# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001410368-26-065278
**Filing Date:** 2026-6
**Character Count:** 294974
**Document Hash:** 853008de7c32fec5a1acdc33858c31fd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065278.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065278

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000003794

**ORGANIZATION NAME:**
- **EIN:** 132754393
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02383
- **FILM NUMBER:** 261114818

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN BOND FUND INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE BOND FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### AB Income Fund (Series ID: S000051302)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000161779 | Class A       | AKGAX           |
| C000161780 | Class C       | AKGCX           |
| C000161781 | Advisor Class | ACGYX           |
| C000161785 | Class Z       | ACGZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB BOND FUND, INC.

- **b. Investment Company Act file number:** 811-02383

- **c. CIK number of Registrant:** 0000003794

- **d. LEI of Registrant:** 549300RYJMGGIS1UBQ97

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB Income Fund

- **b. EDGAR series identifier (if any):** S000051302

- **c. LEI of Series:** J4DGJCPMXNWU97A1BX15

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2810823442.81

**Total Liabilities:** $536695361.06

**Net Assets:** $2274128081.75

**Delayed Delivery Securities:** $6716862.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1509.81000000 | **1-Year:** -50567.92000000 | **5-Year:** -145068.69000000 | **10-Year:** -93366.99000000 | **30-Year:** -25232.80000000

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

- **3-Month:** -1028.10000000 | **1-Year:** -19439.82000000 | **5-Year:** -93254.03000000 | **10-Year:** -22508.28000000 | **30-Year:** -1151.27000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161785 | 1.45%                | -2.18%               | 0.72%                |
| Class ID C000161779 | 1.44%                | -2.21%               | 0.70%                |
| Class ID C000161781 | 1.45%                | -2.18%               | 0.72%                |
| Class ID C000161780 | 1.38%                | -2.27%               | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1027583.30             | $26410891.37                               |
| Month 2  | $-549001.51              | $-55355302.33                              |
| Month 3  | $-2802279.02             | $5833249.00                                |

**Designated Index Information**

- **Index Name:** Barclays Capital U.S. Aggregate Unhedged in USD

- **Index Identifier:** LBUSTRUU:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUNOCO LP                                             | Sunoco LP                                                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1489969.32   | 0.07%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36500000 | PA      | $36537070.50  | 1.61%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                | CHL Mortgage Pass-Through Trust 2007-3                                                                             | CUSIP: 12543RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436833 | PA      | $183676.29    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                               | Nissan Motor Acceptance Co LLC                                                                                     | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    424000 | PA      | $417686.64    | 0.02%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                              | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                          | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1635446.80   | 0.07%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                        | Pikes Peak Clo 12 Ltd                                                                                              | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | JE        |   3600000 | PA      | $3600316.80   | 0.16%             | 2038-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                          | Alphabet Inc                                                                                                       | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1095530.16   | 0.05%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                       | Republic Finance Issuance Trust 2024-B                                                                             | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3842841.20   | 0.17%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                          | Voya CLO 2024-7 Ltd                                                                                                | CUSIP: 92920XAC5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004080.00   | 0.22%             | 2038-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                            | TELUS Corp                                                                                                         | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    731000 | PA      | $756599.62    | 0.03%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                           | Cherry Securitization Trust 2024-1                                                                                 | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7550000 | PA      | $7578191.70   | 0.33%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                               | Allied Universal Holdco LLC                                                                                        | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1387505.10   | 0.06%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Aimco                                                 | AIMCO CLO Series 2017-A                                                                                            | CUSIP: 00900CAW4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000480.00   | 0.22%             | 2038-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  49363910 | PA      | $46350011.28  | 2.04%             | 2054-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC           | Barclays Commercial Mortgage Trust 2019-C3                                                                         | CUSIP: 05550MAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9983955 | PA      | $311997.58    | 0.01%             | 2052-05-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                                   | Sammaan Capital Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |    673000 | PA      | $670476.25    | 0.03%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                    | Advance Auto Parts Inc                                                                                             | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $3002188.80   | 0.13%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                    | Huarong Finance II Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    630000 | PA      | $629962.20    | 0.03%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                     | Vornado Realty LP                                                                                                  | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    225000 | PA      | $204273.00    | 0.01%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                     | EURO-BUND FUTURE JUN26                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -393 | NC      | $1322403.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RFNA LP                                               | Rfna LP                                                                                                            | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    397000 | PA      | $393085.58    | 0.02%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                               | BioMarin Pharmaceutical Inc                                                                                        | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    297000 | PA      | $294950.70    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  67511199 | PA      | $66567095.39  | 2.93%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                   | Cheniere Energy Inc                                                                                                | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355950.00    | 0.02%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 5YR NOTE (CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1622 | NC      | $-186427.09   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                             | Towd Point Mortgage Trust 2026-CES2                                                                                | CUSIP: 89190MAA2<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    842171 | PA      | $831364.34    | 0.04%             | 2066-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                            | Apidos Clo Lvi                                                                                                     | CUSIP: 03772AAA5<br>LEI: 2549003LKUVWYHE49X85 | Long             | ABS-CBDO         | CORP              | KY        |   1270000 | PA      | $1271254.76   | 0.06%             | 2039-04-24      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                              | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                 | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $281239.50    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                     | EURO-BTP FUTURE JUN26                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       566 | NC      | $-1392559.98  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                | Discovery Global Holdings Inc                                                                                      | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    430000 | PA      | $283838.70    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                 | GENMAB A/S/GENMAB FINANCE LLC                                                                                      | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    465000 | PA      | $484762.50    | 0.02%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                      | AmWINS Group Inc                                                                                                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127537.20    | 0.01%             | 2029-02-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                    | Long: IS3AYE7   TRS USD R E IS3AYE7/UBCSTY51 INDEX / Short: IS3AYE7   TRS USD P F   .00000 IS3AYF8/UBCSTY51        | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |   1194500 | OU      | $86524.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                  | LifePoint Health Inc                                                                                               | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    127000 | PA      | $123902.47    | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                         | VERDE CLO Ltd                                                                                                      | CUSIP: 92338BAW5<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |   2111079 | PA      | $2111844.94   | 0.09%             | 2032-04-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                     | Eversource Energy                                                                                                  | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27982.36     | 0.00%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43643189 | PA      | $44567198.23  | 1.96%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                | Velocity Vehicle Group LLC                                                                                         | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $448710.02    | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                   | Senegal Government International Bond                                                                              | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    608000 | PA      | $341088.00    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                      | Societe Generale SA                                                                                                | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    914000 | PA      | $923286.24    | 0.04%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2026-NQM5 Trust                                                                                                | CUSIP: 67124DAF8<br>LEI: 254900U0G1G2KQEUQ447 | Long             | ABS-MBS          | CORP              | US        |   1953405 | PA      | $1958863.86   | 0.09%             | 2066-01-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                       | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1348000 | PA      | $1373059.32   | 0.06%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                               | GLP Capital LP / GLP Financing II Inc                                                                              | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |   2508000 | PA      | $2469527.28   | 0.11%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                           | Swedbank AB                                                                                                        | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1861000 | PA      | $1871812.41   | 0.08%             | 2031-03-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                 | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2744318 | PA      | $267051.54    | 0.01%             | 2041-05-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23027800 | PA      | $22703971.56  | 1.00%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11531000 | PA      | $11455327.81  | 0.50%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                   | Senegal Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    976667 | PA      | $750688.64    | 0.03%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2364000 | PA      | $2229178.13   | 0.10%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                              | Weatherford International Ltd                                                                                      | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    905000 | PA      | $938430.70    | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                   | SG Residential Mortgage Trust 2026-3                                                                               | CUSIP: 78398MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3669423 | PA      | $3667731.03   | 0.16%             | 2066-04-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                               | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866000 | PA      | $973509.69    | 0.04%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                    | CUSIP: 31371H2F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1916 | PA      | $1980.37      | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                                                      | CUSIP: 46590MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4956071 | PA      | $200.23       | 0.00%             | 2049-08-15      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15035000 | PA      | $14640331.25  | 0.64%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD               | Goldentree Loan Management US Clo 8 Ltd                                                                            | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   4950000 | PA      | $4954266.90   | 0.22%             | 2034-10-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust           | Pagaya Point Of Sale Holdings Grantor Trust 2025-2                                                                 | CUSIP: 69549JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4699693.56   | 0.21%             | 2033-07-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                     | ENERGY TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $242536.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18572433 | PA      | $16931383.96  | 0.74%             | 2054-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26325000 | PA      | $21085709.00  | 0.93%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NFE BRAZIL FINANCING LIMITED                          | NFE BRAZIL FINANCING LIMITED                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    542988 | PA      | $534228.09    | 0.02%             | 2029-02-24      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| ALLY FINANCIAL INC                                    | Ally Financial Inc                                                                                                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4859000 | PA      | $5053554.36   | 0.22%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                     | CUSIP: 90270YAL3<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    781890 | PA      | $724585.28    | 0.03%             | 2046-03-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                 | Athene Global Funding                                                                                              | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2044000 | PA      | $1918927.64   | 0.08%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                   | Buckeye Partners LP                                                                                                | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46470.15     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                | Venture Global LNG Inc                                                                                             | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1372758.64   | 0.06%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                               | GLP Capital LP / GLP Financing II Inc                                                                              | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |   2000000 | PA      | $1958600.00   | 0.09%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                              | PUBLIC FIN AUTH WI REVENUE                                                                                         | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   6915000 | PA      | $6316741.17   | 0.28%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited       | HOMES 2026-NQM2 Trust                                                                                              | CUSIP: 43761GAC7<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   1869032 | PA      | $1877057.09   | 0.08%             | 2071-01-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                       | Goat Holdco LLC                                                                                                    | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    642000 | PA      | $657876.66    | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20847000 | PA      | $20467519.56  | 0.90%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2025-HE3                                                                                  | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |   2411940 | PA      | $2419541.48   | 0.11%             | 2056-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                       | Golub Capital Partners CLO 50B-R Ltd                                                                               | CUSIP: 38178DAN7<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |    690000 | PA      | $689385.21    | 0.03%             | 2035-04-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 30711XEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1175512 | PA      | $1223182.13   | 0.05%             | 2029-05-25      | Floating      | 13.26%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20753BAA0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    879159 | PA      | $880781.68    | 0.04%             | 2043-09-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                 | CUSIP: 3137BDA55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1842062 | PA      | $182818.73    | 0.01%             | 2044-08-15      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5394500 | PA      | $5354041.25   | 0.24%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                 | Gruppo San Donato SPA                                                                                              | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |    526000 | PA      | $616129.75    | 0.03%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                   | Global Payments Inc                                                                                                | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1792219.00   | 0.08%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EACY0C8 CURO SVP LLC                                  | EACY0C8 CURO SVP LLC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1263406 | PA      | $1206552.73   | 0.05%             | 2028-08-01      | Variable      | 13.00%                | No            |                  3 | On Loan: No      |
| PANTHER ESCROW ISSUER                                 | Panther Escrow Issuer LLC                                                                                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $208020.51    | 0.01%             | 2031-04-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd                                           | Paysafe Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |      8409 | NS      | $76017.36     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15376000 | PA      | $15201818.83  | 0.67%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                        | Var Energi ASA                                                                                                     | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2782000 | PA      | $2875558.66   | 0.13%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2025-NQM7 Trust                                                                                               | CUSIP: 36831RAC3<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   3157429 | PA      | $3148028.38   | 0.14%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                              | MetLife Capital Trust IV                                                                                           | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3719000 | PA      | $4071635.58   | 0.18%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                       | Long: SS3BEO0   CDS USD R F  1.00000 IS3BEO0 CCPCDX / Short: SS3BEO0   CDS USD P V 03MEVENT IS3BEP1 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  71020000 | OU      | $1575616.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                             | Towd Point Mortgage Trust 2026-FIX1                                                                                | CUSIP: 89183TAA6<br>LEI: 254900HMDJT9KG22DU68 | Long             | ABS-O            | CORP              | US        |   3245027 | PA      | $3228115.98   | 0.14%             | 2065-12-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                          | Fibercop SpA                                                                                                       | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    664000 | PA      | $640122.56    | 0.03%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                             | REVERSE REPO HSBC                                                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        | -11908000 | PA      | $-11908000.00 | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                           | Federal Home Loan Mortgage Corp                                                                                    | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4606000 | PA      | $5005478.38   | 0.22%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $138531.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    274667 | PA      | $282632.00    | 0.01%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                       | Oaktree CLO 2024-28 Ltd                                                                                            | CUSIP: 67403HAA2<br>LEI: 25490021ZJ1HSWSNGR97 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005085.00   | 0.22%             | 2038-01-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                     | Magnetite LII Ltd                                                                                                  | CUSIP: 559931AA8<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4601729.60   | 0.20%             | 2039-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                               | Meridian Arc Holdco LLC                                                                                            | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $496054.56    | 0.02%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal              | CAN 10YR BOND FUT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |      -730 | NC      | $1722254.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2026-4                                                                                  | CUSIP: 924936AE7<br>LEI: 213800IHMG1PWP37P355 | Long             | ABS-MBS          | CORP              | US        |   3267457 | PA      | $3255202.08   | 0.14%             | 2071-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                        | Opal Bidco SAS                                                                                                     | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    532000 | PA      | $630706.62    | 0.03%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                          | Peraton Corp Term Loan B                                                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1542713 | PA      | $1315717.85   | 0.06%             | 2028-02-01      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                   | Jazz Securities DAC                                                                                                | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1990000 | PA      | $1946677.70   | 0.09%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                          | CaixaBank SA                                                                                                       | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3239000 | PA      | $3322080.35   | 0.15%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                           | RCKT Mortgage Trust 2025-CES11                                                                                     | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-MBS          | CORP              | US        |   3173576 | PA      | $3158898.60   | 0.14%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                                                           | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3437223.40   | 0.15%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136AXHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1168170 | PA      | $126511.20    | 0.01%             | 2047-07-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                     | Eversource Energy                                                                                                  | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34789.65     | 0.00%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3262100 | PA      | $3314854.29   | 0.15%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28040000 | PA      | $28094765.77  | 1.24%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                     | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    588000 | PA      | $595120.68    | 0.03%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                              | Santander UK Group Holdings PLC                                                                                    | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3685000 | PA      | $3655483.15   | 0.16%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust        | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                                                          | CUSIP: 617955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2284333 | PA      | $2278533.57   | 0.10%             | 2070-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                      | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3482000 | PA      | $3505747.24   | 0.15%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                            | PacifiCorp                                                                                                         | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    159000 | PA      | $159407.04    | 0.01%             | 2056-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                 | Nickel Industries Ltd                                                                                              | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |    709000 | PA      | $734786.33    | 0.03%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                  | Flutter Treasury DAC                                                                                               | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    347000 | PA      | $352246.64    | 0.02%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                               | Enova International Inc                                                                                            | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3708069.30   | 0.16%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                       | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    523000 | PA      | $507367.53    | 0.02%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                     | Nexstar Media Inc                                                                                                  | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    372000 | PA      | $374920.20    | 0.02%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                   | Senegal Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   1340000 | PA      | $804100.50    | 0.04%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10290000 | PA      | $9834989.06   | 0.43%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                   | Synchrony Financial                                                                                                | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2476000 | PA      | $2524083.92   | 0.11%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20753XAB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2657060 | PA      | $2714182.80   | 0.12%             | 2042-03-25      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10798000 | PA      | $10635186.46  | 0.47%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae                                                                                                         | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29150000 | PA      | $23991333.25  | 1.05%             | 2054-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                      | Trestles CLO IX Ltd                                                                                                | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |   3249068 | PA      | $3251751.73   | 0.14%             | 2039-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                            | Hasbro Inc                                                                                                         | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1399000 | PA      | $1387794.01   | 0.06%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                       | CSAIL 2019-C15 Commercial Mortgage Trust                                                                           | CUSIP: 22945DAS2<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    960141 | PA      | $905942.29    | 0.04%             | 2052-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                | Goodyear Tire & Rubber Co/The                                                                                      | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    709000 | PA      | $645331.80    | 0.03%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                        | Amazon.com Inc                                                                                                     | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2281000 | PA      | $2153902.68   | 0.09%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                 | Belron UK Finance PLC                                                                                              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    624000 | PA      | $630240.00    | 0.03%             | 2029-10-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                        | NRG Energy Inc                                                                                                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1144051.20   | 0.05%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                 | CUSIP: 3137F4W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3987120 | PA      | $418623.72    | 0.02%             | 2048-04-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                       | Nissan Motor Co Ltd                                                                                                | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    401000 | PA      | $374890.89    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                       | BRAVO Residential Funding Trust 2026-NQM4                                                                          | CUSIP: 10570XAE6<br>LEI: 2549001APA266S0MEU17 | Long             | ABS-MBS          | CORP              | US        |   2807430 | PA      | $2808892.87   | 0.12%             | 2066-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                            | BINOM Mortgage Loan Trust 2026-NQM1                                                                                | CUSIP: 09055CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637944 | PA      | $1636553.88   | 0.07%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2011-GC5                                                                              | CUSIP: 36191YAJ7<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    284268 | PA      | $276918.18    | 0.01%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2026-NQM2 Trust                                                                                                | CUSIP: 67123VAF9<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |   3058502 | PA      | $3041794.56   | 0.13%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities         | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                       | CUSIP: 32053LAK8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |    319013 | PA      | $69988.00     | 0.00%             | 2037-04-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31583000 | PA      | $31671827.19  | 1.39%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                   | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $-82.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division      | LONG GILT FUTURE JUN26                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       419 | NC      | $-2872973.20  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Department of Transportation State Highway Fund | TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                                                                 | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2560000 | PA      | $2596895.23   | 0.11%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                      | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-21346.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae                                                                                                         | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29325000 | PA      | $25136117.30  | 1.11%             | 2056-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                | Federal Home Loan Banks                                                                                            | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   8695000 | PA      | $9385383.00   | 0.41%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                               | Versant Media Group Inc                                                                                            | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    950000 | PA      | $986290.00    | 0.04%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                | Mitsubishi UFJ Financial Group Inc                                                                                 | CUSIP: 606822DU5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    429000 | PA      | $429158.73    | 0.02%             | 2030-04-18      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                                                    | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3261000 | PA      | $3383515.77   | 0.15%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                 | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                           | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $298568.97    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                     | HSBC Holdings PLC                                                                                                  | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    835000 | PA      | $829138.30    | 0.04%             | 2030-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                            | Allianz SE                                                                                                         | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $200008.00    | 0.01%             | 2034-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                    | EXIDE TECHNOLOGIES                                                                                                 | CUSIP: 302ESCAD0<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |   2272904 | PA      | $0.02         | 0.00%             | 2026-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                | AS Mileage Plan IP Ltd                                                                                             | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4101000 | PA      | $4030503.81   | 0.18%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                       | CFCRE Commercial Mortgage Trust 2016-C4                                                                            | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    861263 | PA      | $17.91        | 0.00%             | 2058-05-10      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                 | QXO Building Products Inc                                                                                          | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    651000 | PA      | $664104.63    | 0.03%             | 2032-04-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                         | Carnival Corp                                                                                                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2838000 | PA      | $2772953.04   | 0.12%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                    | Banco Santander SA                                                                                                 | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $179822.00    | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                   | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1294509.78   | 0.06%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                 | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1103253.69   | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                      | Trestles CLO X Ltd                                                                                                 | CUSIP: 894946AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |   1524721 | PA      | $1522433.92   | 0.07%             | 2039-04-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2019-GC39                                                                             | CUSIP: 36260JAF4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |  11648172 | PA      | $318201.26    | 0.01%             | 2052-05-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                     | CUSIP: 90270YAG4<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |   1033347 | PA      | $991507.02    | 0.04%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                              | Encore Capital Group Inc                                                                                           | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    722000 | PA      | $733992.42    | 0.03%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                    | Meta Platforms Inc                                                                                                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4157000 | PA      | $3863931.50   | 0.17%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                              | Virginia Electric and Power Co                                                                                     | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   4797000 | PA      | $4694823.90   | 0.21%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                           | Avient Corp                                                                                                        | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    628000 | PA      | $639856.64    | 0.03%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34942300 | PA      | $35084253.09  | 1.54%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                         | Methanex Corp                                                                                                      | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    639000 | PA      | $638584.65    | 0.03%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136B1A61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2212128 | PA      | $234651.75    | 0.01%             | 2048-05-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                | Banque Federative du Credit Mutuel SA                                                                              | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    417000 | PA      | $408217.98    | 0.02%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44674200 | PA      | $44471770.03  | 1.96%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                               | Alexander Funding Trust II                                                                                         | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5703000 | PA      | $6002863.74   | 0.26%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                              | Graphic Packaging International LLC                                                                                | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31761.28     | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 2YR NOTE (CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-321.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM NETHERLANDS                                   | Braskem Netherlands Finance BV                                                                                     | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   8585000 | PA      | $5335577.50   | 0.23%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                               | BPCE SA                                                                                                            | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2640000 | PA      | $2721074.40   | 0.12%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                     | ENERGY TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3093 | NS      | $3943575.00   | 0.17%             |  |  |  | No            |                  3 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10035000 | PA      | $10412488.60  | 0.46%             | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                            | goeasy Ltd                                                                                                         | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    589000 | PA      | $527520.18    | 0.02%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                            | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |    452204 | PA      | $452616.47    | 0.02%             | 2043-06-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                                      | Zhongsheng Group Holdings Ltd                                                                                      | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |   2313000 | PA      | $2243610.00   | 0.10%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2016-LC25                                                                    | CUSIP: 95000JAY4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |  14129213 | PA      | $24627.22     | 0.00%             | 2059-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                              | MPH Acquisition Holdings LLC                                                                                       | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    157433 | PA      | $147569.82    | 0.01%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Woodward Capital Management                           | RCKT Mortgage Trust 2026-CES3                                                                                      | CUSIP: 74940LAA9<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1977956 | PA      | $1975237.42   | 0.09%             | 2056-03-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Aimco                                                 | AIMCO CLO 23 Ltd                                                                                                   | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3594852.00   | 0.16%             | 2038-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2025-HE7                                                                                               | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2355023 | PA      | $2346060.61   | 0.10%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                             | Esab Corp                                                                                                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    619000 | PA      | $627696.95    | 0.03%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                      | COLT 2026-2 Mortgage Loan Trust                                                                                    | CUSIP: 19689FAF1<br>LEI: 213800O4MIR3K4EURE50 | Long             | ABS-MBS          | CORP              | US        |   1775478 | PA      | $1766106.53   | 0.08%             | 2071-03-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136B2XN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2180813 | PA      | $238256.24    | 0.01%             | 2048-08-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2025-NQM21 Trust                                                                                               | CUSIP: 67448BAF1<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |   3149732 | PA      | $3142972.78   | 0.14%             | 2065-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                              | Hartford Insurance Group Inc/The                                                                                   | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3151860.00   | 0.14%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                  | Cross 2026-NQM4 Mortgage Trust                                                                                     | CUSIP: 22758FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3356806 | PA      | $3371558.79   | 0.15%             | 2071-04-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                 | CUSIP: 3137FPSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1652101 | PA      | $167684.83    | 0.01%             | 2049-11-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                  | Glencore Funding LLC                                                                                               | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2958280.05   | 0.13%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 10YR NOTE (CBT)JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        21 | NC      | $-9295.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8320000 | PA      | $8341132.80   | 0.37%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                      | Societe Generale SA                                                                                                | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10276000 | PA      | $10337450.48  | 0.45%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                   | Synchrony Financial                                                                                                | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    902000 | PA      | $936799.16    | 0.04%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                 | Mission Lane Credit Card Master Trust                                                                              | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2270000 | PA      | $2281155.69   | 0.10%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16913000 | PA      | $16260263.91  | 0.72%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                              | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   4600000 | PA      | $4466140.00   | 0.20%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                 | Bank of Ireland Group PLC                                                                                          | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2576000 | PA      | $2641816.80   | 0.12%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                              | Marriott Ownership Resorts Inc                                                                                     | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    944000 | PA      | $907854.24    | 0.04%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                             | Sunoco LP                                                                                                          | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66711.90     | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                               | Hartwick Park CLO Ltd                                                                                              | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4998465.00   | 0.22%             | 2037-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                              | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                   | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    256000 | PA      | $254376.96    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                          | Alphabet Inc                                                                                                       | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    645000 | PA      | $632209.65    | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                              | Neuberger Berman Loan Advisers CLO 59 Ltd                                                                          | CUSIP: 640962AA4<br>LEI: 254900ERHU6RJHYSL744 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5016515.00   | 0.22%             | 2039-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                               | Alcoa Nederland Holding BV                                                                                         | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $631585.50    | 0.03%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                          | Navient Corp                                                                                                       | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    336000 | PA      | $348468.96    | 0.02%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8738000 | PA      | $8700453.95   | 0.38%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                      | Trinitas CLO XXXVII Ltd                                                                                            | CUSIP: 89643RAA4<br>LEI: 254900WMOQBUJPZCJS73 | Long             | ABS-CBDO         | CORP              | KY        |   5700000 | PA      | $5699766.30   | 0.25%             | 2039-01-22      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                       | Lehman XS Trust 2007-10H                                                                                           | CUSIP: 525237AV5<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |    129749 | PA      | $16526.98     | 0.00%             | 2037-07-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                              | Wyndham Hotels & Resorts Inc                                                                                       | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    654000 | PA      | $643248.24    | 0.03%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                               | Dryden 113 CLO Ltd                                                                                                 | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |   5901000 | PA      | $5893617.85   | 0.26%             | 2037-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                             | Olin Corp                                                                                                          | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    920000 | PA      | $913541.60    | 0.04%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                            | Sixth Street CLO 27 Ltd                                                                                            | CUSIP: 83013GAA3<br>LEI: 2138005QZ5GFFQO8G389 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5006375.00   | 0.22%             | 2038-01-17      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                | Navigator 2025-1 Aviation Ltd                                                                                      | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |   4002229 | PA      | $3916686.79   | 0.17%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 120483000 | PA      | $118562802.19 | 5.21%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                           | Cherry Securitization Trust 2025-1                                                                                 | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3435038.36   | 0.15%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                               | Hyundai Capital America                                                                                            | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $1999152.63   | 0.09%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                      | Vmed O2 UK Financing I PLC                                                                                         | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172552.00    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                    | Credit Agricole SA                                                                                                 | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3121000 | PA      | $3060951.96   | 0.13%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                               | Eni SpA                                                                                                            | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   5735000 | PA      | $5940886.50   | 0.26%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                              | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    935000 | PA      | $930334.35    | 0.04%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                          | Pagaya AI Debt Grantor Trust 2024-S1                                                                               | CUSIP: 694963AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2066473 | PA      | $2067764.75   | 0.09%             | 2031-09-15      | Variable      | 7.29%                 | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                                  | Cross 2025-H10 Mortgage Trust                                                                                      | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1402238 | PA      | $1396292.19   | 0.06%             | 2071-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                            | Apidos Clo Lii                                                                                                     | CUSIP: 03771NAA8<br>LEI: 254900XJH54T9O9TH452 | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4793044.80   | 0.21%             | 2038-04-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                             | Olin Corp                                                                                                          | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    653000 | PA      | $632868.01    | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66374800 | PA      | $58710584.81  | 2.58%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                              | Vistra Operations Co LLC                                                                                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81296.46     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                    | Ally Financial Inc                                                                                                 | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2409000 | PA      | $2514152.85   | 0.11%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                  | Woodside Finance Ltd                                                                                               | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   3326000 | PA      | $3461168.64   | 0.15%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HLDGS LLC                                  | CURO GROUP HLDGS LLC                                                                                               | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135587 | NS      | $1355870.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                              | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                       | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $353077.66    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 10YR ULTRA FUT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -572 | NC      | $1730981.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC     | LCCM 2017-LC26                                                                                                     | CUSIP: 50190DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29826960 | PA      | $278389.93    | 0.01%             | 2050-07-12      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                | AngloGold Ashanti Holdings PLC                                                                                     | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    862000 | PA      | $832709.24    | 0.04%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                  | Las Vegas Sands Corp                                                                                               | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3993190.00   | 0.18%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                                                       | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2264000 | PA      | $2278987.68   | 0.10%             | 2031-01-08      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                               | American Electric Power Co Inc                                                                                     | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    710000 | PA      | $756753.50    | 0.03%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC V SERIES G 1 PR                        | VERITAS US INC V SERIES G 1 PR                                                                                     | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | EP               | CORP              | US        |       546 | NS      | $10510.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley BAML Trust                             | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                        | CUSIP: 61690FAN3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1670504 | PA      | $22.05        | 0.00%             | 2048-04-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                              | ASP Unifrax Holdings Inc                                                                                           | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    493653 | PA      | $22110.72     | 0.00%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                 | Melco Resorts Finance Ltd                                                                                          | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    918000 | PA      | $897831.54    | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | Federal Home Loan Mortgage Corp                                                                                    | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  10400000 | PA      | $11562096.00  | 0.51%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                   | Sirius XM Radio LLC                                                                                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    356000 | PA      | $345829.08    | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                              | Magnetation LLC / Mag Finance Corp                                                                                 | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1407000 | PA      | $0.01         | 0.00%             | 2026-11-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| NEWMARK GROUP INC                                     | Newmark Group Inc                                                                                                  | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2276000 | PA      | $2396354.88   | 0.11%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                        | NRG Energy Inc                                                                                                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    924000 | PA      | $923325.48    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                              | OZLM XVIII Ltd                                                                                                     | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |   2447250 | PA      | $2449097.74   | 0.11%             | 2031-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                               | Hyundai Capital America                                                                                            | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    949000 | PA      | $953858.88    | 0.04%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136AQVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8893090 | PA      | $880921.02    | 0.04%             | 2045-12-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                         | Ballyrock Clo 32 Ltd                                                                                               | CUSIP: 058944AA7<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-CBDO         | CORP              | KY        |   4560000 | PA      | $4560661.20   | 0.20%             | 2039-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                     | NFE Financing LLC                                                                                                  | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6557561 | PA      | $2973591.61   | 0.13%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136AR4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190816 | PA      | $24871.09     | 0.00%             | 2046-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US ULTRA BOND CBT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -45 | NC      | $79334.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                   | GS Mortgage-Backed Securities Trust 2026-CES2                                                                      | CUSIP: 362980AA2<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-MBS          | CORP              | US        |   2355722 | PA      | $2349889.00   | 0.10%             | 2056-06-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                              | Neuberger Berman Loan Advisers CLO 47 Ltd                                                                          | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    612000 | PA      | $611987.15    | 0.03%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69201600 | PA      | $69442183.51  | 3.05%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                        | Whirlpool Corp                                                                                                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    306000 | PA      | $293037.84    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                  | Cross 2026-NQM3 Mortgage Trust                                                                                     | CUSIP: 227925AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2346079 | PA      | $2341672.83   | 0.10%             | 2071-03-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                 | Melco Resorts Finance Ltd                                                                                          | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    714000 | PA      | $707252.70    | 0.03%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                              | Lincoln Financial Global Funding                                                                                   | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    809000 | PA      | $799607.51    | 0.04%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                   | MidOcean Credit CLO XIV Ltd                                                                                        | CUSIP: 59803FAN1<br>LEI: 254900KJWLNM7MIXEC65 | Long             | ABS-CBDO         | CORP              | JE        |    613000 | PA      | $612891.50    | 0.03%             | 2037-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                 | CUSIP: 3137F4V25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2903024 | PA      | $321474.19    | 0.01%             | 2048-02-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                  | Raizen Fuels Finance SA                                                                                            | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   3175000 | PA      | $1726406.25   | 0.08%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                       | CFAMC II Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    498000 | PA      | $498717.12    | 0.02%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                      | Trinitas Clo XX Ltd                                                                                                | CUSIP: 89640EAN8<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |   3450000 | PA      | $3449172.00   | 0.15%             | 2035-07-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-13736.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16839130 | PA      | $16218845.49  | 0.71%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                  | Mehilainen Yhtiot Oy                                                                                               | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    721000 | PA      | $848096.92    | 0.04%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                 | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    865000 | PA      | $762246.65    | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae                                                                                                         | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25755500 | PA      | $25942077.99  | 1.14%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AG TRACKER 34GMG1                                     | AG TRACKER 34GMG1                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45030 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1039000 | PA      | $1048902.97   | 0.05%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                 | Black Diamond CLO 2016-1 Ltd                                                                                       | CUSIP: 09203WAQ8<br>LEI: 549300K8V8PYC7UZSI28 | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5305199.30   | 0.23%             | 2031-04-26      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                              | Aston Martin Capital Holdings Ltd                                                                                  | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    401000 | PA      | $321461.65    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2026-R3                                                                                 | CUSIP: 92541HAE5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   1879496 | PA      | $1875970.44   | 0.08%             | 2068-02-27      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                                                                                 | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    252433 | PA      | $251475.66    | 0.01%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                        | Salesforce Inc                                                                                                     | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5752000 | PA      | $5735319.20   | 0.25%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                           | OCP CLO 2025-40 Ltd                                                                                                | CUSIP: 67570FAA3<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4995165.00   | 0.22%             | 2038-04-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                   | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3320261 | PA      | $3339970.69   | 0.15%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                    | Long: IS3AHW6   TRS USD R E IS3AHW6/UBCSTY51 / Short: IS3AHW6   TRS USD P F   .00000 IS3AHX7/UBCSTY51              | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |    825333 | OU      | $33837.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                                                  | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3835000 | PA      | $3868671.30   | 0.17%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                        | MONITRONICS INTERNATIONAL, INC                                                                                     | CUSIP: 609ESCAB4<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $0.02         | 0.00%             | 2025-12-31      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Chicago Board of Trade                                | US 10YR NOTE (CBT)JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -447 | NC      | $248793.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    772000 | PA      | $766472.48    | 0.03%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                    | Studio City Co Ltd                                                                                                 | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |    336000 | PA      | $335832.00    | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 207942AA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2105289 | PA      | $2117084.44   | 0.09%             | 2043-06-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                         | LUXCO3 SHARES                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     19875 | NS      | $405877.40    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| BPCE SA                                               | BPCE SA                                                                                                            | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    665000 | PA      | $674462.95    | 0.03%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| EDGED COMPUTE LLC                                     | Edged Compute LLC                                                                                                  | CUSIP: 28002AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $200038.32    | 0.01%             | 2031-04-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                    | Harbour Energy PLC                                                                                                 | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   3175000 | PA      | $3261264.75   | 0.14%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE                               | Core Scientific Finance I LLC                                                                                      | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $255390.72    | 0.01%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                    | Braskem Idesa SAPI                                                                                                 | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    912000 | PA      | $636402.72    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                     | HSBC Holdings PLC                                                                                                  | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    792000 | PA      | $784483.92    | 0.03%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                        | Var Energi ASA                                                                                                     | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1255000 | PA      | $1328655.95   | 0.06%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                    | Banco Santander SA                                                                                                 | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1330000 | PA      | $1202120.50   | 0.05%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                 | CUSIP: 3137B4VV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279723 | PA      | $17850.05     | 0.00%             | 2041-05-15      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                     | CUSIP: 95000MBS9<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |  35743867 | PA      | $58480.54     | 0.00%             | 2059-11-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                | Venture Global LNG Inc                                                                                             | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    786000 | PA      | $857919.00    | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67207000 | PA      | $63657630.31  | 2.80%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 10YR ULTRA FUT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $436.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                                | Asurion LLC/ Asurion Co-Issuer Inc                                                                                 | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1256366.46   | 0.06%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                              | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                             | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    255000 | PA      | $231121.80    | 0.01%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44744000 | PA      | $44705548.35  | 1.97%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                  | Niagara Mohawk Power Corp                                                                                          | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2452000 | PA      | $2409090.00   | 0.11%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                       | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1312000 | PA      | $1324398.40   | 0.06%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    376000 | PA      | $315027.84    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                     | HSBC Holdings PLC                                                                                                  | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4230000 | PA      | $4694284.80   | 0.21%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                               | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                            | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $65180.94     | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                           | VFI ABS 2025-1 LLC                                                                                                 | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2924469 | PA      | $2930511.89   | 0.13%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                              | Omega Healthcare Investors Inc                                                                                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   1543000 | PA      | $1554341.05   | 0.07%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                 | Neogen Food Safety Corp                                                                                            | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1677222.74   | 0.07%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136B2A44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4367615 | PA      | $485030.19    | 0.02%             | 2048-08-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                | Discovery Global Holdings Inc                                                                                      | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1256727.72   | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                       | Invesco US CLO 2023-1 Ltd                                                                                          | CUSIP: 46146GAY8<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |   1650000 | PA      | $1646629.05   | 0.07%             | 2037-04-22      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                              | Celanese US Holdings LLC                                                                                           | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    613000 | PA      | $629183.20    | 0.03%             | 2027-07-15      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust          | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                              | CUSIP: 94986KAA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    279112 | PA      | $253448.43    | 0.01%             | 2037-12-28      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                               | Hyundai Capital America                                                                                            | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2823312.40   | 0.12%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                          | Entegris Inc                                                                                                       | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5463810.00   | 0.24%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                            | TELUS Corp                                                                                                         | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $412381.35    | 0.02%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                | WESCO Distribution Inc                                                                                             | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260059.80    | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                   | NCL Corp Ltd                                                                                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    734000 | PA      | $713925.10    | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                    | CUSIP: 3140XGUA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17654033 | PA      | $15504297.63  | 0.68%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                 | Banijay Entertainment SAS                                                                                          | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   1730000 | PA      | $2089519.31   | 0.09%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3267000 | PA      | $3170521.41   | 0.14%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  91074123 | PA      | $79789474.50  | 3.51%             | 2054-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                  | Targa Resources Corp                                                                                               | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2346770.80   | 0.10%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                               | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                               | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603000 | PA      | $618883.02    | 0.03%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26128000 | PA      | $26138206.38  | 1.15%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                          | CaixaBank SA                                                                                                       | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2420000 | PA      | $2422613.60   | 0.11%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust Series 2025-CES7                                                                          | CUSIP: 46660GAA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1984781 | PA      | $1975779.92   | 0.09%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                               | Fidelity National Information Services Inc                                                                         | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1741093.74   | 0.08%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    864000 | PA      | $795484.80    | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                            | Apidos Loan Fund 2024-1 Ltd                                                                                        | CUSIP: 037986AN6<br>LEI: 5493006I0ZVKOEXXC849 | Long             | ABS-CBDO         | CORP              | KY        |   5135000 | PA      | $5141480.37   | 0.23%             | 2038-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                   | Resideo Funding Inc                                                                                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    669000 | PA      | $675395.64    | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                    | Ardonagh Finco Ltd                                                                                                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    461000 | PA      | $470169.29    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                           | Hertz Vehicle Financing III LLC                                                                                    | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3486000 | PA      | $3529877.58   | 0.16%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30720000 | PA      | $30520800.15  | 1.34%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                          | Alphabet Inc                                                                                                       | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1097673.18   | 0.05%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                           | Sotheby's Artfi Master Trust                                                                                       | CUSIP: 83589DAA4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   5493000 | PA      | $5478408.94   | 0.24%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited       | HOMES 2025-NQM5 Trust                                                                                              | CUSIP: 43762CAA9<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   3086439 | PA      | $3074685.87   | 0.14%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                      | COOPR Residential Mortgage Trust 2026-CES1                                                                         | CUSIP: 21689GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2892230 | PA      | $2871197.52   | 0.13%             | 2061-02-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust              | Castlelake Aircraft Structured Trust 2025-3                                                                        | CUSIP: 14855YAA0<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   4456802 | PA      | $4396147.64   | 0.19%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                            | PacifiCorp                                                                                                         | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2844276.00   | 0.13%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust        | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                                                           | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3039873 | PA      | $3031102.10   | 0.13%             | 2070-09-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                       | Republic Finance Issuance Trust 2024-A                                                                             | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5840000 | PA      | $5864327.10   | 0.26%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                               | Hyundai Capital America                                                                                            | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    278000 | PA      | $274994.82    | 0.01%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                    | Viking Cruises Ltd                                                                                                 | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1710000 | PA      | $1713539.70   | 0.08%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                               | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $-4491.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                   | Midocean Credit Clo XX                                                                                             | CUSIP: 59801BAA0<br>LEI: 254900ATA08MBCX15173 | Long             | ABS-CBDO         | CORP              | KY        |   5700000 | PA      | $5709251.10   | 0.25%             | 2039-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                    | Ford Motor Co                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   9159000 | PA      | $8035831.83   | 0.35%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5644000 | PA      | $5525387.84   | 0.24%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                 | Ellucian Holdings Inc                                                                                              | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    637000 | PA      | $627241.16    | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                  | Raizen Fuels Finance SA                                                                                            | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1554000 | PA      | $848872.50    | 0.04%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                 | Toronto-Dominion Bank/The                                                                                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1362000 | PA      | $1369000.68   | 0.06%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                             | Loxam SAS                                                                                                          | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |   2338000 | PA      | $2741852.65   | 0.12%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                    | EXIDE TECHNOLOGIES                                                                                                 | CUSIP: 000000000<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |    932856 | PA      | $0.01         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                     | Citigroup Mortgage Loan Trust 2007-AR4                                                                             | CUSIP: 17311WAA5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     63789 | PA      | $55513.03     | 0.00%             | 2037-03-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                 | GENMAB A/S/GENMAB FINANCE LLC                                                                                      | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   1333000 | PA      | $1366951.51   | 0.06%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                              | Installed Building Products Inc                                                                                    | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129350.00    | 0.01%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                | ESC SOUTHEASTERN GROCE                                                                                             | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71086 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SINCLAIR TELEVISION GROU                              | Sinclair Television Group Inc                                                                                      | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    173000 | PA      | $179120.74    | 0.01%             | 2033-01-27      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1269000 | PA      | $1295867.12   | 0.06%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                               | OAK-Eagle Acquireco Inc                                                                                            | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    383000 | PA      | $397971.47    | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9989000 | PA      | $9609730.16   | 0.42%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42711000 | PA      | $42223827.66  | 1.86%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                    | Kontoor Brands Inc                                                                                                 | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8573.31      | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                   | Global Payments Inc                                                                                                | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1828135.39   | 0.08%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500200 | PA      | $14263438.99  | 0.63%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                              | 1011778 BC ULC / New Red Finance Inc                                                                               | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2338000 | PA      | $2378915.00   | 0.10%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                 | Athene Global Funding                                                                                              | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    764000 | PA      | $679142.52    | 0.03%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                               | Sasol Financing USA LLC                                                                                            | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   3183000 | PA      | $3350680.44   | 0.15%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                   | Select Medical Corp                                                                                                | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    513000 | PA      | $497594.61    | 0.02%             | 2032-11-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                     | EURO-OAT FUTURE JUN26                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       521 | NC      | $-1246759.76  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                              | Angel Oak Mortgage Trust 2025-13                                                                                   | CUSIP: 034952AC5<br>LEI: 254900E0MZH4LYHYEK54 | Long             | ABS-MBS          | CORP              | US        |   2150945 | PA      | $2140842.50   | 0.09%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                      | BAT Capital Corp                                                                                                   | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1768430.70   | 0.08%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                              | Lima Metro Line 2 Finance Ltd                                                                                      | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    284696 | PA      | $270574.95    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust             | Santander Mortgage Asset Receivable Trust 2025-NQM6                                                                | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |   3058206 | PA      | $3053675.52   | 0.13%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust        | Morgan Stanley Residential Mortgage Loan Trust 2026-NEW1                                                           | CUSIP: 617954AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3002379.00   | 0.13%             | 2071-04-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                       | Oaktree CLO 2026-34 Ltd                                                                                            | CUSIP: 673922AA8<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |   2013969 | PA      | $2014001.22   | 0.09%             | 2039-04-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                           | Balboa Bay Loan Funding 2021-1 Ltd                                                                                 | CUSIP: 05765XAJ0<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2679512.00   | 0.12%             | 2034-07-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                 | Athene Global Funding                                                                                              | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4646739.70   | 0.20%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                               | Biocon Biologics Global PLC                                                                                        | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |   1407000 | PA      | $1414738.50   | 0.06%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                     | Vornado Realty LP                                                                                                  | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    615000 | PA      | $615615.00    | 0.03%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                | American Honda Finance Corp                                                                                        | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5682000 | PA      | $5579894.46   | 0.25%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2025-11                                                                                 | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   3265520 | PA      | $3256391.73   | 0.14%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                 | Belron UK Finance PLC                                                                                              | CUSIP: 000000000<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    368000 | PA      | $438429.14    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2011-GC5                                                                              | CUSIP: 36191YAL2<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   4024530 | PA      | $3159996.16   | 0.14%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                               | Efesto Bidco SpA Efesto US LLC                                                                                     | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    628000 | PA      | $626360.92    | 0.03%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                               | Garrett Motion Holdings Inc / Garrett LX I Sarl                                                                    | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $85567.00     | 0.00%             | 2032-05-06      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                               | Howard Midstream Energy Partners LLC                                                                               | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $396396.00    | 0.02%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                              | TGNR Intermediate Holdings LLC                                                                                     | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    649000 | PA      | $640660.35    | 0.03%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                | CHL Mortgage Pass-Through Trust 2007-HY4                                                                           | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118175 | PA      | $107292.52    | 0.00%             | 2047-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                       | Invesco CLO 2021-2 Ltd                                                                                             | CUSIP: 46149MAL0<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4998075.00   | 0.22%             | 2034-07-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2026-NQM1 Trust                                                                                               | CUSIP: 36274BAE8<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   3191653 | PA      | $3168909.67   | 0.14%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                              | Moog Inc                                                                                                           | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103277.07    | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                   | Global Payments Inc                                                                                                | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1207321.68   | 0.05%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 2YR NOTE (CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -41 | NC      | $18853.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                              | Long: SS3BUE2   IRS NZD R F  4.26500 IS3BUE2 CCPVANILLA / Short: SS3BUE2   IRS NZD P V 03MNZDBB IS3BUF3 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  28070000 | OU      | $-135817.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLIP 2026-NQM1 Trust                                  | CLIP 2026-NQM1 Trust                                                                                               | CUSIP: 12570SAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1468000 | PA      | $1467109.66   | 0.06%             | 2071-05-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US LONG BOND(CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $14589.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI                              | Standard Building Solutions Inc                                                                                    | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1803891.76   | 0.08%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                             | Esab Corp                                                                                                          | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    206000 | PA      | $207798.38    | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                   | FS KKR Capital Corp                                                                                                | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154606.65    | 0.01%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136B4ZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2008661 | PA      | $209093.80    | 0.01%             | 2049-06-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                               | BPCE SA                                                                                                            | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2162000 | PA      | $2111452.44   | 0.09%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | Long: SS375Q7   IRS NZD R F  3.71000 IS375Q7 CCPVANILLA / Short: SS375Q7   IRS NZD P V 03MNZDBB IS375R8 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23390000 | OU      | $-683475.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                              | Baxter International Inc                                                                                           | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2627900.24   | 0.12%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                               | American Electric Power Co Inc                                                                                     | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    767000 | PA      | $764054.72    | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust             | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                                                 | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372000 | PA      | $359396.42    | 0.02%             | 2049-07-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36260000 | PA      | $37087181.25  | 1.63%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                        | NRG Energy Inc                                                                                                     | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69747.30     | 0.00%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                          | Centene Corp                                                                                                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5634000 | PA      | $5065135.02   | 0.22%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                          | Alphabet Inc                                                                                                       | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1893162.05   | 0.08%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                          | CD 2017-CD3 Mortgage Trust                                                                                         | CUSIP: 12515GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11995897 | PA      | $54881.23     | 0.00%             | 2050-02-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                    | CUSIP: 31374TAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        32 | PA      | $32.02        | 0.00%             | 2028-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                             | Avant Loans Funding Trust 2024-REV1                                                                                | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5275000 | PA      | $5278053.70   | 0.23%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                      | Altria Group Inc                                                                                                   | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4764000 | PA      | $4887292.32   | 0.21%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136ACFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1244730 | PA      | $121228.02    | 0.01%             | 2043-02-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                         | TransDigm Inc                                                                                                      | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4784000 | PA      | $4789884.32   | 0.21%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32237068 | PA      | $32412105.61  | 1.43%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                               | OAK-Eagle Acquireco Inc                                                                                            | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    434000 | PA      | $524023.46    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | Long: SS39SY2   IRS NZD R F  3.78500 IS39SY2 CCPVANILLA / Short: SS39SY2   IRS NZD P V 03MNZDBB IS39SZ3 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  50590000 | OU      | $-188918.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                                                        | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    438000 | PA      | $287446.26    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                       | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2380000 | PA      | $2390186.40   | 0.11%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                             | ONEOK Inc                                                                                                          | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5496205.00   | 0.24%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                                                           | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1481045.72   | 0.07%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                               | GLP Capital LP / GLP Financing II Inc                                                                              | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1265000 | PA      | $1240965.00   | 0.05%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                  | Garda World Security Corp                                                                                          | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    657000 | PA      | $671224.05    | 0.03%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                            | TELUS Corp                                                                                                         | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $71873.30     | 0.00%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1788000 | PA      | $1254673.13   | 0.06%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                 | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   9073000 | PA      | $9272515.27   | 0.41%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                              | Host Hotels & Resorts LP                                                                                           | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   4343000 | PA      | $4297181.35   | 0.19%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHORT TERM CONSUMER                                   | SHORT TERM CONSUMER                                                                                                | CUSIP: 82525U107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6944640 | PA      | $7267553.26   | 0.32%             | 2036-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Castlelake Aircraft Securitization Trust              | Castlelake Aircraft Structured Trust 2025-2                                                                        | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   3792248 | PA      | $3789676.34   | 0.17%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                               | Park River Holdings Inc                                                                                            | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63391.86     | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                        | Wynn Macau Ltd                                                                                                     | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    858000 | PA      | $859072.50    | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                              | Raven Acquisition Holdings LLC                                                                                     | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498000 | PA      | $493074.78    | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                | Goodyear Tire & Rubber Co/The                                                                                      | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     69000 | PA      | $62758.26     | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                   | Synchrony Financial                                                                                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2892327.90   | 0.13%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                               | NEW FORTRESS ENERGY INC                                                                                            | CUSIP: 000000000<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |    106620 | NS      | $73759.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                | Banque Federative du Credit Mutuel SA                                                                              | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1684000 | PA      | $1663219.44   | 0.07%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                     | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24460.80     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                            | PacifiCorp                                                                                                         | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   3313000 | PA      | $3402053.44   | 0.15%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                      | CUSIP: 46639EAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830721 | PA      | $487799.37    | 0.02%             | 2047-12-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2026-NQM4 Trust                                                                                                | CUSIP: 67124FAF3<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |   2269980 | PA      | $2270715.81   | 0.10%             | 2066-02-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | Long: SS35C37   IRS NZD R F  4.04500 IS35C37 CCPVANILLA / Short: SS35C37   IRS NZD P V 03MNZDBB IS35C48 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  46430000 | OU      | $-301522.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                           | RCKT Mortgage Trust 2026-CES4                                                                                      | CUSIP: 74940CAA9<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   4099520 | PA      | $4088125.38   | 0.18%             | 2056-04-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | Federal Home Loan Mortgage Corp                                                                                    | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $4471080.00   | 0.20%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                              | Lloyds Banking Group PLC                                                                                           | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1262000 | PA      | $1270253.48   | 0.06%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                               | India Clean Energy Holdings                                                                                        | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |    911000 | PA      | $895370.70    | 0.04%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                    | Dominican Republic International Bond                                                                              | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5298000 | PA      | $5107272.00   | 0.22%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                      | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6196000 | PA      | $5755278.52   | 0.25%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                              | Hess Midstream Operations LP                                                                                       | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1255938.92   | 0.06%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                              | Allwyn Entertainment Financing UK PLC                                                                              | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    619000 | PA      | $637328.59    | 0.03%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136B2ER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1635996 | PA      | $183590.85    | 0.01%             | 2048-06-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                          | Navient Corp                                                                                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    257000 | PA      | $247002.70    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                  | Cross 2026-NQM5 Mortgage Trust                                                                                     | CUSIP: 22759BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1143291 | PA      | $1139783.84   | 0.05%             | 2071-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2016-GS3                                                                              | CUSIP: 36251PAF1<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |  24716178 | PA      | $7822.67      | 0.00%             | 2049-10-10      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                           | CUSIP: 38373MVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29924 | PA      | $0.12         | 0.00%             | 2045-11-16      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                    | Credit Agricole SA                                                                                                 | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2177000 | PA      | $2242723.63   | 0.10%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                 | Venture Global Plaquemines LNG LLC                                                                                 | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    389000 | PA      | $401132.91    | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                              | CHS/Community Health Systems Inc                                                                                   | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    232000 | PA      | $249103.04    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136B2VX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5086559 | PA      | $555392.74    | 0.02%             | 2048-08-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                       | Golub Capital Partners CLO 77 B Ltd                                                                                | CUSIP: 38180QAA2<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4801843.20   | 0.21%             | 2038-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                             | Sunoco LP                                                                                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    452000 | PA      | $453478.04    | 0.02%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136B6WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1914442 | PA      | $198255.56    | 0.01%             | 2049-10-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                       | Long: BS3BES4   CDS USD R V 03MEVENT IS3BET5 CCPITRAXX / Short: BS3BES4   CDS USD P F  1.00000 IS3BES4 CCPITRAXX   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  69840000 | OU      | $-803759.69   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                        | Bombardier Inc                                                                                                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1147000 | PA      | $1197261.54   | 0.05%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                  | Flutter Treasury DAC                                                                                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    845000 | PA      | $839068.10    | 0.04%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                              | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                             | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    248000 | PA      | $235654.56    | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                       | Gen Digital Inc                                                                                                    | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    609000 | PA      | $618049.74    | 0.03%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA                                                                                                   | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     89035 | PA      | $87567.70     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                     | Sysco Corp                                                                                                         | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1029044.25   | 0.05%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                        | JPN 10Y BOND(OSE) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -78 | NC      | $669653.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                              | Perrigo Finance Unlimited Co                                                                                       | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    262000 | PA      | $248399.58    | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                              | Lima Metro Line 2 Finance Ltd                                                                                      | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    147865 | PA      | $140531.17    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                              | Celanese US Holdings LLC                                                                                           | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    323000 | PA      | $336020.13    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                | Acrisure LLC / Acrisure Finance Inc                                                                                | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    893000 | PA      | $906787.92    | 0.04%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11584500 | PA      | $11063197.50  | 0.49%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHORT TERM CONSUMER RECEIVABLE                        | SHORT TERM CONSUMER RECEIVABLE                                                                                     | CUSIP: 82525B109<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3708318 | PA      | $3820049.26   | 0.17%             | 2035-11-20      | Variable      | 12.86%                | No            |                  3 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                 | Element Solutions Inc                                                                                              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    653000 | PA      | $636635.82    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                    | Banco Santander SA                                                                                                 | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7600000 | PA      | $8229812.00   | 0.36%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                     | American Builders & Contractors Supply Co Inc                                                                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    278000 | PA      | $265309.30    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                   | CSN Inova Ventures                                                                                                 | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |   1086000 | PA      | $922882.80    | 0.04%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                 | CUSIP: 31396HSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500291 | PA      | $49546.33     | 0.00%             | 2036-02-15      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                               | Public Service Co of Colorado                                                                                      | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   4401000 | PA      | $4377630.69   | 0.19%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2006-24CB                                                                                   | CUSIP: 02146TAQ0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    759046 | PA      | $365318.15    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                              | Vistra Operations Co LLC                                                                                           | CUSIP: 92840VBD3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7019000 | PA      | $7007067.70   | 0.31%             | 2028-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                              | MPH Acquisition Holdings LLC                                                                                       | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   2257723 | PA      | $1525001.58   | 0.07%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                      | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1855000 | PA      | $1875405.00   | 0.08%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                              | 1011778 BC ULC / New Red Finance Inc                                                                               | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    159000 | PA      | $157074.51    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                   | AUST 10Y BOND FUT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -811 | NC      | $901757.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                        | Salesforce Inc                                                                                                     | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5752000 | PA      | $5742681.76   | 0.25%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                      | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    691000 | PA      | $703168.51    | 0.03%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2025-NQM23 Trust                                                                                               | CUSIP: 67123BAF3<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |   1988947 | PA      | $1980785.14   | 0.09%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                    | Ally Financial Inc                                                                                                 | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184460.54    | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA                                                                                                   | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     97149 | PA      | $95592.67     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2017-C1                                                                              | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5569509 | PA      | $44756.01     | 0.00%             | 2050-06-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                               | Public Service Co of Colorado                                                                                      | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1162735.36   | 0.05%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26850000 | PA      | $26409492.19  | 1.16%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                              | Amneal Pharmaceuticals LLC                                                                                         | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    535000 | PA      | $555977.35    | 0.02%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                              | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                       | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    906000 | PA      | $904169.88    | 0.04%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                              | Standard Building Solutions Inc                                                                                    | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $2099029.92   | 0.09%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                               | HCA Inc                                                                                                            | CUSIP: 404119DK2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6884000 | PA      | $6835812.00   | 0.30%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                 | CUSIP: 3137BNRK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    838631 | PA      | $87123.39     | 0.00%             | 2046-04-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                              | Hilton Domestic Operating Co Inc                                                                                   | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2514000 | PA      | $2549422.26   | 0.11%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                    | Tricolor Auto Securitization Trust 2024-3                                                                          | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2184866 | PA      | $1900833.63   | 0.08%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                              | MPH Acquisition Holdings LLC                                                                                       | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    179547 | PA      | $148977.33    | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA                                                                                                   | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     97062 | PA      | $95363.42     | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                    | Long: IS3BDU9   TRS USD R E IS3BDU9/UBCSFV51 / Short: IS3BDU9   TRS USD P F   .00000 IS3BDV0/UBCSFV51              | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |    664501 | OU      | $43228.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                      | LG Energy Solution Ltd                                                                                             | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   3987000 | PA      | $4023680.40   | 0.18%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2023-HQA3                                                                            | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   1613427 | PA      | $1622974.31   | 0.07%             | 2043-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                              | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                 | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    619000 | PA      | $640435.97    | 0.03%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                | Goodyear Tire & Rubber Co/The                                                                                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    244000 | PA      | $241430.68    | 0.01%             | 2030-05-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                               | Romanian Government International Bond                                                                             | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   4836000 | PA      | $4647396.00   | 0.20%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33270000 | PA      | $33301190.63  | 1.46%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                  | Raizen Fuels Finance SA                                                                                            | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    993000 | PA      | $543667.50    | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19482000 | PA      | $19279569.94  | 0.85%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                         | AIB Group PLC                                                                                                      | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2932000 | PA      | $2988528.96   | 0.13%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                  | Glencore Funding LLC                                                                                               | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3022000 | PA      | $3068478.36   | 0.13%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                 | Silver Point CLO 8 Ltd                                                                                             | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4999895.00   | 0.22%             | 2038-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US ULTRA BOND CBT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-1251.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mission Lane Credit Card Master Trust                 | Mission Lane Credit Card Master Trust                                                                              | CUSIP: 60510MCG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3440000 | PA      | $3438925.00   | 0.15%             | 2032-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                      | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1841863.04   | 0.08%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88642400 | PA      | $89078687.26  | 3.92%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                               | OAK-Eagle Acquireco Inc                                                                                            | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    121000 | PA      | $124521.10    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae                                                                                                         | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  47872419 | PA      | $46183685.91  | 2.03%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                              | Capital One Financial Corp                                                                                         | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2918228.50   | 0.13%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| GENERALI                                              | Generali                                                                                                           | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |   6630000 | PA      | $7978786.75   | 0.35%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                 | PK ALIFT Loan Funding 7 LP                                                                                         | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3265877 | PA      | $3230435.31   | 0.14%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15230000 | PA      | $15315668.75  | 0.67%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2141254.00   | 0.09%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                 | Fortress Intermediate 3 Inc                                                                                        | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    619000 | PA      | $626657.03    | 0.03%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                    | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   6663938 | NS      | $6663937.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                               | Hyundai Capital America                                                                                            | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4737000 | PA      | $4822123.89   | 0.21%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US LONG BOND(CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       365 | NC      | $-849558.90   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                    | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11536808 | PA      | $10128363.73  | 0.45%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                    | CUSIP: 3140QGEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  74372632 | PA      | $62464361.25  | 2.75%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                | Digicel Group Holdings Ltd                                                                                         | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     88876 | PA      | $888.76       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AGL CLO Ltd.                                          | AGL CLO 44 Ltd                                                                                                     | CUSIP: 00121RAA2<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |   4476000 | PA      | $4475977.62   | 0.20%             | 2037-10-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                | Marriott International Inc/MD                                                                                      | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3388085.40   | 0.15%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                              | CHS/Community Health Systems Inc                                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    261000 | PA      | $246457.08    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2016-LC24                                                                    | CUSIP: 95000HBJ0<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |  17126254 | PA      | $23942.50     | 0.00%             | 2049-10-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                        | HPS Loan Management 2024-19 Ltd                                                                                    | CUSIP: 442924AU0<br>LEI: 529900RNXYTS8MT70394 | Long             | ABS-CBDO         | CORP              | KY        |   1008887 | PA      | $1008903.14   | 0.04%             | 2037-04-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                        | ACM Auto Trust 2025-1                                                                                              | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307369 | PA      | $307435.08    | 0.01%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    977000 | PA      | $864339.69    | 0.04%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34336000 | PA      | $34035560.00  | 1.50%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                      | COLT 2026-3 Mortgage Loan Trust                                                                                    | CUSIP: 19689GAF9<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |   1093845 | PA      | $1092080.08   | 0.05%             | 2071-05-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                        | SNF Group SACA                                                                                                     | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   1796000 | PA      | $1818593.68   | 0.08%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2026-NQM6 Trust                                                                                                | CUSIP: 67124EAC3<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |    726966 | PA      | $725114.34    | 0.03%             | 2066-04-26      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                                                  | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    982000 | PA      | $1016694.06   | 0.04%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10148000 | PA      | $10205082.50  | 0.45%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                         | PPM CLO 8 Ltd                                                                                                      | CUSIP: 69382DAA2<br>LEI: 254900DMFVRHGLYIFG95 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5003510.00   | 0.22%             | 2038-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Colossus AcquireCo LLC                                | Colossus AcquireCo LLC Initial Term Loan                                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1880550 | PA      | $1880155.08   | 0.08%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                               | Imperial Brands Finance PLC                                                                                        | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4472000 | PA      | $4509341.20   | 0.20%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                 | CUSIP: 3137FCAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4059798 | PA      | $433221.91    | 0.02%             | 2047-12-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                          | CaixaBank SA                                                                                                       | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3893000 | PA      | $4255477.23   | 0.19%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                        | Var Energi ASA                                                                                                     | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1436000 | PA      | $1637858.52   | 0.07%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                              | Capital One Financial Corp                                                                                         | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2404000 | PA      | $2363420.48   | 0.10%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                           | RCKT Mortgage Trust 2026-CES2                                                                                      | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |   3106430 | PA      | $3076565.69   | 0.14%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                         | Carnival Corp                                                                                                      | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    101000 | PA      | $100641.45    | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                           | Continental Finance Credit Card ABS Master Trust                                                                   | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5050000 | PA      | $5082632.60   | 0.22%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26060000 | PA      | $25669100.00  | 1.13%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 30711XDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2696787 | PA      | $2749313.19   | 0.12%             | 2029-01-25      | Floating      | 14.51%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                       | Benefit Street Partners CLO 48 Ltd                                                                                 | CUSIP: 08187TAA2<br>LEI: 2549006BTXPGNT2KUY61 | Long             | ABS-CBDO         | CORP              | KY        |   4660000 | PA      | $4656663.44   | 0.20%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                 | Bread Financial Holdings Inc                                                                                       | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1169019.28   | 0.05%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                              | Angel Oak Mortgage Trust 2026-2                                                                                    | CUSIP: 03466LAA2<br>LEI: 254900KYTF3JMR1ZQR67 | Long             | ABS-MBS          | CORP              | US        |   4713381 | PA      | $4667077.72   | 0.21%             | 2071-02-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9240000 | PA      | $9215817.16   | 0.41%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/V SERIES G PREF                        | VERITAS US INC/V SERIES G PREF                                                                                     | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | EP               | CORP              | US        |       790 | NS      | $15207.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STILLWATER MINING CO                                  | Stillwater Mining Co                                                                                               | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4263873.90   | 0.19%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                   | Highwoods Realty LP                                                                                                | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   1410000 | PA      | $1395195.00   | 0.06%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                   | Sirius XM Radio LLC                                                                                                | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    639000 | PA      | $634252.23    | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                   | MidOcean Credit CLO XI Ltd                                                                                         | CUSIP: 59801ABA1<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001095.00   | 0.22%             | 2036-01-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                | Engie Energia Chile SA                                                                                             | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |   1354000 | PA      | $1425085.00   | 0.06%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                           | Viatris Inc                                                                                                        | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3244299.20   | 0.14%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                        | ACM Auto Trust 2025-3                                                                                              | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2863630 | PA      | $2860689.03   | 0.13%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                                                                                 | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18047519 | PA      | $18327472.55  | 0.81%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1575000 | PA      | $1483453.13   | 0.07%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                          | Spirit Aviation Holdings Inc                                                                                       | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51999 | NS      | $72798.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                             | Olin Corp                                                                                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    226000 | PA      | $224076.74    | 0.01%             | 2033-02-28      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281000 | PA      | $206357.97    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                              | Enterprise Products Operating LLC                                                                                  | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4552303.80   | 0.20%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                   | Diebold Nixdorf Inc                                                                                                | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    596000 | PA      | $626860.88    | 0.03%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                  | IHO Verwaltungs GmbH                                                                                               | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    505538 | PA      | $607309.17    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                           | RCKT Mortgage Trust 2025-CES12                                                                                     | CUSIP: 749349AA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   2408669 | PA      | $2401719.36   | 0.11%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                    | CNX Resources Corp                                                                                                 | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    619000 | PA      | $637724.75    | 0.03%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                    | CUSIP: 3140XNZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8414242 | PA      | $7389638.24   | 0.32%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                    | Gracie Point International Funding 2025-1 LLC                                                                      | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5505407.60   | 0.24%             | 2028-08-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                     | HSBC Holdings PLC                                                                                                  | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4880000 | PA      | $4992044.80   | 0.22%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                 | CUSIP: 3137F3PH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6230409 | PA      | $920048.93    | 0.04%             | 2048-03-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2026-NQM3 Trust                                                                                                | CUSIP: 67449MAF6<br>LEI: 25490008A4OQW8G7VN96 | Long             | ABS-MBS          | CORP              | US        |   2236348 | PA      | $2217657.40   | 0.10%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                  | Raizen Fuels Finance SA                                                                                            | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   2296000 | PA      | $1257060.00   | 0.06%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                         | Carnival Corp                                                                                                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     18000 | PA      | $18267.84     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                 | Entergy Louisiana LLC                                                                                              | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   3514000 | PA      | $3371999.26   | 0.15%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                  | Cross 2025-H9 Mortgage Trust                                                                                       | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3305576 | PA      | $3297141.53   | 0.14%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136AMAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1039490 | PA      | $102957.09    | 0.00%             | 2045-01-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $145084.17    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                              | Builders FirstSource Inc                                                                                           | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2635090.00   | 0.12%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                          | Voya CLO 2022-3 Ltd                                                                                                | CUSIP: 92891LAP7<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | JE        |   5388714 | PA      | $5375037.44   | 0.24%             | 2036-10-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                    | Ally Financial Inc                                                                                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83806.50     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc                                  | Loyalty Ventures Inc Term Loan B                                                                                   | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |   4133254 | PA      | $351326.63    | 0.02%             | 2027-11-03      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| ARDONAGH FINCO LTD                                    | Ardonagh Finco Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1099000 | PA      | $1290408.54   | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                  | Flutter Treasury DAC                                                                                               | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    785000 | PA      | $897655.63    | 0.04%             | 2031-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                    | Meta Platforms Inc                                                                                                 | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $3897422.10   | 0.17%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                             | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                         | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $618894.32    | 0.03%             | 2046-05-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                | AS Mileage Plan IP Ltd                                                                                             | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1768000 | PA      | $1750496.80   | 0.08%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                  | Cross 2026-NQM2 Mortgage Trust                                                                                     | CUSIP: 227924AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4177110 | PA      | $4147778.59   | 0.18%             | 2061-03-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                                                                                 | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5708143 | PA      | $5803377.00   | 0.26%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                         | Lendbuzz Securitization Trust 2023-1                                                                               | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1007911 | PA      | $1017250.76   | 0.04%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                                                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    723000 | PA      | $660829.23    | 0.03%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  44355000 | PA      | $37183696.91  | 1.64%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                      | Ambipar Lux Sarl                                                                                                   | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   2817000 | PA      | $402070.41    | 0.02%             | 2033-02-05      | Fixed         | 10.87%                | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                              | Manufacturers & Traders Trust Co                                                                                   | CUSIP: 564760CD6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2057000 | PA      | $2051672.37   | 0.09%             | 2030-04-18      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae                                                                                                         | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11200335 | PA      | $11110329.11  | 0.49%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                       | Long: SS3BR41   CDS USD R F  5.00000 IS3BR41 CCPCDX / Short: SS3BR41   CDS USD P V 03MEVENT IS3BR52 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | 142261000 | OU      | $10963734.23  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                               | Long: IS3BN43   TRS USD R E IS3BN43/GSVLSUT3 / Short: IS3BN43   TRS USD P V 00MFEDL IS3BN54/FEDL01/-135 BPS        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   2642772 | OU      | $373957.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                              | RD Michigan Property Owner I LLC                                                                                   | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4178000 | PA      | $4183306.06   | 0.18%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2025-12                                                                                 | CUSIP: 92490FAF7<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |   2144472 | PA      | $2139902.08   | 0.09%             | 2070-12-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                      | BAT Capital Corp                                                                                                   | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    439000 | PA      | $503528.61    | 0.02%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6175000 | PA      | $6297052.77   | 0.28%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37794000 | PA      | $37799905.31  | 1.66%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                              | Capital One Financial Corp                                                                                         | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3349790.20   | 0.15%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                | Senegal Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    577000 | PA      | $323697.00    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                    | Braskem Idesa SAPI                                                                                                 | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   3551000 | PA      | $2489251.00   | 0.11%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2019-C16                                                                             | CUSIP: 90276YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13331652 | PA      | $443829.35    | 0.02%             | 2052-04-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                  | CUSIP: 3136ATB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9664575 | PA      | $595379.37    | 0.03%             | 2046-10-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** AB BOND FUND, INC.

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller