-CR14, Class C                                                          | CUSIP: 12630DBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2967820 | PA      | $2819458.68    | 0.06%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| TriNet Group, Inc.                                                        | TriNet Group, Inc.                                                                                            | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155981.40     | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2024-V5, Class A3                                                            | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440549 | PA      | $459722.53     | 0.01%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** J.P. Morgan Exchange-Traded Fund Trust

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer