# EDGAR Filing Document

**Accession Number:** 0001699360
**File Stem:** 0002066578-26-002244
**Filing Date:** 2026-6
**Character Count:** 1385190
**Document Hash:** c28c61b4b97b6125916ea9379febb415
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-002244.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002066578-26-002244

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Morningstar Funds Trust
- **CENTRAL INDEX KEY:** 0001699360

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23235
- **FILM NUMBER:** 261128083

**BUSINESS ADDRESS:**
- **STREET 1:** 22 W. WASHINGTON STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60602
- **BUSINESS PHONE:** 312-696-6000

**MAIL ADDRESS:**
- **STREET 1:** 22 W. WASHINGTON STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60602

## Series and Classes Contracts Data

### Morningstar Total Return Bond Fund (Series ID: S000057730)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000186141 | Institutional | MSTRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Morningstar Funds Trust

- **b. Investment Company Act file number:** 811-23235

- **c. CIK number of Registrant:** 0001699360

- **d. LEI of Registrant:** 254900AE65UZA65M0T82

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

  - **Street Address 1:** 22 W. WASHINGTON STREET

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60602

  - **Telephone number:** 312-696-6000

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

- **a. Name of Series:** Morningstar Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000057730

- **c. LEI of Series:** 2549003ESAHXEQHTHU51

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

- **a. Date of fiscal year-end:** 2026-04-30

- **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:** $1273959568.50

**Total Liabilities:** $322660081.44

**Net Assets:** $951299487.06

**Delayed Delivery Securities:** $251374718.16

**Cash Not Reported:** $1784955.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 232.666410787185 | **1-Year:** 11923.296535140921 | **5-Year:** 95632.476437065664 | **10-Year:** 158034.619610470756 | **30-Year:** 38167.531589552913

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

- **3-Month:** 92.397959731522 | **1-Year:** 3290.843183145381 | **5-Year:** 6818.085779100692 | **10-Year:** 3157.661492992853 | **30-Year:** 978.154280189044

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000186141 | 1.53%                | -1.98%               | 0.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-437439.72              | $11190123.98                               |
| Month 2  | $-907104.01              | $-19530848.94                              |
| Month 3  | $-498976.46              | $-274480.55                                |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** XIUSA000MC

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CURRENCY CONTRACT - ARS                                                                            | CURRENCY CONTRACT - ARS                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -12082 | NC      | $-293.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                            | CURRENCY CONTRACT - AUD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -966177 | NC      | $1257.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20045 | NC      | $2257.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -138286 | NC      | $8874.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -172000 | NC      | $11037.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -171000 | NC      | $10973.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -345857 | NC      | $23843.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -69302 | NC      | $4932.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -358094 | NC      | $23514.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -17000 | NC      | $500.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -18000 | NC      | $530.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -25000 | NC      | $424.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -8000 | NC      | $89.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -371714 | NC      | $2928.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -371714 | NC      | $2965.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -371715 | NC      | $3410.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -185857 | NC      | $1705.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -8000 | NC      | $37.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -8000 | NC      | $27.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -8000 | NC      | $104.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -69302 | NC      | $499.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -8000 | NC      | $57.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                            | CURRENCY CONTRACT - BRL                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -332094 | NC      | $2395.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                            | CURRENCY CONTRACT - CHF                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -51000 | NC      | $1.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                            | CURRENCY CONTRACT - CHF                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47000 | NC      | $14.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                            | CURRENCY CONTRACT - CLP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -188866 | NC      | $-4041.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                            | CURRENCY CONTRACT - CLP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -103000 | NC      | $-2203.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                            | CURRENCY CONTRACT - CLP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -13000 | NC      | $-126.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                            | CURRENCY CONTRACT - CLP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -4000 | NC      | $1.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                            | CURRENCY CONTRACT - CNH                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -58478 | NC      | $280.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                            | CURRENCY CONTRACT - CNH                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61000 | NC      | $-64.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                            | CURRENCY CONTRACT - CNH                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -340857 | NC      | $-273.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                            | CURRENCY CONTRACT - COP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -3726 | NC      | $148.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                            | CURRENCY CONTRACT - COP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -159000 | NC      | $7066.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                            | CURRENCY CONTRACT - COP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26000 | NC      | $88.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                            | CURRENCY CONTRACT - COP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -101222 | NC      | $343.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                            | CURRENCY CONTRACT - COP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -41000 | NC      | $139.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                            | CURRENCY CONTRACT - COP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -25000 | NC      | $-744.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                            | CURRENCY CONTRACT - CZK                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54000 | NC      | $-123.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                            | CURRENCY CONTRACT - CZK                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -142412 | NC      | $-188.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                            | CURRENCY CONTRACT - CZK                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -31072 | NC      | $151.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                            | CURRENCY CONTRACT - CZK                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -15660 | NC      | $62.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                                                            | CURRENCY CONTRACT - EGP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30643 | NC      | $-1390.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                                                            | CURRENCY CONTRACT - EGP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -15000 | NC      | $-680.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                            | CURRENCY CONTRACT - EUR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1773804 | NC      | $31840.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                            | CURRENCY CONTRACT - EUR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -240194 | NC      | $4479.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                            | CURRENCY CONTRACT - EUR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3403975 | NC      | $6885.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                            | CURRENCY CONTRACT - EUR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9950056 | NC      | $-85.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HKD                                                                            | CURRENCY CONTRACT - HKD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -128969 | NC      | $-346.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HKD                                                                            | CURRENCY CONTRACT - HKD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -257965 | NC      | $-718.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HKD                                                                            | CURRENCY CONTRACT - HKD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -75946 | NC      | $-211.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HKD                                                                            | CURRENCY CONTRACT - HKD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -75928 | NC      | $-211.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HKD                                                                            | CURRENCY CONTRACT - HKD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -151895 | NC      | $-423.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HKD                                                                            | CURRENCY CONTRACT - HKD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -173464 | NC      | $-481.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                            | CURRENCY CONTRACT - HUF                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -23500 | NC      | $-67.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                            | CURRENCY CONTRACT - HUF                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -16500 | NC      | $-47.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                            | CURRENCY CONTRACT - HUF                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39500 | NC      | $26.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                            | CURRENCY CONTRACT - HUF                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -222201 | NC      | $370.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                            | CURRENCY CONTRACT - HUF                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -75000 | NC      | $57.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                            | CURRENCY CONTRACT - HUF                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -52000 | NC      | $40.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                            | CURRENCY CONTRACT - IDR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -172658 | NC      | $-3693.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                            | CURRENCY CONTRACT - IDR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -159000 | NC      | $-3082.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                            | CURRENCY CONTRACT - IDR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -115355 | NC      | $-2327.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                            | CURRENCY CONTRACT - IDR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -314671 | NC      | $-3405.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                            | CURRENCY CONTRACT - IDR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -21000 | NC      | $-227.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -117466 | NC      | $-5380.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -58022 | NC      | $-2502.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9000 | NC      | $3.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -301260 | NC      | $121.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -27000 | NC      | $-31.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -17000 | NC      | $-20.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -93438 | NC      | $-416.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -16804 | NC      | $-255.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9196 | NC      | $-145.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -12379 | NC      | $-196.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -22621 | NC      | $-344.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9000 | NC      | $-169.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26000 | NC      | $-490.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                            | CURRENCY CONTRACT - INR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26000 | NC      | $-490.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                            | CURRENCY CONTRACT - JPY                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -366790 | NC      | $5829.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                            | CURRENCY CONTRACT - JPY                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -17000 | NC      | $283.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                            | CURRENCY CONTRACT - JPY                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54000 | NC      | $894.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                            | CURRENCY CONTRACT - KRW                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -32981 | NC      | $-13.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                            | CURRENCY CONTRACT - KRW                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -35000 | NC      | $-13.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                            | CURRENCY CONTRACT - MXN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -211768 | NC      | $14368.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                            | CURRENCY CONTRACT - MXN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -8697 | NC      | $347.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                            | CURRENCY CONTRACT - MXN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -33851 | NC      | $1427.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                            | CURRENCY CONTRACT - MXN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -101214 | NC      | $2618.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                            | CURRENCY CONTRACT - MXN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -178000 | NC      | $4604.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                            | CURRENCY CONTRACT - MXN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -518786 | NC      | $13719.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                            | CURRENCY CONTRACT - MXN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -115000 | NC      | $-960.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                            | CURRENCY CONTRACT - MXN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -275624 | NC      | $-2123.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                                            | CURRENCY CONTRACT - MYR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -112994 | NC      | $533.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                                            | CURRENCY CONTRACT - MYR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -462291 | NC      | $-2389.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                                            | CURRENCY CONTRACT - MYR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -72000 | NC      | $-372.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NGN                                                                            | CURRENCY CONTRACT - NGN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $520.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NGN                                                                            | CURRENCY CONTRACT - NGN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20060 | NC      | $1044.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                                                            | CURRENCY CONTRACT - PEN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -23500 | NC      | $-1098.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                                                            | CURRENCY CONTRACT - PEN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -13000 | NC      | $-607.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                                                            | CURRENCY CONTRACT - PEN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -13000 | NC      | $-613.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                                                            | CURRENCY CONTRACT - PEN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -23500 | NC      | $-1109.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                                                            | CURRENCY CONTRACT - PEN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47000 | NC      | $252.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                                                            | CURRENCY CONTRACT - PEN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -35000 | NC      | $85.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                                                            | CURRENCY CONTRACT - PEN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26000 | NC      | $63.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                                                            | CURRENCY CONTRACT - PEN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -17000 | NC      | $38.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                            | CURRENCY CONTRACT - PHP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -32350 | NC      | $-1091.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                            | CURRENCY CONTRACT - PHP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57057 | NC      | $-1790.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                            | CURRENCY CONTRACT - PHP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -14595 | NC      | $-335.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                            | CURRENCY CONTRACT - PHP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -14614 | NC      | $-354.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                            | CURRENCY CONTRACT - PHP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -14606 | NC      | $-346.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                            | CURRENCY CONTRACT - PHP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -29167 | NC      | $-645.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                            | CURRENCY CONTRACT - PHP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -14591 | NC      | $-333.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                            | CURRENCY CONTRACT - PHP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -1000 | NC      | $-24.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                            | CURRENCY CONTRACT - PHP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -29229 | NC      | $-713.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                            | CURRENCY CONTRACT - PHP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -14582 | NC      | $-319.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                            | CURRENCY CONTRACT - PLN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26000 | NC      | $-58.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                            | CURRENCY CONTRACT - PLN                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -260935 | NC      | $-471.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - RON                                                                            | CURRENCY CONTRACT - RON                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61146 | NC      | $-1197.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                            | CURRENCY CONTRACT - SGD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -55576 | NC      | $-386.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                            | CURRENCY CONTRACT - SGD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39046 | NC      | $-19.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                            | CURRENCY CONTRACT - SGD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39400 | NC      | $217.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                            | CURRENCY CONTRACT - SGD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -55126 | NC      | $63.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                            | CURRENCY CONTRACT - SGD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -55184 | NC      | $5.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                            | CURRENCY CONTRACT - THB                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56377 | NC      | $-936.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                            | CURRENCY CONTRACT - THB                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -385116 | NC      | $-3410.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                            | CURRENCY CONTRACT - THB                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9000 | NC      | $-79.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                            | CURRENCY CONTRACT - THB                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -102700 | NC      | $-909.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                            | CURRENCY CONTRACT - TRY                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -19224 | NC      | $-31.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -481000 | NC      | $-5609.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1358000 | NC      | $-1685.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6700000 | NC      | $5450.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20318727 | NC      | $-263.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -53875413 | NC      | $-592.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -156118670 | NC      | $-2033.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -113044 | NC      | $-2356.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -163914 | NC      | $-3441.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -96297516 | NC      | $-715.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -101057049 | NC      | $-621.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1020731 | NC      | $-526.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1950000000 | NC      | $3406.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -34941100 | NC      | $-180.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -36696132 | NC      | $-243.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -970000000 | NC      | $1708.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -980000000 | NC      | $1594.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1960000000 | NC      | $3258.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -57700000 | NC      | $2824.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -16000000 | NC      | $4364.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4769309 | NC      | $-2859.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -650100000 | NC      | $857.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -659950000 | NC      | $597.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -367370 | NC      | $-4895.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4821054 | NC      | $-57996.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -5849651200 | NC      | $6668.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1370000 | NC      | $-6745.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3522520 | NC      | $-38703.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1804000 | NC      | $-23210.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -28595751 | NC      | $12490.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -89999 | NC      | $350.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1387000 | NC      | $-45039.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5351000 | NC      | $-125369.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -248000 | NC      | $-332.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1800000 | NC      | $-41128.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -58598000 | NC      | $-4787.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -179000 | NC      | $-2386.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -13000 | NC      | $-124.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3971426 | NC      | $-45255.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2064567 | NC      | $-2883.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2172356 | NC      | $-3247.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2455947 | NC      | $219.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5289732 | NC      | $472.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2734522 | NC      | $-33982.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -231629 | NC      | $-2714.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -221101 | NC      | $-2591.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -968200 | NC      | $-17.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4141274 | NC      | $-459.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -645000 | NC      | $-20552.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -41840 | NC      | $-438.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1800000 | NC      | $-318.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3400000 | NC      | $568.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -400000 | NC      | $89.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1800000 | NC      | $669.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3400000 | NC      | $1410.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40604 | NC      | $-188.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4555759 | NC      | $597.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4344241 | NC      | $570.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -534114 | NC      | $314.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -2998 | NC      | $18.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -710000 | NC      | $4846.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -719000 | NC      | $3778.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -770000 | NC      | $124.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14914980 | NC      | $447.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5500702 | NC      | $210.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -172000 | NC      | $671.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1046729500 | NC      | $660.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -540342 | NC      | $219.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14914980 | NC      | $367.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -89531 | NC      | $567.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1117000 | NC      | $5926.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -81013 | NC      | $494.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -11880 | NC      | $71.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2197209 | NC      | $519.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1498350 | NC      | $2740.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9252374 | NC      | $4530.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -418616 | NC      | $115.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -24190080 | NC      | $432.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -188433 | NC      | $6.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53336 | NC      | $23.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1892259194 | NC      | $1200.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -2296237197 | NC      | $1456.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -972 | NC      | $5.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20162450 | NC      | $8260.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7457490 | NC      | $45.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -564000 | NC      | $-379.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -887453273 | NC      | $4742.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -49000 | NC      | $-212.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -16500 | NC      | $14.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -33000 | NC      | $-329.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -360463 | NC      | $185.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -492048 | NC      | $45.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -11347153 | NC      | $6636.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -27337 | NC      | $-121.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48169 | NC      | $-1.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47500 | NC      | $-499.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -664619 | NC      | $53.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -35415 | NC      | $-133.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -64064 | NC      | $-275.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7457490 | NC      | $86.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7457490 | NC      | $79.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -586005 | NC      | $-46.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1595689 | NC      | $656.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -27111 | NC      | $-61.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2969538 | NC      | $1788.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99354 | NC      | $-224.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -903379 | NC      | $-46.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7331683 | NC      | $-76.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -713713628 | NC      | $189.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3105720 | NC      | $1060.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -578273972 | NC      | $3244.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1437199 | NC      | $537.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -808367 | NC      | $506.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -396020 | NC      | $-262.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -31857137 | NC      | $-338.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -600000 | NC      | $-3129.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -535591 | NC      | $212.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -295663610 | NC      | $1851.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -61363064 | NC      | $345.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -129945312 | NC      | $731.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1405042 | NC      | $-36.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40120 | NC      | $-91.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4171200 | NC      | $334.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2844000 | NC      | $227.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -490000000 | NC      | $120.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8118089 | NC      | $55.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14914980 | NC      | $93.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -630502980 | NC      | $191.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -490000000 | NC      | $139.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -630709380 | NC      | $189.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -2000 | NC      | $-2.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -354263 | NC      | $11.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -480000000 | NC      | $63.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2734522 | NC      | $-3920.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20051 | NC      | $-319.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -17299 | NC      | $-275.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -547000 | NC      | $-1929.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -295000 | NC      | $-637.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -596022500 | NC      | $-17.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -505262304 | NC      | $-12.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -468908622 | NC      | $-70.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2211343 | NC      | $3.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                            | CURRENCY CONTRACT - USD                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1306672 | NC      | $2.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                            | CURRENCY CONTRACT - ZAR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -331000 | NC      | $965.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                            | CURRENCY CONTRACT - ZAR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -101214 | NC      | $319.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                            | CURRENCY CONTRACT - ZAR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -518786 | NC      | $5865.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                            | CURRENCY CONTRACT - ZAR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -24000 | NC      | $-281.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                            | CURRENCY CONTRACT - ZAR                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -263057 | NC      | $-3055.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                                        | FUT. CME 3MO SOFR DEC26                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -73 | NC      | $-17576575.00 | -1.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                                        | FUT. CME 3MO SOFR DEC26                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          76 | NC      | $18298900.00  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                                        | FUT. CME 3MO SOFR DEC27                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          73 | NC      | $17593912.50  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                                        | FUT. CME 3MO SOFR DEC27                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          19 | NC      | $4579237.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| International Monetary Market                                                                      | FUT. EMINI S&P JUN26                                                                                                       | CUSIP: 02052FAB5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |           1 | NC      | $362187.50    | 0.04%             | 2018-11-09      | Floating      |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                                        | FUT. 3 MONTH SO CME DEC28                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          19 | NC      | $4578287.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                             | FUT. YR T-NOTES JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         103 | NC      | $11391156.25  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                             | FUT. U.S. T-BONDS JUN26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         107 | NC      | $12074281.25  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                             | FUT. U.S. T-BONDS JUN26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          43 | NC      | $4852281.25   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                             | FUT. CBT ULT TNOTE JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          13 | NC      | $1467171.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                             | FUT. CBT UL T-BONDS JUN26                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          98 | NC      | $11273062.50  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                             | FUT. YR T NOTE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          91 | NC      | $9813070.31   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                             | FUT. YR T NOTE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          35 | NC      | $3774257.81   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                             | FUT. US 2YR T-NOTE JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          42 | NC      | $8699250.00   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                             | FUT. US 2YR T-NOTE JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         153 | NC      | $31690125.00  | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                              | FUT. EURX EUR-BUND JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |          -4 | NC      | $-588515.12   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                              | FUT. EURX EUR-BOBL JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |          -4 | NC      | $-541991.62   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                              | FUT. EURX EUR-BOBL JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |           1 | NC      | $135497.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                              | 08 JUN 26 EUX 08 JUN                                                                                                       | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |          15 | NC      | $2059051.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                              | FUT. EUX EURO-BUXL JUN26                                                                                                   | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DFE              | CORP              | DE        |          -2 | NC      | $-255808.78   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                              | 08 JUN 26 EUX ST 08 JUN                                                                                                    | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |           3 | NC      | $373220.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FXO EURHUF PUT 365 120526                                                                          | FXO EURHUF PUT 365 120526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -33000 | NC      | $-263.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURHUF PUT 365 220626                                                                          | FXO EURHUF PUT 365 220626                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       22000 | NC      | $301.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURHUF PUT 365 220626                                                                          | FXO EURHUF PUT 365 220626                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       30000 | NC      | $411.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURHUF PUT 372 050626                                                                          | FXO EURHUF PUT 372 050626                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -33000 | NC      | $-903.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURHUF PUT 372 050626                                                                          | FXO EURHUF PUT 372 050626                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47000 | NC      | $-1286.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURHUF PUT 373 120526                                                                          | FXO EURHUF PUT 373 120526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       22000 | NC      | $629.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURHUF PUT 373 120526                                                                          | FXO EURHUF PUT 373 120526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       30000 | NC      | $857.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.15 05052                                                                          | FXO EURUSD PUT 1.15 05052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       60000 | NC      | $4.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.15 05052                                                                          | FXO EURUSD PUT 1.15 05052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      105000 | NC      | $8.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL CALL 5.1 25062                                                                          | FXO USDBRL CALL 5.1 25062                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       53000 | NC      | $717.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL CALL 5.1 25062                                                                          | FXO USDBRL CALL 5.1 25062                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       30000 | NC      | $406.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL CALL 5.3 25062                                                                          | FXO USDBRL CALL 5.3 25062                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -53000 | NC      | $-313.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL CALL 5.3 25062                                                                          | FXO USDBRL CALL 5.3 25062                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -30000 | NC      | $-177.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL CALL 5.35 2906                                                                          | FXO USDBRL CALL 5.35 2906                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       22000 | NC      | $114.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL CALL 5.35 2906                                                                          | FXO USDBRL CALL 5.35 2906                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -44000 | NC      | $-229.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL CALL 5.35 2906                                                                          | FXO USDBRL CALL 5.35 2906                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -42000 | NC      | $-218.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL CALL 5.35 2906                                                                          | FXO USDBRL CALL 5.35 2906                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -240000 | NC      | $-1250.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 4000 2205                                                                          | FXO USDCOP CALL 4000 2205                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -22000 | NC      | $-24.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 4000 2205                                                                          | FXO USDCOP CALL 4000 2205                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -28500 | NC      | $-31.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 4200 2705                                                                          | FXO USDCOP CALL 4200 2705                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -12200 | NC      | $-4.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 4200 2705                                                                          | FXO USDCOP CALL 4200 2705                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -87000 | NC      | $-33.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 4200 2705                                                                          | FXO USDCOP CALL 4200 2705                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       -3100 | NC      | $-1.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 4200 2705                                                                          | FXO USDCOP CALL 4200 2705                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -78228 | NC      | $-29.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP PUT 3520 04052                                                                          | FXO USDCOP PUT 3520 04052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -94000 | NC      | $-0.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP PUT 3600 15052                                                                          | FXO USDCOP PUT 3600 15052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -13000 | NC      | $-36.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP PUT 3600 15052                                                                          | FXO USDCOP PUT 3600 15052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -18000 | NC      | $-49.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP PUT 3600 22052                                                                          | FXO USDCOP PUT 3600 22052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -28500 | NC      | $-155.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP PUT 3600 22052                                                                          | FXO USDCOP PUT 3600 22052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -22000 | NC      | $-119.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDHUF PUT 320 120526                                                                          | FXO USDHUF PUT 320 120526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -26000 | NC      | $-833.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDHUF PUT 320 120526                                                                          | FXO USDHUF PUT 320 120526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -17000 | NC      | $-544.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDHUF PUT 329 050626                                                                          | FXO USDHUF PUT 329 050626                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       56000 | NC      | $3371.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDHUF PUT 329 050626                                                                          | FXO USDHUF PUT 329 050626                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       39500 | NC      | $2378.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDHUF PUT 330 180526                                                                          | FXO USDHUF PUT 330 180526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -52000 | NC      | $-3268.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO_CDX ITRAXX EUROPE CRO                                                                          | SWO_CDX ITRAXX EUROPE CRO                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |       59000 | NC      | $365.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALL JUN 26 CBT 5YCALL JU                                                                          | CALL JUN 26 CBT 5YCALL JU                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $109.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALL JUN 26 EMINI CALL JU                                                                          | CALL JUN 26 EMINI CALL JU                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |           1 | NC      | $540.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWO AUD RCV BBSW 3M PAY 4                                                                          | SWO AUD RCV BBSW 3M PAY 4                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -2390000 | NC      | $-868.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO AUD RCV BBSW 3M PAY 4                                                                          | SWO AUD RCV BBSW 3M PAY 4                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -2390000 | NC      | $-868.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO CZK RCV PRBOR 6M PAY                                                                           | SWO CZK RCV PRBOR 6M PAY                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |     -988000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 3.2 PAY EURIB                                                                          | SWO EUR RCV 3.2 PAY EURIB                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -5298000 | NC      | $-20093.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 3.31 PAY EURI                                                                          | SWO EUR RCV 3.31 PAY EURI                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -2870000 | NC      | $-8968.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 3.4 PAY EURIB                                                                          | SWO EUR RCV 3.4 PAY EURIB                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -4259000 | NC      | $-11516.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO GBP RCV 4.15 PAY SONI                                                                          | SWO GBP RCV 4.15 PAY SONI                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4994000 | NC      | $32792.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO GBP RCV 5.2 PAY SONIA                                                                          | SWO GBP RCV 5.2 PAY SONIA                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -4994000 | NC      | $-16599.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO GBP RCV SONIA 1D PAY                                                                           | SWO GBP RCV SONIA 1D PAY                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -4994000 | NC      | $-18751.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO JPY RCV 1.1 PAY TONAR                                                                          | SWO JPY RCV 1.1 PAY TONAR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   322730000 | NC      | $417.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3 PAY SOFR 1D                                                                          | SWO USD RCV 3 PAY SOFR 1D                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    14715375 | NC      | $284.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.5 PAY SOFR                                                                           | SWO USD RCV 3.5 PAY SOFR                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   -14715375 | NC      | $-37472.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.55 PAY SOFR                                                                          | SWO USD RCV 3.55 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2972000 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.7 PAY SOFR                                                                           | SWO USD RCV 3.7 PAY SOFR                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -5664000 | NC      | $-21336.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.707 PAY SOF                                                                          | SWO USD RCV 3.707 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     -832000 | NC      | $-31601.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.8 PAY SOFR                                                                           | SWO USD RCV 3.8 PAY SOFR                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -5679000 | NC      | $-20318.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.85 PAY SOFR                                                                          | SWO USD RCV 3.85 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   -13614000 | NC      | $-50458.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.87 PAY SOFR                                                                          | SWO USD RCV 3.87 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2005500 | NC      | $-60893.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.872 PAY SOF                                                                          | SWO USD RCV 3.872 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1530000 | NC      | $-60855.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO_CDX ITRAXX EUROPE CRO                                                                          | SWO_CDX ITRAXX EUROPE CRO                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |      -38000 | NC      | $-59.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO_CDX ITRAXX EUROPE CRO                                                                          | SWO_CDX ITRAXX EUROPE CRO                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |      -89000 | NC      | $-205.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IXO CALL CBOE SPX VOLATIL                                                                          | IXO CALL CBOE SPX VOLATIL                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12900 | NC      | $-1306.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IXO CALL CBOE SPX VOLATIL                                                                          | IXO CALL CBOE SPX VOLATIL                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       12900 | NC      | $3260.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IXO CALL CBOE SPX VOLATIL                                                                          | IXO CALL CBOE SPX VOLATIL                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -25800 | NC      | $-2612.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IXO CALL CBOE SPX VOLATIL                                                                          | IXO CALL CBOE SPX VOLATIL                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       12900 | NC      | $3260.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IXO CALL CBOE SPX VOLATIL                                                                          | IXO CALL CBOE SPX VOLATIL                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       25800 | NC      | $6521.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IXO CALL CBOE SPX VOLATIL                                                                          | IXO CALL CBOE SPX VOLATIL                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12900 | NC      | $-1306.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IXO PUT CBOE SPX VOLATILI                                                                          | IXO PUT CBOE SPX VOLATILI                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6500 | NC      | $-8164.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IXO PUT CBOE SPX VOLATILI                                                                          | IXO PUT CBOE SPX VOLATILI                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -25800 | NC      | $-32407.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IXO PUT CBOE SPX VOLATILI                                                                          | IXO PUT CBOE SPX VOLATILI                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12900 | NC      | $-16203.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPT. 3 MON C 97.5 11/9/26                                                                          | OPT. 3 MON C 97.5 11/9/26                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         218 | NC      | $12262.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. 3 MON C 97.5 12/3/27                                                                          | OPT. 3 MON C 97.5 12/3/27                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         156 | NC      | $27300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. 3 MONTH C 98 11/9/26                                                                          | OPT. 3 MONTH C 98 11/9/26                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -218 | NC      | $-8175.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. 3 MONTH C 98 12/3/27                                                                          | OPT. 3 MONTH C 98 12/3/27                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -156 | NC      | $-18525.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SWO USD RCV 3.25 PAY SOFR                                                                          | SWO USD RCV 3.25 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2908000 | NC      | $7679.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.25 PAY SOFR                                                                          | SWO USD RCV 3.25 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2908000 | NC      | $7679.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.3 PAY SOFR                                                                           | SWO USD RCV 3.3 PAY SOFR                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     3500000 | NC      | $6436.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.3 PAY SOFR                                                                           | SWO USD RCV 3.3 PAY SOFR                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1741000 | NC      | $3201.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDIDR CALL 17200 070                                                                          | FXO USDIDR CALL 17200 070                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -60000 | NC      | $-441.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDIDR CALL 17200 070                                                                          | FXO USDIDR CALL 17200 070                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       60000 | NC      | $441.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDIDR PUT 16400 0405                                                                          | FXO USDIDR PUT 16400 0405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -141000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDIDR PUT 16400 0405                                                                          | FXO USDIDR PUT 16400 0405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      141000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDCNH PUT 6.65 0                                                                           | FXODIG USDCNH PUT 6.65 0                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        4000 | NC      | $169.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDCNH PUT 6.65 0                                                                           | FXODIG USDCNH PUT 6.65 0                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        5000 | NC      | $211.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDINR CALL 97 05                                                                           | FXODIG USDINR CALL 97 05                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       -3000 | NC      | $-1221.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDINR CALL 97 05                                                                           | FXODIG USDINR CALL 97 05                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        3000 | NC      | $1221.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL CALL 5.35 2906                                                                          | FXO USDBRL CALL 5.35 2906                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       21000 | NC      | $109.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL CALL 5.65 0405                                                                          | FXO USDBRL CALL 5.65 0405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      375852 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL CALL 5.65 0405                                                                          | FXO USDBRL CALL 5.65 0405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -375852 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL PUT 5.15 04052                                                                          | FXO USDBRL PUT 5.15 04052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -375852 | NC      | $-14960.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL PUT 5.25 29062                                                                          | FXO USDBRL PUT 5.25 29062                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -44000 | NC      | $-2326.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL PUT 5.25 29062                                                                          | FXO USDBRL PUT 5.25 29062                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -42000 | NC      | $-2220.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDBRL PUT 5.35 29062                                                                          | FXO USDBRL PUT 5.35 29062                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -240000 | NC      | $-16840.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCLP CALL 905 15052                                                                          | FXO USDCLP CALL 905 15052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -95000 | NC      | $-938.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCLP CALL 910 14052                                                                          | FXO USDCLP CALL 910 14052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -26000 | NC      | $-197.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCLP PUT 875 030626                                                                          | FXO USDCLP PUT 875 030626                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       26000 | NC      | $155.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCLP PUT 875 030626                                                                          | FXO USDCLP PUT 875 030626                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       35000 | NC      | $208.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCLP PUT 890 220526                                                                          | FXO USDCLP PUT 890 220526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -26000 | NC      | $-242.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCLP PUT 890 220526                                                                          | FXO USDCLP PUT 890 220526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -36000 | NC      | $-336.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCLP PUT 905 150526                                                                          | FXO USDCLP PUT 905 150526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -95000 | NC      | $-1533.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCLP PUT 910 140526                                                                          | FXO USDCLP PUT 910 140526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -26000 | NC      | $-504.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCNH CALL 6.83 1105                                                                          | FXO USDCNH CALL 6.83 1105                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -52000 | NC      | $-73.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCNH CALL 6.83 1105                                                                          | FXO USDCNH CALL 6.83 1105                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -75000 | NC      | $-106.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 3850 2205                                                                          | FXO USDCOP CALL 3850 2205                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       43000 | NC      | $182.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 3850 2205                                                                          | FXO USDCOP CALL 3850 2205                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       57000 | NC      | $242.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALL JUN 26 EMINI CALL JU                                                                          | CALL JUN 26 EMINI CALL JU                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          -1 | NC      | $-6050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FXO AUDUSD CALL 0.685 060                                                                          | FXO AUDUSD CALL 0.685 060                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |        9700 | NC      | $347.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO AUDUSD CALL 0.685 060                                                                          | FXO AUDUSD CALL 0.685 060                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |       64622 | NC      | $2316.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO AUDUSD CALL 0.685 060                                                                          | FXO AUDUSD CALL 0.685 060                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |       64000 | NC      | $2294.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4 PAY SOFR 1D                                                                          | SWO USD RCV 4 PAY SOFR 1D                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -6195947 | NC      | $-37707.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.025 PAY SOF                                                                          | SWO USD RCV 4.025 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -3427000 | NC      | $-133673.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.03 PAY SOFR                                                                          | SWO USD RCV 4.03 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1510000 | NC      | $-52238.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.05 PAY SOFR                                                                          | SWO USD RCV 4.05 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   -21172000 | NC      | $-113592.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.35 PAY SOFR                                                                          | SWO USD RCV 3.35 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    10000000 | NC      | $34613.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.375 PAY SOF                                                                          | SWO USD RCV 3.375 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1745000 | NC      | $5747.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.375 PAY SOF                                                                          | SWO USD RCV 3.375 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2909000 | NC      | $9614.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.375 PAY SOF                                                                          | SWO USD RCV 3.375 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1745000 | NC      | $5747.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR CALL 92.8 1405                                                                          | FXO USDINR CALL 92.8 1405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       26000 | NC      | $583.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR CALL 92.8 1405                                                                          | FXO USDINR CALL 92.8 1405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -56000 | NC      | $-1256.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR CALL 92.8 1405                                                                          | FXO USDINR CALL 92.8 1405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -26000 | NC      | $-583.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR CALL 92.8 1405                                                                          | FXO USDINR CALL 92.8 1405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       56000 | NC      | $1256.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR CALL 94 220526                                                                          | FXO USDINR CALL 94 220526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -28000 | NC      | $-350.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR CALL 94 220526                                                                          | FXO USDINR CALL 94 220526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -13000 | NC      | $-162.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR PUT 92.4 08012                                                                          | FXO USDINR PUT 92.4 08012                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       87000 | NC      | $206.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR PUT 92.4 08012                                                                          | FXO USDINR PUT 92.4 08012                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       93000 | NC      | $221.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR PUT 92.5 07072                                                                          | FXO USDINR PUT 92.5 07072                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -200000 | NC      | $-139.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR PUT 92.5 07072                                                                          | FXO USDINR PUT 92.5 07072                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      200000 | NC      | $139.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR PUT 94 220526                                                                           | FXO USDINR PUT 94 220526                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -26000 | NC      | $-42.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDINR PUT 94 220526                                                                           | FXO USDINR PUT 94 220526                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -26000 | NC      | $-42.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDKRW CALL 1600 0405                                                                          | FXO USDKRW CALL 1600 0405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      320000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDKRW CALL 1600 0405                                                                          | FXO USDKRW CALL 1600 0405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -320000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDMXN CALL 18.05 040                                                                          | FXO USDMXN CALL 18.05 040                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -375852 | NC      | $-28.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDMXN CALL 18.05 040                                                                          | FXO USDMXN CALL 18.05 040                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      375852 | NC      | $28.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDMXN PUT 17.55 1405                                                                          | FXO USDMXN PUT 17.55 1405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -620000 | NC      | $-5734.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDTHB CALL 32.5 2205                                                                          | FXO USDTHB CALL 32.5 2205                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       17000 | NC      | $172.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDTHB CALL 32.5 2205                                                                          | FXO USDTHB CALL 32.5 2205                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       26000 | NC      | $263.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDTHB CALL 32.7 2205                                                                          | FXO USDTHB CALL 32.7 2205                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       34000 | NC      | $254.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDTHB CALL 32.7 2205                                                                          | FXO USDTHB CALL 32.7 2205                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       52000 | NC      | $389.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR CALL 16.74 040                                                                          | FXO USDZAR CALL 16.74 040                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -375000 | NC      | $-983.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR CALL 17.4 2809                                                                          | FXO USDZAR CALL 17.4 2809                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -13000 | NC      | $-271.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDINR PUT 89 110                                                                           | FXODIG USDINR PUT 89 110                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       10000 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDINR PUT 89 110                                                                           | FXODIG USDINR PUT 89 110                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        6000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDINR PUT 93 051                                                                           | FXODIG USDINR PUT 93 051                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       -8000 | NC      | $-959.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDINR PUT 93 051                                                                           | FXODIG USDINR PUT 93 051                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        8000 | NC      | $959.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDINR PUT 94 260                                                                           | FXODIG USDINR PUT 94 260                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        3000 | NC      | $479.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1741000 | NC      | $-4619.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1749000 | NC      | $-4615.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1749000 | NC      | $-4615.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -4680000 | NC      | $-12350.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1745000 | NC      | $-6526.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1745000 | NC      | $-6526.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2908000 | NC      | $-10911.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2327000 | NC      | $-8731.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1745000 | NC      | $-4605.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                          | SWO USD RCV SOFR 1D PAY 2                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2296875 | NC      | $-533.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                          | SWO USD RCV SOFR 1D PAY 2                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2625000 | NC      | $-691.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                          | SWO USD RCV SOFR 1D PAY 2                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1640625 | NC      | $-502.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                          | SWO USD RCV SOFR 1D PAY 2                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2296875 | NC      | $-533.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                          | SWO USD RCV SOFR 1D PAY 2                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2625000 | NC      | $-691.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 3920 2705                                                                          | FXO USDCOP CALL 3920 2705                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       52152 | NC      | $172.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 3920 2705                                                                          | FXO USDCOP CALL 3920 2705                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        8100 | NC      | $26.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 3920 2705                                                                          | FXO USDCOP CALL 3920 2705                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        2100 | NC      | $6.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDCOP CALL 3920 2705                                                                          | FXO USDCOP CALL 3920 2705                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       61000 | NC      | $201.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO AUDUSD CALL 0.725 060                                                                          | FXO AUDUSD CALL 0.725 060                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |     -129000 | NC      | $-1032.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO AUDUSD CALL 0.725 060                                                                          | FXO AUDUSD CALL 0.725 060                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |     -129244 | NC      | $-1034.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO AUDUSD CALL 0.725 060                                                                          | FXO AUDUSD CALL 0.725 060                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |      -19400 | NC      | $-155.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO AUDUSD PUT 0.68 16072                                                                          | FXO AUDUSD PUT 0.68 16072                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |     -140000 | NC      | $-292.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO AUDUSD PUT 0.68 16072                                                                          | FXO AUDUSD PUT 0.68 16072                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |     -118000 | NC      | $-246.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO AUDUSD PUT 0.708 0405                                                                          | FXO AUDUSD PUT 0.708 0405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |       72000 | NC      | $9.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO AUDUSD PUT 0.708 0405                                                                          | FXO AUDUSD PUT 0.708 0405                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |       71000 | NC      | $9.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO CADMXN PUT 12.35 1205                                                                          | FXO CADMXN PUT 12.35 1205                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CA        |       35000 | NC      | $0.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURBRL PUT 6.05 03072                                                                          | FXO EURBRL PUT 6.05 03072                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37000 | NC      | $-1480.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURBRL PUT 6.05 03072                                                                          | FXO EURBRL PUT 6.05 03072                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40000 | NC      | $-1600.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURHUF CALL 410 08062                                                                          | FXO EURHUF CALL 410 08062                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -32000 | NC      | $-4.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURHUF CALL 410 08062                                                                          | FXO EURHUF CALL 410 08062                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       32000 | NC      | $4.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURHUF CALL 410 08062                                                                          | FXO EURHUF CALL 410 08062                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       23000 | NC      | $2.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURHUF CALL 410 08062                                                                          | FXO EURHUF CALL 410 08062                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -23000 | NC      | $-2.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURHUF PUT 365 120526                                                                          | FXO EURHUF PUT 365 120526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45000 | NC      | $-359.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDJPY PUT 150 22                                                                           | FXODIG USDJPY PUT 150 22                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       10000 | NC      | $473.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDJPY PUT 150 22                                                                           | FXODIG USDJPY PUT 150 22                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       10000 | NC      | $473.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDKRW CALL 1600                                                                            | FXODIG USDKRW CALL 1600                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       20000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUT JUN 26 CBT 5Y PUT JUN                                                                          | PUT JUN 26 CBT 5Y PUT JUN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -1 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PUT JUN 26 EMINI PUT JUN                                                                           | PUT JUN 26 EMINI PUT JUN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          -1 | NC      | $-1025.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PUT JUN 26 EMINI PUT JUN                                                                           | PUT JUN 26 EMINI PUT JUN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |           1 | NC      | $2887.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWO AUD RCV 4.8 PAY BBSW                                                                           | SWO AUD RCV 4.8 PAY BBSW                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |     1600000 | NC      | $1944.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO AUD RCV 4.8 PAY BBSW                                                                           | SWO AUD RCV 4.8 PAY BBSW                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |     1600000 | NC      | $1944.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.05 PAY SOFR                                                                          | SWO USD RCV 4.05 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1682355 | NC      | $54066.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.063 PAY SOF                                                                          | SWO USD RCV 4.063 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -3063000 | NC      | $-113463.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.075 PAY SOF                                                                          | SWO USD RCV 4.075 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -3063000 | NC      | $-112084.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.093 PAY SOF                                                                          | SWO USD RCV 4.093 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1328000 | NC      | $-48579.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.103 PAY SOF                                                                          | SWO USD RCV 4.103 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1707000 | NC      | $-56995.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.11 PAY SOFR                                                                          | SWO USD RCV 4.11 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1682356 | NC      | $58034.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.3 PAY SOFR                                                                           | SWO USD RCV 4.3 PAY SOFR                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   -15792000 | NC      | $-62173.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.5 PAY SOFR                                                                           | SWO USD RCV 4.5 PAY SOFR                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -9372000 | NC      | $-33785.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                          | SWO USD RCV SOFR 1D PAY 2                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   -14715375 | NC      | $-41.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                          | SWO USD RCV SOFR 1D PAY 3                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2005500 | NC      | $-35914.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                          | SWO USD RCV SOFR 1D PAY 3                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2972000 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                          | SWO USD RCV SOFR 1D PAY 3                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1530000 | NC      | $-36278.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                          | SWO USD RCV SOFR 1D PAY 3                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     -832000 | NC      | $-10493.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 4                                                                          | SWO USD RCV SOFR 1D PAY 4                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1682355 | NC      | $62746.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 4                                                                          | SWO USD RCV SOFR 1D PAY 4                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1510000 | NC      | $-45324.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 4                                                                          | SWO USD RCV SOFR 1D PAY 4                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -3427000 | NC      | $-107922.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 4                                                                          | SWO USD RCV SOFR 1D PAY 4                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1328000 | NC      | $-45316.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 4                                                                          | SWO USD RCV SOFR 1D PAY 4                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -3063000 | NC      | $-101676.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 4                                                                          | SWO USD RCV SOFR 1D PAY 4                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1682356 | NC      | $58769.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.375 PAY SOF                                                                          | SWO USD RCV 3.375 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2908000 | NC      | $9610.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.375 PAY SOF                                                                          | SWO USD RCV 3.375 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2327000 | NC      | $7690.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.425 PAY SOF                                                                          | SWO USD RCV 3.425 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1749000 | NC      | $4239.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.425 PAY SOF                                                                          | SWO USD RCV 3.425 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1745000 | NC      | $4229.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.425 PAY SOF                                                                          | SWO USD RCV 3.425 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     4680000 | NC      | $11516.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.425 PAY SOF                                                                          | SWO USD RCV 3.425 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1749000 | NC      | $4239.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.425 PAY SOF                                                                          | SWO USD RCV 3.425 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2286000 | NC      | $5625.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.64 PAY SOFR                                                                          | SWO USD RCV 3.64 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2296875 | NC      | $-10487.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.64 PAY SOFR                                                                          | SWO USD RCV 3.64 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2296875 | NC      | $-10487.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.685 PAY SOF                                                                          | SWO USD RCV 3.685 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2625000 | NC      | $-10781.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.685 PAY SOF                                                                          | SWO USD RCV 3.685 PAY SOF                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2625000 | NC      | $-10781.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.71 PAY SOFR                                                                          | SWO USD RCV 3.71 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1640625 | NC      | $-6478.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.71 PAY SOFR                                                                          | SWO USD RCV 3.71 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1640625 | NC      | $-6478.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2908000 | NC      | $-10911.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2286000 | NC      | $-6121.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2909000 | NC      | $-10915.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -2908000 | NC      | $-10911.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.95 PAY SOFR                                                                          | SWO USD RCV 3.95 PAY SOFR                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -3500000 | NC      | $-9286.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDHUF PUT 330 180526                                                                          | FXO USDHUF PUT 330 180526                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -75000 | NC      | $-4714.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR CALL 17.5 0605                                                                          | FXO USDZAR CALL 17.5 0605                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       -8500 | NC      | $-1.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR CALL 17.5 0605                                                                          | FXO USDZAR CALL 17.5 0605                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        8500 | NC      | $1.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR CALL 17.5 0605                                                                          | FXO USDZAR CALL 17.5 0605                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       -8750 | NC      | $-1.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR CALL 17.5 0605                                                                          | FXO USDZAR CALL 17.5 0605                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |        8750 | NC      | $1.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR CALL 17.5 1505                                                                          | FXO USDZAR CALL 17.5 1505                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -143000 | NC      | $-163.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR CALL 17.5 1505                                                                          | FXO USDZAR CALL 17.5 1505                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      143000 | NC      | $163.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR PUT 16.3 14052                                                                          | FXO USDZAR PUT 16.3 14052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -620000 | NC      | $-1249.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR PUT 16.8 06052                                                                          | FXO USDZAR PUT 16.8 06052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       34000 | NC      | $395.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR PUT 16.8 06052                                                                          | FXO USDZAR PUT 16.8 06052                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       35000 | NC      | $407.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG AUDUSD PUT 0.68 1                                                                           | FXODIG AUDUSD PUT 0.68 1                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |        7000 | NC      | $447.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG AUDUSD PUT 0.68 1                                                                           | FXODIG AUDUSD PUT 0.68 1                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |        6000 | NC      | $383.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG EURMXN PUT 19.8 1                                                                           | FXODIG EURMXN PUT 19.8 1                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        2000 | NC      | $6.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG EURMXN PUT 19.8 1                                                                           | FXODIG EURMXN PUT 19.8 1                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        4000 | NC      | $13.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG EURUSD PUT 1.125                                                                            | FXODIG EURUSD PUT 1.125                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        8000 | NC      | $185.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG EURUSD PUT 1.125                                                                            | FXODIG EURUSD PUT 1.125                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       11900 | NC      | $276.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG EURUSD PUT 1.145                                                                            | FXODIG EURUSD PUT 1.145                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        4000 | NC      | $452.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG EURUSD PUT 1.145                                                                            | FXODIG EURUSD PUT 1.145                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        2000 | NC      | $226.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG EURUSD PUT 1.155                                                                            | FXODIG EURUSD PUT 1.155                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        4000 | NC      | $404.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG EURUSD PUT 1.155                                                                            | FXODIG EURUSD PUT 1.155                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        2000 | NC      | $202.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                          | SWO USD RCV SOFR 1D PAY 2                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1640625 | NC      | $-502.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                          | SWO USD RCV SOFR 1D PAY 2                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   -10000000 | NC      | $-8753.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 4                                                                          | SWO USD RCV SOFR 1D PAY 4                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -3063000 | NC      | $-100244.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 4                                                                          | SWO USD RCV SOFR 1D PAY 4                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    -1707000 | NC      | $-57297.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO_CDX ITRAXX EUROPE CRO                                                                          | SWO_CDX ITRAXX EUROPE CRO                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     -445000 | NC      | $-10073.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO_CDX ITRAXX EUROPE CRO                                                                          | SWO_CDX ITRAXX EUROPE CRO                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |       38000 | NC      | $165.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                       | Northern Institutional Funds LIQ ASET PORTF                                                                                | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     4431015 | NS      | $4431015.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                       | Northern Institutional Funds LIQ ASET PORTF                                                                                | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     9854560 | NS      | $9854560.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                                   | CP 4 06/01/28                                                                                                              | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      174000 | PA      | $172838.36    | 0.02%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMENT INC                                                                      | LYV 4.75 10/15/27 144A                                                                                                     | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99701.09     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                                            | DE 4.9 03/07/31 MTN                                                                                                        | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       96000 | PA      | $97975.42     | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                                  | ALIANT 7.375 10/01/32 144A                                                                                                 | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98258.90     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| SAFEHOLD GL HOLDINGS LLC                                                                           | SAFE 5.65 01/15/35                                                                                                         | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |      330000 | PA      | $336507.15    | 0.04%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| HF SINCLAIR CORP                                                                                   | DINO 6.25 01/15/35                                                                                                         | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      330000 | PA      | $342250.89    | 0.04%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| EQUITABLE HOLDINGS INC                                                                             | EQH V6.7 03/28/55                                                                                                          | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      410000 | PA      | $420496.82    | 0.04%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                                   | CYH 9.75 01/15/34 144A                                                                                                     | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103141.02    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| MACQUARIE BANK LTD                                                                                 | MQGAU V5.642 08/13/36 144A                                                                                                 | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      950000 | PA      | $949228.96    | 0.10%             | 2036-08-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: —       |
| SUMITOMO LIFE INSURANCE COMPANY                                                                    | SUMILF V5.875 09/10/55 144A                                                                                                | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $200415.00    | 0.02%             | 2055-09-10      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                                                                             | STANLN V7 PERP REGS                                                                                                        | CUSIP: G84228HA9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | N/A              | DBT              | CORP              | GB        |           0 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| LYB INTERNATIONAL FINANCE III LLC                                                                  | LYB 5.875 01/15/36                                                                                                         | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      472000 | PA      | $476787.22    | 0.05%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.5 02/15/29                                                                                                             | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      416000 | PA      | $411515.00    | 0.04%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| VERISK ANALYTICS INC                                                                               | VRSK 4.45 03/15/31                                                                                                         | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14793.65     | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP                                                                                     | GLPI 5.625 03/01/36                                                                                                        | CUSIP: 361841AX7<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      530000 | PA      | $520867.36    | 0.05%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                                              | WFC V6.125 PERP GG                                                                                                         | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1053639.30   | 0.11%             | 2049-12-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| COREWEAVE INC                                                                                      | CRWV 9.75 10/01/31 144A                                                                                                    | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33191.09     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                  | BRKHEC 5.15 11/15/43                                                                                                       | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23476.71     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                                   | PHILIP 3 02/01/28                                                                                                          | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $195878.62    | 0.02%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FINANCE CORP                                                                    | BRK 2.85 10/15/50                                                                                                          | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      393000 | PA      | $247235.25    | 0.03%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| UNITED WHOLESALE MORTGAGE LLC                                                                      | UWMLLC 5.5 04/15/29 144A                                                                                                   | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      570000 | PA      | $543868.24    | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| PENN MUTUAL LIFE INSURANCE COMPANY                                                                 | PMUL 3.8 04/29/61 144A                                                                                                     | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |      510000 | PA      | $334073.84    | 0.04%             | 2061-04-29      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: —       |
| FLOWSERVE CORP                                                                                     | FLS 2.8 01/15/32                                                                                                           | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |       62000 | PA      | $54828.55     | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| POLARIS INC                                                                                        | PII 6.95 03/15/29                                                                                                          | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |      310000 | PA      | $324863.59    | 0.03%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & COMPANY                                                                                | LLY 4.6 08/14/34                                                                                                           | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26680.88     | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FINANCE INC                                                                             | BNCN 5.33 01/15/36                                                                                                         | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $172110.77    | 0.02%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| WPP FINANCE 2013                                                                                   | WPPLN 3.625 06/09/31 EMTN                                                                                                  | CUSIP: G70783AK4<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $341580.06    | 0.04%             | 2031-06-09      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| SUNRISE FINCO I BV                                                                                 | SUNN 4.875 07/15/31 144A                                                                                                   | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      590000 | PA      | $566824.80    | 0.06%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                               | FYBR 5.875 11/01/29                                                                                                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      174260 | PA      | $175136.18    | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| LBJ INFRASTRUCTURE GROUP LLC                                                                       | CINCON 3.797 12/31/57 144A                                                                                                 | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |      500000 | PA      | $350742.14    | 0.04%             | 2057-12-31      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                                                                                  | CSCO 4.55 02/24/28                                                                                                         | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      253000 | PA      | $255262.21    | 0.03%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| SURA ASSET MANAGEMENT SA                                                                           | SUAMSA 6.35 05/13/32 144A                                                                                                  | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      297000 | PA      | $310662.00    | 0.03%             | 2032-05-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 0.5 05/31/27                                                                                                             | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      688000 | PA      | $664108.13    | 0.07%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.625 10/15/26                                                                                                           | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       53000 | PA      | $53227.22     | 0.01%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| SAMARCO MINERACAO SA                                                                               | SAMMIN 9.5 06/30/31 REGS                                                                                                   | CUSIP: P8405QAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      122596 | PA      | $122996.40    | 0.01%             | 2031-06-30      | Variable      | 9.50%                 | Yes           |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                                  | HSBC V5.13 03/03/31                                                                                                        | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $324020.97    | 0.03%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                                  | HSBC V5.13 03/03/31                                                                                                        | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      211000 | PA      | $213651.33    | 0.02%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                                       | CMCSA 6.05 05/15/55                                                                                                        | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17688.28     | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE BUILDING SOCIETY                                                                        | NWIDE V5.537 07/14/36 144A                                                                                                 | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201652.28    | 0.02%             | 2036-07-14      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: —       |
| SOFTBANK CORP                                                                                      | SOBKCO 5.332 07/09/35 144A                                                                                                 | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |      350000 | PA      | $346369.68    | 0.04%             | 2035-07-09      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: —       |
| EAGLE FUNDING LUXCO SARL                                                                           | MEXPCP 5.5 08/17/30 144A                                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $453465.00    | 0.05%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| NISOURCE INC                                                                                       | NI V5.75 07/15/56                                                                                                          | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150027.30    | 0.02%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.125 02/15/36                                                                                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       71000 | PA      | $69502.34     | 0.01%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 1.375 12/31/28                                                                                                           | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        4000 | PA      | $3746.41      | 0.00%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| ACCIDENT FUND INSURANCE CO OF AMERICA                                                              | AFICOA 8.5 08/01/32 144A                                                                                                   | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |      360000 | PA      | $358899.39    | 0.04%             | 2032-08-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                                                             | VENLNG 9.875 02/01/32 144A                                                                                                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      101000 | PA      | $108358.36    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4 01/15/27                                                                                                               | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1032700 | PA      | $1034636.31   | 0.11%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENTERTAINMENT CORP                                                                       | FUN 6.625 05/01/32 144A                                                                                                    | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      900000 | PA      | $916009.20    | 0.10%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| AS MILEAGE PLAN IP LTD                                                                             | ALK 5.308 10/20/31 144A                                                                                                    | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      390000 | PA      | $383176.58    | 0.04%             | 2031-10-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: —       |
| AVIANCA MIDCO 2 PLC                                                                                | AVIAGP 9 12/01/28 144@                                                                                                     | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |       10018 | PA      | $9717.46      | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                                              | WFC V4.892 09/15/36                                                                                                        | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       67000 | PA      | $65269.40     | 0.01%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | SP 0 05/15/45                                                                                                              | CUSIP: 912803EN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8000000 | PA      | $3035370.00   | 0.32%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| BOEING COMPANY (THE)                                                                               | BOEING COMPANY (THE) 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |         800 | PA      | $57760.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC                                                                                      | C V6.75 PERP EE                                                                                                            | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $402420.00    | 0.04%             | 2049-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | SP 0 05/15/55                                                                                                              | CUSIP: 912803HL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5250000 | PA      | $1216259.42   | 0.13%             | 2055-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE SA                                                                                | SOCGEN V5.4 04/10/37 144A                                                                                                  | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $244148.69    | 0.03%             | 2037-04-10      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                                               | BAC V4.456 02/06/32                                                                                                        | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17750.44     | 0.00%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.875 03/31/31                                                                                                           | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4966796.90   | 0.52%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                                           | PRU V4.5 09/15/47                                                                                                          | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      231000 | PA      | $226318.53    | 0.02%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                                                             | FANG 3.125 03/24/31                                                                                                        | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      666000 | PA      | $622568.73    | 0.07%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL COMPANY (THE)                                                                         | DOW 6.9 05/15/53                                                                                                           | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206513.32    | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                                     | MS V6.627 11/01/34                                                                                                         | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      261000 | PA      | $284378.51    | 0.03%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                                                             | SRE V6.625 04/01/55                                                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      251000 | PA      | $252641.54    | 0.03%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| AMERICAN NATIONAL GROUP INC                                                                        | ANGINC V7 12/01/55                                                                                                         | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      275000 | PA      | $268737.92    | 0.03%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| GLOBAL ATLANTIC (FIN) COMPANY                                                                      | GBLATL V7.25 03/01/56 144A                                                                                                 | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      515000 | PA      | $507616.34    | 0.05%             | 2056-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| ABBOTT LABORATORIES                                                                                | ABT 4.3 03/15/33                                                                                                           | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       51000 | PA      | $49817.94     | 0.01%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 0.625 07/31/26                                                                                                           | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1589100 | PA      | $1577047.66   | 0.17%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES INC                                                                                | VICI 3.875 02/15/29 144A                                                                                                   | CUSIP: 92564RAL9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |      515000 | PA      | $501355.47    | 0.05%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| JEFFERIES FINANCIAL GROUP INC                                                                      | JEF 6.2 04/14/34                                                                                                           | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      800000 | PA      | $818766.47    | 0.09%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| MCGRAW-HILL EDUCATION INC                                                                          | MHED 7.375 09/01/31 144A                                                                                                   | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103323.00    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| BP CAPITAL MARKETS PLC                                                                             | BPLN V6.125 PERP                                                                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      830000 | PA      | $848670.85    | 0.09%             | 2049-12-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                                            | MPLX 5.4 09/15/35                                                                                                          | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      525000 | PA      | $524242.26    | 0.06%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                                            | MPLX 6.2 09/15/55                                                                                                          | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      325000 | PA      | $320225.50    | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                                                | GPN 5.55 11/15/35                                                                                                          | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      125000 | PA      | $120557.57    | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS INC                                                                         | VZ 5.75 11/30/45                                                                                                           | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      225000 | PA      | $218526.35    | 0.02%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NEXT PROPERTIES (TRUST 2401)                                                                       | NEXTPR 7.7 01/23/32 144A                                                                                                   | CUSIP: 89834MAB2<br>LEI: 254900QDKZ8ZURT6FD83 | Long             | DBT              | CORP              | MX        |      293000 | PA      | $318836.74    | 0.03%             | 2032-01-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                                                                  | ES V6.35 08/15/56 B                                                                                                        | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99955.22     | 0.01%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY CAPITAL I TRUST 2021-230P                                                           | MSC 2021-230P B                                                                                                            | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10000 | PA      | $9400.00      | 0.00%             | 2038-12-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CONE TRUST 2024-DFW1                                                                               | CONE 2024-DFW1 B                                                                                                           | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $496629.90    | 0.05%             | 2041-08-15      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                                   | TURKGB 27.7 09/27/34 10Y                                                                                                   | CUSIP: M8T85VKH9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      757000 | PA      | $14458.11     | 0.00%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| ACRA 2024-NQM1                                                                                     | ACRA 2024-NQM1 A1                                                                                                          | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      124916 | PA      | $125344.79    | 0.01%             | 2064-10-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-11                                                                   | AOMT 2024-11 A1                                                                                                            | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-O            | CORP              | US        |      294826 | PA      | $296573.26    | 0.03%             | 2069-08-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                   | HACLN 2024-2 B2                                                                                                            | CUSIP: 44644NAH2<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |      114577 | PA      | $114736.55    | 0.01%             | 2032-10-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB5543                                                                                                                  | CUSIP: 3140QRER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      458752 | PA      | $472525.94    | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                                      | SATS 6.75 11/30/30                                                                                                         | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      123000 | PA      | $124797.89    | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                                | BAHA 2024-MAR C                                                                                                            | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      430000 | PA      | $443349.87    | 0.05%             | 2041-12-10      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS9102                                                                                                                  | CUSIP: 3140XRDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      185213 | PA      | $183106.88    | 0.02%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                     | CRM 6.4 03/15/46                                                                                                           | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       78000 | PA      | $77960.31     | 0.01%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                                            | HONA 3.9 03/16/28 144A                                                                                                     | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       46000 | PA      | $45657.48     | 0.00%             | 2028-03-16      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| EDGECONNEX DATA CENTERS EUROPE BV                                                                  | EDGEU 2026-1X A2                                                                                                           | CUSIP: N2883BAB4<br>LEI: 72450093DSNFE8T3IA66 | Long             | ABS-O            | CORP              | NL        |      150000 | PA      | $174092.95    | 0.02%             | 2056-04-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FR SL4712                                                                                                                  | CUSIP: 31427SGW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1106340 | PA      | $1095329.84   | 0.12%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS6812                                                                                                                  | CUSIP: 3140XNSA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      121079 | PA      | $119930.19    | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QF4135                                                                                                                  | CUSIP: 3133BRSY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25163 | PA      | $24904.85     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                            | VSTA 2020-2 B2                                                                                                             | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      142800 | PA      | $138863.50    | 0.01%             | 2065-04-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                             | CNP V6.7 05/15/55                                                                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      406000 | PA      | $414161.01    | 0.04%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2024-NQM5                                                                       | ADMT 2024-NQM5 M1                                                                                                          | CUSIP: 00039KAF7<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-O            | CORP              | US        |      201500 | PA      | $202166.58    | 0.02%             | 2069-11-25      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                                     | MRSH 4.55 11/08/27                                                                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      178000 | PA      | $178797.07    | 0.02%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2021-1 LTD                                                                       | STCP 2021-1A AR                                                                                                            | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250470.43    | 0.03%             | 2038-01-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB5145                                                                                                                  | CUSIP: 3140QQWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144735 | PA      | $148992.81    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCR TRUST 2024-HF1                                                                                 | MCR 2024-HF1 A                                                                                                             | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      295988 | PA      | $296358.28    | 0.03%             | 2041-12-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| WARWICK CAPITAL CLO 5 LTD                                                                          | WWICK 2024-5A A1                                                                                                           | CUSIP: 93656FAA6<br>LEI: 254900WYTOTUQQSCN403 | Long             | ABS-CBDO         | CORP              | KY        |      321000 | PA      | $321810.69    | 0.03%             | 2038-01-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST 2024-HT2                                                             | KSL 2024-HT2 A                                                                                                             | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       89121 | PA      | $89120.89     | 0.01%             | 2039-12-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                     | CRM 5.2 03/15/33                                                                                                           | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      513000 | PA      | $512082.76    | 0.05%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                                            | HONA 5.622 03/16/46 144A                                                                                                   | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34423.47     | 0.00%             | 2046-03-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY4222                                                                                                                  | CUSIP: 3140NLVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20916 | PA      | $20685.45     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV                                                           | BFLD 2024-UNIV A                                                                                                           | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       80000 | PA      | $80050.00     | 0.01%             | 2029-11-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV                                                           | BFLD 2024-UNIV E                                                                                                           | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $50031.25     | 0.01%             | 2029-11-15      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST                                                                    | CWHL 2007-9 A1                                                                                                             | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24730 | PA      | $10905.55     | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                                   | TURKGB 31.08 11/08/28 5Y                                                                                                   | CUSIP: M8T85VCB1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      638109 | PA      | $12848.27     | 0.00%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1                                                        | DRMT 2024-1 A1                                                                                                             | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      106619 | PA      | $107449.73    | 0.01%             | 2069-07-25      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2024-NQM2 TRUST                                                                              | HOMES 2024-NQM2 A1                                                                                                         | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-O            | CORP              | US        |       73809 | PA      | $74228.79     | 0.01%             | 2069-10-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                  | HSBC V5.13 11/19/28                                                                                                        | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      337000 | PA      | $339842.57    | 0.04%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                              | SPGB 3.3 04/30/36                                                                                                          | CUSIP: E8922ARL6<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1331000 | PA      | $1537377.62   | 0.16%             | 2036-04-30      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST 2013-7                                                                                  | CSMC 2022-NQM6 PT                                                                                                          | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       87989 | PA      | $88695.44     | 0.01%             | 2067-12-25      | Variable      | 9.74%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS6047                                                                                                                  | CUSIP: 3140XMWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44349 | PA      | $43907.30     | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                     | CRM 6.55 03/15/56                                                                                                          | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       78000 | PA      | $77452.21     | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                     | MS V5.9 03/13/47                                                                                                           | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       78000 | PA      | $78144.44     | 0.01%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                                | VCC 2024-1 A                                                                                                               | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       51721 | PA      | $52357.45     | 0.01%             | 2054-01-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                                         | DKL 8.625 03/15/29 144A                                                                                                    | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104335.40    | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                     | AMZN 4.25 03/13/31                                                                                                         | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69314.90     | 0.01%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2026-B TRUST                                                            | SCLP 2026-B C                                                                                                              | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35000 | PA      | $34874.82     | 0.00%             | 2036-02-25      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN DE5947                                                                                                                  | CUSIP: 3140BJTD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48817 | PA      | $50051.83     | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BX6747                                                                                                                  | CUSIP: 3140NBP96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      307121 | PA      | $304080.30    | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FA0910                                                                                                                  | CUSIP: 3140W1AL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      312607 | PA      | $309682.57    | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY4405                                                                                                                  | CUSIP: 3140NL3P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24408 | PA      | $24162.58     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                             | FANG 5.75 04/18/54                                                                                                         | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      156000 | PA      | $149681.76    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                                          | FNH 2025-1 A                                                                                                               | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70858 | PA      | $70440.33     | 0.01%             | 2045-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                       | ECOPET 7.75 02/01/32                                                                                                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |        8000 | PA      | $8197.80      | 0.00%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IMPAC SECURED ASSETS CORP MORTGAGE PASS THROUGH CERTIFICATES SERIES 2006-3                         | IMSA 2006-3 A1                                                                                                             | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       82149 | PA      | $76150.39     | 0.01%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                                   | MBONO 7 09/03/26 M                                                                                                         | CUSIP: P4R07XZL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3344700 | PA      | $191363.52    | 0.02%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB7349                                                                                                                  | CUSIP: 3140QTEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      146047 | PA      | $152832.69    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BX6777                                                                                                                  | CUSIP: 3140NBQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104671 | PA      | $103596.85    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V5.518 10/25/35                                                                                                        | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      210000 | PA      | $211559.30    | 0.02%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                                                     | EFMT 2024-NQM1 A1A                                                                                                         | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-O            | CORP              | US        |      257968 | PA      | $259398.45    | 0.03%             | 2069-11-25      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-B                                                             | REPS 2024-B A                                                                                                              | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      212000 | PA      | $214390.09    | 0.02%             | 2037-11-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD4977                                                                                                                  | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2314961 | PA      | $2293806.61   | 0.24%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                                             | EQMSRM 8.625 05/15/32 144A                                                                                                 | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106056.50    | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                      | VST 5.05 12/30/26 144A                                                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35132.72     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                 | EXE 5.7 01/15/35                                                                                                           | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1018000 | PA      | $1038268.29   | 0.11%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                          | CWHL 2007-9 A11                                                                                                            | CUSIP: 12544XAV7<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |       13512 | PA      | $5958.37      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                         | ABBV 5.35 03/15/44                                                                                                         | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       64000 | PA      | $62089.43     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                     | CRM 4.5 03/15/28                                                                                                           | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      225000 | PA      | $225211.28    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2026-B TRUST                                                            | SCLP 2026-B B                                                                                                              | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35000 | PA      | $34903.20     | 0.00%             | 2036-02-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                                            | RAIZBZ 6.45 03/05/34 REGS                                                                                                  | CUSIP: L7909CAC1<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      307000 | PA      | $167315.00    | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2025-13 FB                                                                                                             | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      140919 | PA      | $142673.49    | 0.01%             | 2055-03-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS7305                                                                                                                  | CUSIP: 3140XPDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      259094 | PA      | $256477.93    | 0.03%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QG2794                                                                                                                  | CUSIP: 3133C3C79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33153 | PA      | $32829.65     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE                                                         | JGB 0.7 09/20/51 72                                                                                                        | CUSIP: J2S39LQQ0<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     8000000 | PA      | $26110.36     | 0.00%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2024-PARK                                                            | BPR 2024-PARK A                                                                                                            | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $111215.58    | 0.01%             | 2039-11-05      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                                        | UNSEAM 7.875 02/15/31 144A                                                                                                 | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104887.20    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB7142                                                                                                                  | CUSIP: 3140QS5C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54438 | PA      | $57132.50     | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2024-1 LTD                                                                           | CAVU 2024-1A A                                                                                                             | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250451.63    | 0.03%             | 2038-01-25      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2024-96 FA                                                                                                             | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      148840 | PA      | $150427.68    | 0.02%             | 2054-12-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                     | AMZN 4.85 03/16/64                                                                                                         | CUSIP: 023135DT0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116824.37    | 0.01%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                     | CRM 6.7 03/15/66                                                                                                           | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       78000 | PA      | $78319.28     | 0.01%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                               | GM 5.75 02/08/31                                                                                                           | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       92000 | PA      | $95145.55     | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB8339                                                                                                                  | CUSIP: 3140QUHR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26828 | PA      | $27634.06     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                                            | HONA 4.95 03/16/36 144A                                                                                                    | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79091.97     | 0.01%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                                            | HONA 5.732 03/16/56 144A                                                                                                   | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63930.43     | 0.01%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                      | VST 6 04/15/34 144A                                                                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      266000 | PA      | $274475.03    | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                       | INDOGB 6.5 07/15/30 104                                                                                                    | CUSIP: Y6S86ZH51<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2756000000 | PA      | $158020.22    | 0.02%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE TL                                                                               | COREWEAVE COMPUTE TL                                                                                                       | CUSIP: 21881PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      993000 | PA      | $993000.00    | 0.10%             | 2032-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY6162                                                                                                                  | CUSIP: 3140NNZ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34983 | PA      | $34580.54     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-7                                                                    | AOMT 2023-7 A1                                                                                                             | CUSIP: 03466DAA0<br>LEI: 254900DRGJVOF9SOT744 | Long             | ABS-O            | CORP              | US        |       93442 | PA      | $93255.70     | 0.01%             | 2067-11-25      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5513 FD                                                                                                                | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      769316 | PA      | $778525.86    | 0.08%             | 2055-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST                                                                     | OOMLT 2007-FXD1 3A4                                                                                                        | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22064 | PA      | $21654.58     | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1                                                   | GDLP 2024-1A A                                                                                                             | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       94429 | PA      | $94958.77     | 0.01%             | 2046-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                        | W 7.75 09/15/30 144A                                                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103758.41    | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                                               | SAMMIN 9.5 06/30/31 144A                                                                                                   | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |         100 | PA      | $100.33       | 0.00%             | 2031-06-30      | Variable      | 9.50%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                     | JPMCC 2024-IGLG D                                                                                                          | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $139674.60    | 0.01%             | 2041-11-05      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-B                                                             | REPS 2024-B B                                                                                                              | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100927.64    | 0.01%             | 2037-11-20      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2                                                              | MSWF 2023-2 XA                                                                                                             | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      973634 | PA      | $51893.12     | 0.01%             | 2056-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                                 | CNX 7.25 03/01/32 144A                                                                                                     | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      145000 | PA      | $151066.46    | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CAFL 2024-RTL1 ISSUER LLC                                                                          | CAFL 2024-RTL1 A1                                                                                                          | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100637.54    | 0.01%             | 2031-11-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                                  | BTPS 3.45 02/01/36 10Y                                                                                                     | CUSIP: T6031QDZ1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      234000 | PA      | $266504.95    | 0.03%             | 2036-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                     | CRM 4.9 09/15/31                                                                                                           | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       78000 | PA      | $77770.89     | 0.01%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                                                              | FR SL2093                                                                                                                  | CUSIP: 31427PKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88279 | PA      | $89113.26     | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU MORTGAGE TRUST                                                                      | HONO 2021-LULU A                                                                                                           | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210300 | PA      | $208065.56    | 0.02%             | 2036-10-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                       | BMY 5.2 02/22/34                                                                                                           | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      144000 | PA      | $147474.96    | 0.02%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FA4227                                                                                                                  | CUSIP: 3140W4VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      900724 | PA      | $891760.28    | 0.09%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                          | JPM V5.148 04/23/37                                                                                                        | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14910.37     | 0.00%             | 2037-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                               | DUK 5.55 03/15/54                                                                                                          | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       29000 | PA      | $27615.86     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                           | TOYOTA 5.1 03/21/31                                                                                                        | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      208000 | PA      | $213252.86    | 0.02%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                           | PERU 7.6 08/12/39 REGS                                                                                                     | CUSIP: P78024AR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      138000 | PA      | $41458.22     | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-VIS2                                                               | JPMMT 2024-VIS2 B1                                                                                                         | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25000 | PA      | $25235.24     | 0.00%             | 2064-11-25      | Variable      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5516 FC                                                                                                                | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1726898 | PA      | $1751229.74   | 0.18%             | 2055-03-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                 | ET 5.95 05/15/54                                                                                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10385.29     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOWSON 2024-1 PLC                                                                                  | DWSON 2024-1 E                                                                                                             | CUSIP: G2826SAE9<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |      116000 | PA      | $159912.60    | 0.02%             | 2031-08-20      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                           | SELF 2024-STRG E                                                                                                           | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70000 | PA      | $69759.79     | 0.01%             | 2034-11-15      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                             | FANG 5.9 04/18/64                                                                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       87000 | PA      | $83926.66     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY INC                                                                      | ACHC 7.375 03/15/33 144A                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      106000 | PA      | $108426.55    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                     | JPMCC 2024-IGLG E                                                                                                          | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      435000 | PA      | $433964.18    | 0.05%             | 2041-11-05      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                                     | PNW 5.1 03/15/36                                                                                                           | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      385000 | PA      | $379012.88    | 0.04%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                     | AMZN 5.8 03/13/56                                                                                                          | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44290.83     | 0.00%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FA2817                                                                                                                  | CUSIP: 3140W3DX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116803 | PA      | $115640.69    | 0.01%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1 TRUST                                                                               | PRPM 2024-NQM1 B1                                                                                                          | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100529.99    | 0.01%             | 2068-12-25      | Variable      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD4999                                                                                                                  | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      101723 | PA      | $100635.22    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOWSON 2024-1 PLC                                                                                  | DWSON 2024-1 F                                                                                                             | CUSIP: G2826SAC3<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |      170000 | PA      | $235110.88    | 0.02%             | 2031-08-20      | Floating      | 10.68%                | Yes           |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                                                | BPR 2024-PMDW A                                                                                                            | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70000 | PA      | $70902.04     | 0.01%             | 2029-11-05      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                           | SELF 2024-STRG F                                                                                                           | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70000 | PA      | $69544.87     | 0.01%             | 2034-11-15      | Floating      | 8.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB5310                                                                                                                  | CUSIP: 3140QQ3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      225262 | PA      | $232025.13    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                     | CRM 5.55 03/15/36                                                                                                          | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      293000 | PA      | $292190.64    | 0.03%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                     | AMZN 4.875 03/13/36                                                                                                        | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49266.61     | 0.01%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SL0567                                                                                                                  | CUSIP: 31427MTZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      618384 | PA      | $612790.93    | 0.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FA3941                                                                                                                  | CUSIP: 3140W4LX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81819 | PA      | $81071.35     | 0.01%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR SL3992                                                                                                                  | CUSIP: 31427RNJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96815 | PA      | $93181.25     | 0.01%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                                                        | LEBAN 6.85 03/23/27 10Y                                                                                                    | CUSIP: M6S21BAP8<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       31000 | PA      | $7833.01      | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA8099                                                                                                                  | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      422248 | PA      | $385060.17    | 0.04%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2-30YR-Multi                                                                                                              | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1521000 | PA      | $1466576.72   | 0.15%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO (TX), CITY OF                                                                          | TX SANUTL 5.81 02/01/2041                                                                                                  | CUSIP: 796253Y30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $77176.45     | 0.01%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROPERTY OWNER I LLC                                                                   | RDMICH 7.5 03/30/45 144A                                                                                                   | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $334932.68    | 0.04%             | 2045-03-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Hut 8 DC LLC                                                                                       | HUTRBA 6.192 11/15/42 144A                                                                                                 | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $252069.13    | 0.03%             | 2042-11-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS1522                                                                                                                  | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53364 | PA      | $47258.03     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                                      | COREWEAVE INC COM CL A                                                                                                     | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |         135 | NS      | $15066.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.75 08/15/41                                                                                                            | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1029000 | PA      | $910383.63    | 0.10%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2664700 | PA      | $2332391.98   | 0.25%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC                                                                        | ANGINC 6 07/15/35                                                                                                          | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73548.55     | 0.01%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BCC MIDDLE MARKET CLO 2019-1 LLC                                                                   | BCMM 2019-1A A1RR                                                                                                          | CUSIP: 05550GAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | PA      | $1649410.29   | 0.17%             | 2036-07-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                      | SAGB 8.75 02/28/48 2048                                                                                                    | CUSIP: S6989ZAQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      635000 | PA      | $36018.07     | 0.00%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.625 08/15/43                                                                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1009600 | PA      | $854847.25    | 0.09%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SSI ABS-2025-1 ISSUER LLC                                                                          | SSI 2025-1 A                                                                                                               | CUSIP: 78475CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240896 | PA      | $237977.56    | 0.03%             | 2065-07-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                                                      | NRZT 2025-NQM3 A1                                                                                                          | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-O            | CORP              | US        |      609352 | PA      | $612997.04    | 0.06%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BJ4916                                                                                                                  | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50562 | PA      | $46728.59     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA7312                                                                                                                  | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      478970 | PA      | $410714.79    | 0.04%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 2.25 02/15/52                                                                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1286200 | PA      | $765088.03    | 0.08%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM9730                                                                                                                  | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73539 | PA      | $60104.67     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.125 10/31/27                                                                                                           | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1096600 | PA      | $1100455.23   | 0.12%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.75 05/31/30                                                                                                            | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      606000 | PA      | $600673.83    | 0.06%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                               | POLGB 5.75 04/25/29 0429                                                                                                   | CUSIP: X6650PNF1<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      442000 | PA      | $125077.68    | 0.01%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271000 | PA      | $254115.47    | 0.03%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.25 05/15/39                                                                                                            | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       64000 | PA      | $61685.00     | 0.01%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK (NY)                                                  | NY NYSHGR 5.39 03/15/2040                                                                                                  | CUSIP: 6499022F9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |       30000 | PA      | $30138.90     | 0.00%             | 2040-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                                                                               | QTS 2025-1A A2                                                                                                             | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1594132.80   | 0.17%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| STORE MASTER FUNDING I LLC                                                                         | STR 2021-1A A4                                                                                                             | CUSIP: 86190BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      292750 | PA      | $253103.17    | 0.03%             | 2051-06-20      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.625 09/30/31                                                                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      358200 | PA      | $350420.34    | 0.04%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.875 03/15/28                                                                                                           | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3266000 | PA      | $3265106.94   | 0.34%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises                                                                               | Colonial Enterprises Term Loan B 175 2032-06-03                                                                            | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      796000 | PA      | $795832.84    | 0.08%             | 2032-06-11      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5499 B                                                                                                                 | CUSIP: 3137HJWE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      480069 | PA      | $483341.32    | 0.05%             | 2053-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-15YR                                                                                                                  | CUSIP: 01F020455<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -628000 | PA      | $-575778.05   | -0.06%            | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.125 08/31/27                                                                                                           | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        6000 | PA      | $5943.52      | 0.00%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                              | QUIKHO 6.75 03/01/33 144A                                                                                                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101406.48    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 4.1 03/25/61                                                                                                          | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       64000 | PA      | $38778.92     | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.625 11/15/44                                                                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      388000 | PA      | $372070.78    | 0.04%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.125 11/30/31                                                                                                           | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       13000 | PA      | $13021.84     | 0.00%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (IL), STATE OF                                                                            | IL ILS 5.1 06/01/2033                                                                                                      | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      261765 | PA      | $265876.04    | 0.03%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-15YR                                                                                                                  | CUSIP: 01F040453<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148000 | PA      | $144183.38    | 0.02%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS (TX), STATE OF                                                                               | TX TXS 5.52 04/01/2039                                                                                                     | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |       89044 | PA      | $90254.10     | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                         | HGB 3 10/27/38 38/A                                                                                                        | CUSIP: X51627BW0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    19890000 | PA      | $47570.16     | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                           | T 6.2 10/30/56                                                                                                             | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      175000 | PA      | $173356.91    | 0.02%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VIII LLC                                                                      | KKR 3.5 08/25/50 144A                                                                                                      | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $332408.24    | 0.03%             | 2050-08-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4 01/31/33                                                                                                               | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       18000 | PA      | $17796.80     | 0.00%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 1.875 02/15/41                                                                                                           | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1663700 | PA      | $1144313.66   | 0.12%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                                                         | AESOP 2025-2A A                                                                                                            | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1013607.80   | 0.11%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDINGS LP                                                                      | APO 2.65 06/05/30 144A                                                                                                     | CUSIP: 03765HAF8<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |      360000 | PA      | $331193.13    | 0.03%             | 2030-06-05      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK & NEW JERSEY PORT AUTHORITY (THE) (NY)                                                    | NY PORTRN 5.65 11/01/2040                                                                                                  | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       65000 | PA      | $68119.19     | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                                   | BNSF 5.15 09/01/43                                                                                                         | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $95128.29     | 0.01%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                               | RKT 6.375 08/01/33 144A                                                                                                    | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $151829.25    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                                | HWIRE 2024-1A A2                                                                                                           | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $809700.32    | 0.09%             | 2054-06-20      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                                         | INTC 5.3 05/15/36                                                                                                          | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149370.32    | 0.02%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                                                   | CSGP 2.8 07/15/30 144A                                                                                                     | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |      115000 | PA      | $104419.16    | 0.01%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                  | JNJ 3.55 03/01/36                                                                                                          | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       42000 | PA      | $38235.79     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2023-2 LTD                                                                 | BOBA 2023-2A A1R                                                                                                           | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249706.18    | 0.03%             | 2036-10-20      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2021-67 QI                                                                                                             | CUSIP: 38382R3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       58582 | PA      | $9772.27      | 0.00%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS3166                                                                                                                  | CUSIP: 3140XJQU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95464 | PA      | $85415.22     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.625 05/15/53                                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       35500 | PA      | $28099.08     | 0.00%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 2.5 02/15/45                                                                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2008200 | PA      | $1394757.66   | 0.15%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXV LTD                                                                       | MDPK 2025-65A C                                                                                                            | CUSIP: 55823FAC9<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |      800000 | PA      | $801051.36    | 0.08%             | 2038-07-16      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-1                                                                   | TPMT 2025-1 A1B                                                                                                            | CUSIP: 89190KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      861567 | PA      | $854138.83    | 0.09%             | 2065-06-25      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| JUPITER MORTGAGE N.1 PLC                                                                           | JUPIT 1X DR                                                                                                                | CUSIP: G5210VAR0<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $137278.18    | 0.01%             | 2055-07-20      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA (CA), STATE OF                                                                          | CA CAS 4.6 04/01/2038                                                                                                      | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      325000 | PA      | $328844.95    | 0.03%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS1520                                                                                                                  | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32889 | PA      | $29289.09     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE AND INVESTMENT LTD                                                               | FLOURISHING TRADE AND INVESTMENT LTD 11.035% SNR SEC NTS 02/04/2028 USD (144A)                                             | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |      461607 | PA      | $461607.00    | 0.05%             | 2030-04-01      | Fixed         | 11.04%                | Yes           |                  3 | On Loan: No      |
| TELECOM ARGENTINA SA                                                                               | TECOAR 9.25 05/28/33 144A                                                                                                  | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |        2000 | PA      | $2123.18      | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BX9758                                                                                                                  | CUSIP: 3140NEZY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47065 | PA      | $46596.44     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BW4925                                                                                                                  | CUSIP: 3140MWPK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50938 | PA      | $50456.17     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0783                                                                                                                  | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42576 | PA      | $34787.70     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS1133                                                                                                                  | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      253507 | PA      | $240301.94    | 0.03%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC                                                                   | MSAC 2006-HE8 A2FP                                                                                                         | CUSIP: 61750SAB8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |       28858 | PA      | $12471.21     | 0.00%             | 2036-10-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                     | MS V5.664 04/17/36                                                                                                         | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       69000 | PA      | $70880.46     | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                                             | COXENT 2.95 10/01/50 144A                                                                                                  | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      160000 | PA      | $85731.35     | 0.01%             | 2050-10-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| FLOWSERVE CORP                                                                                     | FLS 3.5 10/01/30                                                                                                           | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      106000 | PA      | $100147.22    | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2024-88 FC                                                                                                             | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       91713 | PA      | $92852.98     | 0.01%             | 2054-12-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PRIME INVESTMENTS LLC                                                                              | PRIME INVESTMENTS LLC SNR NTS USD (144A)                                                                                   | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      116788 | PA      | $116560.91    | 0.01%             | 2030-05-01      | Fixed         | 11.00%                | Yes           |                  3 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                              | MFIT 2025-AA A                                                                                                             | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      219000 | PA      | $220232.75    | 0.02%             | 2038-05-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2025-1 ISSUER TRUST                                                             | STRE 2025-1A A                                                                                                             | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       71371 | PA      | $71426.34     | 0.01%             | 2045-09-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM6                                                          | BRAVO 2024-NQM6 A3                                                                                                         | CUSIP: 05613JAE6<br>LEI: 254900RNYV3TS5A5VX69 | Long             | ABS-O            | CORP              | US        |      517624 | PA      | $518467.60    | 0.05%             | 2064-08-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE IX LLC                                                                    | TCF 2025-1A A                                                                                                              | CUSIP: 89679QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      740000 | PA      | $739217.75    | 0.08%             | 2050-06-20      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5543 FH                                                                                                                | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      106829 | PA      | $108515.44    | 0.01%             | 2055-06-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Washg Mutual 7-He1                                                                                 | WMABS 2007-HE1 2A2                                                                                                         | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35479 | PA      | $11104.28     | 0.00%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY                                                                     | GT 5.25 07/15/31                                                                                                           | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90897.06     | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES AND COMMUNITY DEVELOPMENT AUTHORITY (THE) (LA) | LA LASGOV 4.14 02/01/2033                                                                                                  | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |       70000 | PA      | $69414.71     | 0.01%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                                 | BX 2025-SPOT A                                                                                                             | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90664 | PA      | $90720.60     | 0.01%             | 2040-04-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                                   | RPGB 6.375 04/28/35 1073                                                                                                   | CUSIP: Y6972F5K2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    10500000 | PA      | $164481.53    | 0.02%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM7495                                                                                                                  | CUSIP: 3140XBKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49097 | PA      | $45225.43     | 0.00%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                | ELV 4.375 12/01/47                                                                                                         | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       15000 | PA      | $12156.79     | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                         | VZ 4.78 02/15/35                                                                                                           | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      653000 | PA      | $633624.01    | 0.07%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| HOUSEHOLD CAPITAL 2025-1 RMBS TRUST                                                                | HHCAU 2025-1 A                                                                                                             | CUSIP: Q0288QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       57375 | PA      | $41168.54     | 0.00%             | 2087-07-21      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                           | T 4.3 02/15/30 144A                                                                                                        | CUSIP: 00206RES7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104247.69    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3238                                                                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54551 | PA      | $50373.77     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5502 EF                                                                                                                | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       75656 | PA      | $76741.54     | 0.01%             | 2055-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                                             | MORTON 4.875 05/01/28 144A                                                                                                 | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       11000 | PA      | $10892.26     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD1952                                                                                                                  | CUSIP: 3132DPEZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33404 | PA      | $31798.12     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM9318                                                                                                                  | CUSIP: 3140XDK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26555 | PA      | $24479.59     | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | TII 1.625 04/15/30                                                                                                         | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3803000 | PA      | $3964985.39   | 0.42%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2-30YR-Multi                                                                                                              | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2416000 | PA      | $2432977.79   | 0.26%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BH4095                                                                                                                  | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7690 | PA      | $7321.05      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARUDA INDONESIA (PERSERO) TBK PT                                                                  | GARUDA 6.5 12/28/31                                                                                                        | CUSIP: Y7137LAA5<br>LEI: 254900CUWPNFYKQUW656 | Long             | DBT              | CORP              | ID        |      226797 | PA      | $194724.43    | 0.02%             | 2031-12-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SB0510                                                                                                                  | CUSIP: 3132CWR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37545 | PA      | $33967.59     | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA7136                                                                                                                  | CUSIP: 3140QE4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21131 | PA      | $19436.01     | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 61 CLO LTD                                                                                  | DRSLF 2018-61A B2R                                                                                                         | CUSIP: 26251CBE3<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250983.78    | 0.03%             | 2032-01-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| ISKADAR ENTERPRISE LLC                                                                             | CLDHQ 2026-1A A22                                                                                                          | CUSIP: 464338AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $65988.86     | 0.01%             | 2056-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                      | C V5.333 03/27/36 .                                                                                                        | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      202000 | PA      | $202756.88    | 0.02%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                      | GS V4.937 04/23/28                                                                                                         | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       73000 | PA      | $73343.19     | 0.01%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                              | TFC V4.123 06/06/28 MTN                                                                                                    | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70741.37     | 0.01%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F042665<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -8369000 | PA      | $-8043467.16  | -0.85%            | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                              | WFC V5.15 04/23/31                                                                                                         | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      773000 | PA      | $786310.25    | 0.08%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                               | RKT 6.375 08/01/33 144A                                                                                                    | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      101000 | PA      | $102231.70    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TAURUS 2025-2 UK DAC                                                                               | TAURS 2025-UK2X D                                                                                                          | CUSIP: G8702NAB2<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-O            | CORP              | IE        |      139159 | PA      | $189183.40    | 0.02%             | 2035-02-18      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| WOM MOBILE SPA                                                                                     | WOMMOB 11 04/01/31 144A                                                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |        3290 | PA      | $3354.16      | 0.00%             | 2031-04-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA9432                                                                                                                  | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37891 | PA      | $34849.97     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                       | INDOGB 7 02/15/33 FR96                                                                                                     | CUSIP: Y6S86ZWJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   359000000 | PA      | $20921.96     | 0.00%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA8488                                                                                                                  | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      614020 | PA      | $579093.40    | 0.06%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 6.75 01/15/53                                                                                                          | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      256000 | PA      | $267301.21    | 0.03%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BX4207                                                                                                                  | CUSIP: 3140N8U97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40232 | PA      | $40027.81     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                       | ECOPET 8.875 01/13/33                                                                                                      | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |        3000 | PA      | $3222.10      | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                            | HCA 7.5 11/06/33                                                                                                           | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       15000 | PA      | $16947.61     | 0.00%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS1334                                                                                                                  | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      191209 | PA      | $153951.10    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RC1975                                                                                                                  | CUSIP: 3133L8FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53220 | PA      | $48050.04     | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 4.25 03/15/46                                                                                                          | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      215000 | PA      | $165338.06    | 0.02%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0288                                                                                                                  | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15890 | PA      | $12890.64     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2550                                                                                                                  | CUSIP: 3140QMZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      628533 | PA      | $539780.91    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD                                                                        | BLUEM 2018-3A BR                                                                                                           | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250798.45    | 0.03%             | 2030-10-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                | AFRMT 2026-1A A                                                                                                            | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      133000 | PA      | $132349.08    | 0.01%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                                         | USB V4.481 01/26/32                                                                                                        | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98844.36     | 0.01%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                             | QTSII 2026-2A A2                                                                                                           | CUSIP: 74690FAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       52000 | PA      | $51478.77     | 0.01%             | 2056-01-05      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| MF1 2026-FL21 LLC                                                                                  | MF1 2026-FL21 A                                                                                                            | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      164000 | PA      | $163732.55    | 0.02%             | 2041-02-18      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                                           | T 5.85 04/30/46                                                                                                            | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96479.40     | 0.01%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LAST MILE LOGISTICS PAN EURO FINANCE DAC                                                           | LMLOG 1X E                                                                                                                 | CUSIP: G5S831AE9<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-O            | CORP              | IE        |      189269 | PA      | $222094.09    | 0.02%             | 2033-08-17      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST 2025-I1                                                                                  | CIM 2025-I1 M1                                                                                                             | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $905081.76    | 0.10%             | 2069-10-25      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX SARL                                                     | VDCDE 2025-1X A2                                                                                                           | CUSIP: L9626ZAB0<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |      171000 | PA      | $199195.09    | 0.02%             | 2050-06-28      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Washg Mutual 7-He1                                                                                 | WMABS 2007-HE1 2A1                                                                                                         | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4022 | PA      | $1254.05      | 0.00%             | 2036-11-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 2.25 08/15/49                                                                                                            | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1230000 | PA      | $756257.81    | 0.08%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.875 10/31/30                                                                                                           | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      844300 | PA      | $874081.37    | 0.09%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.875 12/31/32                                                                                                           | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        4000 | PA      | $3927.34      | 0.00%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.75 11/15/53                                                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      441000 | PA      | $423463.36    | 0.04%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.75 01/31/31                                                                                                            | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        3000 | PA      | $2965.78      | 0.00%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                                                               | WOMCHH 5 04/01/32 144A                                                                                                     | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      224490 | PA      | $201914.72    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                                  | BXMT 2025-FL5 A                                                                                                            | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      116000 | PA      | $116371.33    | 0.01%             | 2042-10-18      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB3102                                                                                                                  | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306343 | PA      | $249496.91    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB3101                                                                                                                  | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      167187 | PA      | $136368.93    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARS DB4 LP                                                                                        | CAUTO 2020-1A A6                                                                                                           | CUSIP: 12510HAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      243906 | PA      | $229255.35    | 0.02%             | 2050-02-15      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-NQM3 TRUST                                                                               | GCAT 2025-NQM3 A1                                                                                                          | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1352749 | PA      | $1359619.42   | 0.14%             | 2070-05-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 5.7 02/04/36                                                                                                          | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      164000 | PA      | $157497.12    | 0.02%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                                                     | FSRIA 2026-FL11 A                                                                                                          | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      198000 | PA      | $197763.87    | 0.02%             | 2044-01-19      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                               | FIGRE 2026-HE1 A                                                                                                           | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      209805 | PA      | $207945.59    | 0.02%             | 2056-01-25      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                                           | T 6 04/30/56                                                                                                               | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      646000 | PA      | $623124.20    | 0.07%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 2.25 08/15/27                                                                                                            | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1202400 | PA      | $1178164.13   | 0.12%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 1.375 11/15/40                                                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1173000 | PA      | $750261.80    | 0.08%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                                   | ANVAU V6.4956 02/04/56 mTN                                                                                                 | CUSIP: Q0708RBT3<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $70183.61     | 0.01%             | 2056-02-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GGP TRUST 2026-TY                                                                                  | GGP 2026-TY A                                                                                                              | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      525000 | PA      | $519817.73    | 0.05%             | 2043-03-05      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SILVER PT SCF CLO LTD 2025-5                                                                       | SPCSL 2025-1A A1                                                                                                           | CUSIP: 827916AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248628.53    | 0.03%             | 2038-04-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-CES1                                                                 | JPMMT 2026-CES1 A1B                                                                                                        | CUSIP: 46660BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      475047 | PA      | $470911.59    | 0.05%             | 2056-06-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN AL5597                                                                                                                  | CUSIP: 3138ENGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75477 | PA      | $74233.40     | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM4                                                                       | ADMT 2026-NQM1 A1                                                                                                          | CUSIP: 00040DAC7<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-O            | CORP              | US        |      152085 | PA      | $150926.62    | 0.02%             | 2071-02-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| OHS ISSUER LLC                                                                                     | OHS 2026-1A A2                                                                                                             | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      174708 | PA      | $171577.78    | 0.02%             | 2061-02-25      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ4                                                       | GSMBS 2026-CES1 A1                                                                                                         | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      218202 | PA      | $216338.67    | 0.02%             | 2056-05-25      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-2                                                        | DRMT 2026-INV1 A1                                                                                                          | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      293275 | PA      | $291500.43    | 0.03%             | 2070-12-25      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG G67715                                                                                                                  | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       80622 | PA      | $79169.92     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BM5235                                                                                                                  | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21668 | PA      | $21772.98     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                  | CI 2.4 03/15/30                                                                                                            | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       96000 | PA      | $88891.21     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                   | MO 4.45 05/06/50                                                                                                           | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      430000 | PA      | $337367.38    | 0.04%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                                 | ABIBB 4.95 01/15/42                                                                                                        | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      152000 | PA      | $142562.66    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA4384                                                                                                                  | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       83904 | PA      | $82719.94     | 0.01%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA4452                                                                                                                  | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18290 | PA      | $17425.75     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3027                                                                                                                  | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83825 | PA      | $79184.05     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                      | C V3.785 03/17/33                                                                                                          | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65878.84     | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA8592                                                                                                                  | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37164 | PA      | $31867.88     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7552                                                                                                                  | CUSIP: 3132DVL94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      478553 | PA      | $408529.05    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.75 12/31/28                                                                                                            | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1174700 | PA      | $1169881.90   | 0.12%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARBADOS, GOVERNMENT OF                                                                            | BARBAD 8 06/26/35 144A                                                                                                     | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       15000 | PA      | $16066.50     | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.5 03/15/29                                                                                                             | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       35000 | PA      | $34614.45     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                                          | PDVSA 6 11/15/26 REGS                                                                                                      | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |       18000 | PA      | $7110.00      | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS                                | URUGUA 5.1 06/18/50                                                                                                        | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      267641 | PA      | $248357.47    | 0.03%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                                     | GLPI 4 01/15/31                                                                                                            | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      350000 | PA      | $331742.53    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                                          | SCHW V6.1 PERP L                                                                                                           | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      950000 | PA      | $950421.24    | 0.10%             | 2049-12-31      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                                  | KMI 5.3 12/01/34                                                                                                           | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      115000 | PA      | $116265.09    | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                                    | COLTES 7 06/30/32 B                                                                                                        | CUSIP: P6S32JQ52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    89800000 | PA      | $17813.78     | 0.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                           | T 5.45 03/01/47                                                                                                            | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       28000 | PA      | $25725.96     | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                                           | CSX 3.25 06/01/27                                                                                                          | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98949.52     | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QB1193                                                                                                                  | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34074 | PA      | $29121.43     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2418                                                                                                                  | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83649 | PA      | $74424.60     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.125 02/29/32                                                                                                           | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       29000 | PA      | $29010.20     | 0.00%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 4.3 03/15/45                                                                                                           | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       22000 | PA      | $17216.57     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA2754                                                                                                                  | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5135 | PA      | $4775.33      | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                                | DAL 3.625 07/30/27 15-1                                                                                                    | CUSIP: 24736XAA6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | ABS-O            | CORP              | US        |       40641 | PA      | $40156.04     | 0.00%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA3173                                                                                                                  | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5365 | PA      | $4980.77      | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                                     | PANAMA 3.875 03/17/28                                                                                                      | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1150000 | PA      | $1133900.00   | 0.12%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA4322                                                                                                                  | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       80013 | PA      | $76349.21     | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC COMPANY                                                                   | EXC 3.75 08/15/47 *                                                                                                        | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       30000 | PA      | $22348.04     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                           | BONCER 0 12/15/27 CER                                                                                                      | CUSIP: P0798ANY8<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     9691000 | PA      | $17520.39     | 0.00%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA6106                                                                                                                  | CUSIP: 3140QDYC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109991 | PA      | $104340.15    | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8213                                                                                                                  | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      215274 | PA      | $188916.81    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4 02/15/34                                                                                                               | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1061800 | PA      | $1042969.64   | 0.11%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4500                                                                                                                  | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      832796 | PA      | $699057.06    | 0.07%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7553                                                                                                                  | CUSIP: 3132DVMA0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      848341 | PA      | $753855.48    | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6800000 | PA      | $6826388.08   | 0.72%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -5270000 | PA      | $-5068715.88  | -0.53%            | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                       | ROCKIE 6.875 04/15/40 144A                                                                                                 | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      400000 | PA      | $403953.20    | 0.04%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP                                                                      | FAF 4 05/15/30                                                                                                             | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      460000 | PA      | $441078.51    | 0.05%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                  | STOR 2.75 11/18/30                                                                                                         | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |       98000 | PA      | $88453.09     | 0.01%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                             | FR SD0496                                                                                                                  | CUSIP: 3132DMRR8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |      592023 | PA      | $537203.02    | 0.06%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA7070                                                                                                                  | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37011 | PA      | $35281.19     | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2-30YR-Multi                                                                                                              | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1380000 | PA      | $1367912.73   | 0.14%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                          | DUK 3.75 06/01/45                                                                                                          | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       49000 | PA      | $37470.13     | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                    | BNTNF 10 01/01/27 NTNF                                                                                                     | CUSIP: P8T60MXG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1119000 | PA      | $220828.22    | 0.02%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                                               | LOW 3.7 04/15/46                                                                                                           | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       11000 | PA      | $8143.70      | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE                                                  | CGB 2.11 08/25/34 INBK                                                                                                     | CUSIP: Y6S39B8C7<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      400000 | PA      | $60453.89     | 0.01%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2025-VIS1                                                               | JPMMT 2025-VIS1 M1                                                                                                         | CUSIP: 46659BAF9<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $150800.43    | 0.02%             | 2055-08-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA3736                                                                                                                  | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      265539 | PA      | $244702.38    | 0.03%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 4 12/01/46                                                                                                             | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       91000 | PA      | $67003.93     | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                         | INTC 4.95 03/25/60                                                                                                         | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81771.29     | 0.01%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                                               | IBM 2.95 05/15/50                                                                                                          | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      203000 | PA      | $124051.26    | 0.01%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                          | JMIKE 2026-1A A2II                                                                                                         | CUSIP: 476681AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      313000 | PA      | $308449.32    | 0.03%             | 2056-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                             | QTSII 2026-1A B                                                                                                            | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       32000 | PA      | $31527.41     | 0.00%             | 2056-01-05      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                          | DUK 3.7 12/01/47                                                                                                           | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       41000 | PA      | $30315.79     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4492                                                                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46652 | PA      | $37529.26     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                        | CQP 4 03/01/31                                                                                                             | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       34000 | PA      | $32784.68     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                | GILD 4.75 03/01/46                                                                                                         | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       59000 | PA      | $52222.59     | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust 2026-GATE3                                                          | CSTL 2026-GATE3 E                                                                                                          | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $295563.27    | 0.03%             | 2043-02-10      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| ELMWOOD CLO 20 LTD                                                                                 | ELM20 2022-7A AR2                                                                                                          | CUSIP: 29002AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250124.95    | 0.03%             | 2039-01-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35                                                                      | BBCMS 2025-C35 D                                                                                                           | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25000 | PA      | $20617.01     | 0.00%             | 2058-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-8                                                                    | AOMT 2025-8 A1                                                                                                             | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-O            | CORP              | US        |       98018 | PA      | $98534.42     | 0.01%             | 2070-07-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                    | PM 3.125 08/17/27                                                                                                          | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       78000 | PA      | $77022.43     | 0.01%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1                                                      | GSMBS 2022-NQM1 A4                                                                                                         | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       62578 | PA      | $57822.40     | 0.01%             | 2062-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2026-INV1                                                                          | NYMT 2026-INV1 B1                                                                                                          | CUSIP: 62957GAM9<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-O            | CORP              | US        |      180000 | PA      | $176733.27    | 0.02%             | 2061-02-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                                     | EFMT 2026-NQM1 A1                                                                                                          | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      425466 | PA      | $422576.04    | 0.04%             | 2071-02-25      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Flutter Entertainment                                                                              | Flutter Entertainment Term Loan B (Incremental) 200 2032-05-17                                                             | CUSIP: N3313EAJ9<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | US        |      446625 | PA      | $443556.69    | 0.05%             | 2032-05-24      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                    | CVS 4.875 07/20/35                                                                                                         | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      274000 | PA      | $264946.96    | 0.03%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITY-PEACE PARK CLO LTD                                                                           | UNPPK 2022-1A DR                                                                                                           | CUSIP: 913318AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $246234.00    | 0.03%             | 2035-04-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                      | GS V5.387 02/02/41                                                                                                         | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      187000 | PA      | $182018.00    | 0.02%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ4                                                       | GSMBS 2026-CES1 A2                                                                                                         | CUSIP: 36277LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99200.59     | 0.01%             | 2056-05-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                                | BAHA 2024-MAR D                                                                                                            | CUSIP: 05493XAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $209440.82    | 0.02%             | 2041-12-10      | Variable      | 9.20%                 | Yes           |                  2 | On Loan: No      |
| ISKANDAR ENTERPRISE LLC AND KAVEH ENTERPRISE LLC                                                   | CLDHQ 2026-1A A23                                                                                                          | CUSIP: 464338AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       95000 | PA      | $94582.21     | 0.01%             | 2056-04-17      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                                             | APAAU F 04/28/56 Mtn                                                                                                       | CUSIP: Q04578AM4<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      170000 | PA      | $122642.41    | 0.01%             | 2056-04-28      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2025-126 AD                                                                                                            | CUSIP: 38381PXY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       53720 | PA      | $53253.93     | 0.01%             | 2065-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                   | NSLT 2025-BA A1B                                                                                                           | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      202315 | PA      | $201918.28    | 0.02%             | 2055-05-17      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-4 LTD                                                                           | WELF 2021-4A A1R                                                                                                           | CUSIP: 94951GAC0<br>LEI: 254900EH90TKUEDWUZ75 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501192.55    | 0.05%             | 2038-10-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2026-1                                                                      | LFT 2026-1A A                                                                                                              | CUSIP: 52603KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99875.89     | 0.01%             | 2035-11-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4586                                                                                                                  | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65337 | PA      | $56455.74     | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA6343                                                                                                                  | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239970 | PA      | $205359.22    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR TB2221                                                                                                                  | CUSIP: 3142K3PF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90988 | PA      | $89925.22     | 0.01%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK III LT FRN                                                                          | SANDSTONE PEAK III LT FRN                                                                                                  | CUSIP: 799928AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      250000 | PA      | $250000.00    | 0.03%             | 2037-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                              | BATSLN 8.125 05/01/40 *                                                                                                    | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      205000 | PA      | $240216.63    | 0.03%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                                                        | LEBAN 6.65 11/03/28 GMTN                                                                                                   | CUSIP: M8787UAP6<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       11000 | PA      | $2802.20      | 0.00%             | 2028-11-03      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                      | APP 5.95 12/01/54                                                                                                          | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      344000 | PA      | $315554.99    | 0.03%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ACRES 2025-FL3 LLC                                                                                 | ACRES 2025-FL3 A                                                                                                           | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $200248.00    | 0.02%             | 2040-08-18      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                                          | AMGN 4.663 06/15/51                                                                                                        | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       95000 | PA      | $79546.66     | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS1463                                                                                                                  | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261031 | PA      | $246892.69    | 0.03%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                       | GOOGL 5.65 02/15/56                                                                                                        | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      244000 | PA      | $239321.84    | 0.03%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN DE7984                                                                                                                  | CUSIP: 3140BL2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50585 | PA      | $51865.49     | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR SL2955                                                                                                                  | CUSIP: 31427QH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      163974 | PA      | $167996.38    | 0.02%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS8791                                                                                                                  | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01         | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2139                                                                                                                  | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92934 | PA      | $76150.30     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2007-1F                                                                    | GSR 2007-1F 2A4                                                                                                            | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25456 | PA      | $68894.44     | 0.01%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                                   | RPGB 6 08/20/30 R519                                                                                                       | CUSIP: Y6972F4V9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    24715000 | PA      | $390589.37    | 0.04%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS7428                                                                                                                  | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60239 | PA      | $60901.58     | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING VIII LTD                                                                         | ARES 2024-ALF8 A1                                                                                                          | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250412.48    | 0.03%             | 2038-01-24      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QF4754                                                                                                                  | CUSIP: 3133BSH70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24951 | PA      | $24684.91     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                              | WFC 4.65 11/04/44 MTN                                                                                                      | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      164000 | PA      | $137956.67    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN 890696                                                                                                                  | CUSIP: 31410LRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29862 | PA      | $29227.67     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MTP ABS FUNDING LLC                                                                                | TOWR 2026-1A B                                                                                                             | CUSIP: 55378HAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       41000 | PA      | $41180.98     | 0.00%             | 2056-04-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR41                                                         | INDX 2006-AR41 A3                                                                                                          | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        8321 | PA      | $8174.24      | 0.00%             | 2037-02-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                          | JPM V4.26 02/22/48                                                                                                         | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       62000 | PA      | $50876.25     | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                                               | LOW 3.1 05/03/27                                                                                                           | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99064.57     | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                           | ARGENT 1 07/09/29                                                                                                          | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |         630 | PA      | $561.02       | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 0.375 09/30/27                                                                                                           | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      970000 | PA      | $924000.78    | 0.10%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 4.8 09/26/32                                                                                                          | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95086.51     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2025-35 FJ                                                                                                             | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      262798 | PA      | $267188.33    | 0.03%             | 2055-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                      | APP 5.125 12/01/29                                                                                                         | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      188000 | PA      | $189500.79    | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 24 LTD                                                                                 | ELM24 2023-3A BR                                                                                                           | CUSIP: 290020AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      225000 | PA      | $225582.23    | 0.02%             | 2038-01-17      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                                           | EQT 3.9 10/01/27                                                                                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      236000 | PA      | $233602.39    | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA6341                                                                                                                  | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238686 | PA      | $204259.35    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                               | RPLDCI 6.581 05/30/49 144A                                                                                                 | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      960000 | PA      | $991431.50    | 0.10%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER COMPANY LTD                                                                | TOPTB V6.1 PERP REGS                                                                                                       | CUSIP: Y86218AC1<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $195747.83    | 0.02%             | 2049-12-31      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                     | NRG 2.45 12/02/27 144A                                                                                                     | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      350000 | PA      | $338180.10    | 0.04%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                                                                 | AMFAHI 3.833 03/11/51 144A                                                                                                 | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $136935.35    | 0.01%             | 2051-03-11      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 10 LTD                                                                        | DCLO 2025-10A A                                                                                                            | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $751841.40    | 0.08%             | 2038-04-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                                 | VEGLPL 6.75 01/15/36 144A                                                                                                  | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12756.48     | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.375 12/15/26                                                                                                           | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1752700 | PA      | $1759897.37   | 0.18%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.375 07/15/27                                                                                                           | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       24000 | PA      | $24150.94     | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4157                                                                                                                  | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      203537 | PA      | $156736.86    | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8145                                                                                                                  | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3595 | PA      | $2759.20      | 0.00%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM3665                                                                                                                  | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      173328 | PA      | $164148.76    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 5.25 03/01/52                                                                                                          | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      152000 | PA      | $130205.72    | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAST MILE SECURITIES-PE 2021 DAC                                                                   | LMILE 2021-1X D                                                                                                            | CUSIP: G5S82ZAF2<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-O            | CORP              | IE        |      194960 | PA      | $228920.38    | 0.02%             | 2031-08-17      | Floating      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                             | EXR 4 06/15/29                                                                                                             | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16725.01     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                       | FE 5.45 07/15/44 144A                                                                                                      | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |       79000 | PA      | $74852.84     | 0.01%             | 2044-07-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                 | ET 5.35 05/15/45                                                                                                           | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      122000 | PA      | $109474.61    | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UK LOGISTICS 2025-1 DAC                                                                            | UKLOG 2025-1X D                                                                                                            | CUSIP: G930ZMAD6<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-O            | CORP              | IE        |      113425 | PA      | $154269.87    | 0.02%             | 2035-05-17      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                                       | CMCSA 4.95 05/15/32                                                                                                        | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       71000 | PA      | $71505.96     | 0.01%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                                    | COLTES 7.75 09/18/30 B                                                                                                     | CUSIP: P6S32JH78<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   939400000 | PA      | $206286.79    | 0.02%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                     | MSFT 3.75 02/12/45                                                                                                         | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80951.14     | 0.01%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2021-76 JI                                                                                                             | CUSIP: 38382RNJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       60164 | PA      | $10017.40     | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                              | THC 4.625 06/15/28                                                                                                         | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99230.19     | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                           | T 4.5 05/15/35                                                                                                             | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      104000 | PA      | $98481.77     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA3310                                                                                                                  | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27304 | PA      | $25314.35     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                        | IT 4.5 07/01/28 144A                                                                                                       | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      659000 | PA      | $647304.82    | 0.07%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA3313                                                                                                                  | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59925 | PA      | $53383.05     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                               | NLSN 9.5 02/15/33 144A                                                                                                     | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11008.73     | 0.00%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                                                | MUTHIN 5.75 08/04/30 REGS                                                                                                  | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $198306.46    | 0.02%             | 2030-08-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8366                                                                                                                  | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      229567 | PA      | $226998.66    | 0.02%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LTD                                                                  | IRBIN 7.11 03/11/32 REGS                                                                                                   | CUSIP: Y41784AL6<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $205054.69    | 0.02%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| P11 COMMERCIAL MORTGAGE TRUST 2025-P11                                                             | P11 2025-P11 B                                                                                                             | CUSIP: 69382VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $257178.10    | 0.03%             | 2042-08-10      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| REGATTA VI FUNDING LTD 2016-6R                                                                     | REG16 2019-2A A1R2                                                                                                         | CUSIP: 75888TAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249999.48    | 0.03%             | 2039-04-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BX6108                                                                                                                  | CUSIP: 3140NAYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      167904 | PA      | $169733.01    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8299                                                                                                                  | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29000 | PA      | $28714.76     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                                                | NCMF 2025-MFS E                                                                                                            | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $501678.40    | 0.05%             | 2033-06-10      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QZ2329                                                                                                                  | CUSIP: 31426YST4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01         | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                         | BRKHEC 3.65 04/15/29                                                                                                       | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98217.63     | 0.01%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4181                                                                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177639 | PA      | $136543.93    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2021-2 LTD                                                                           | CAVU 2021-2A AR                                                                                                            | CUSIP: 89624UAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249952.25    | 0.03%             | 2034-10-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN DG3765                                                                                                                  | CUSIP: 3140U7FF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35784 | PA      | $34440.86     | 0.00%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BX7581                                                                                                                  | CUSIP: 3140NCM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26131 | PA      | $25882.85     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XXIII LTD                                                                         | SIXST 2023-23A A1R                                                                                                         | CUSIP: 829929AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250142.35    | 0.03%             | 2038-10-17      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                   | XOM 4.114 03/01/46                                                                                                         | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      213000 | PA      | $176439.90    | 0.02%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                          | AAPL 3.85 08/04/46                                                                                                         | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      132000 | PA      | $105107.52    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FINANCE LLC                                                                         | MS V0 05/08/31 Emtn                                                                                                        | CUSIP: U6S78C5Q3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |      435000 | PA      | $510537.79    | 0.05%             | 2031-05-08      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXVII LLC                                                                    | MDPK 2019-37A BR2                                                                                                          | CUSIP: 55817EAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250427.00    | 0.03%             | 2037-04-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0785                                                                                                                  | CUSIP: 3140XF2T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154500 | PA      | $141720.38    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS3325                                                                                                                  | CUSIP: 3140XJVT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79434 | PA      | $73005.05     | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QG7165                                                                                                                  | CUSIP: 3133C76A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29952 | PA      | $29650.99     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB5055                                                                                                                  | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      201014 | PA      | $207048.79    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                      | APP 5.375 12/01/31                                                                                                         | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181784.43    | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                             | STANLN V7.625 PERP REGS                                                                                                    | CUSIP: G84228GP7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $211015.20    | 0.02%             | 2049-12-31      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA4510                                                                                                                  | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28217 | PA      | $26133.41     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA4586                                                                                                                  | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61940 | PA      | $57385.54     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                          | FMBT 2024-FBLU G                                                                                                           | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100926.88    | 0.01%             | 2029-12-15      | Floating      | 9.30%                 | Yes           |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                       | NCLH 6.75 02/01/32 144A                                                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $99509.37     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA6994                                                                                                                  | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       86102 | PA      | $70871.14     | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                     | MSFT 2.921 03/17/52                                                                                                        | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      368000 | PA      | $234108.57    | 0.02%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IX LTD                                                                                 | ELMW9 2021-2A AR                                                                                                           | CUSIP: 29003UAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499549.90    | 0.05%             | 2038-04-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                                       | WBD 3.95 03/20/28 *                                                                                                        | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      714000 | PA      | $702383.22    | 0.07%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR ZN4475                                                                                                                  | CUSIP: 3131YA6L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      248897 | PA      | $222482.51    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXXIII LTD                                                                        | BLUEM 2021-33A BR                                                                                                          | CUSIP: 09630MAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250826.90    | 0.03%             | 2038-10-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA8387                                                                                                                  | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      255496 | PA      | $241595.73    | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                          | AAPL 2.65 02/08/51                                                                                                         | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      150000 | PA      | $91205.66     | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                              | HOMES 2025-NQM2 A1                                                                                                         | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81517 | PA      | $81765.19     | 0.01%             | 2070-02-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| 1345 TRUST 2025-AOA                                                                                | 1345T 2025-AOA A                                                                                                           | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $250000.00    | 0.03%             | 2042-06-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3182                                                                                                                  | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89089 | PA      | $82219.41     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                              | NOC 4.03 10/15/47                                                                                                          | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       32000 | PA      | $25177.87     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                                                     | GDDY 3.5 03/01/29 144A                                                                                                     | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93449.74     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                           | PERU 3.55 03/10/51                                                                                                         | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      180000 | PA      | $124317.00    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA4838                                                                                                                  | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32644 | PA      | $31081.40     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING IX LLC                                                                                 | CLIF 2025-1A A                                                                                                             | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |      782354 | PA      | $783782.68    | 0.08%             | 2050-06-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ANCHOR MORTGAGE TRUST 2025-RTL1                                                                    | ANCHR 2025-RTL1 A1                                                                                                         | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $799541.76    | 0.08%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                                                    | SLAM 2021-1A A                                                                                                             | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      694400 | PA      | $659793.81    | 0.07%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC                                                                              | DNKN 2021-1A A23                                                                                                           | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      813875 | PA      | $719115.13    | 0.08%             | 2051-11-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                               | POLGB 5 10/25/35 1035                                                                                                      | CUSIP: X8T02EHY2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      642000 | PA      | $168245.91    | 0.02%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                    | CVS 6.2 09/15/55                                                                                                           | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16918.45     | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.625 02/15/53                                                                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       41000 | PA      | $32487.70     | 0.00%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                               | POLGB 5 10/25/34 1034                                                                                                      | CUSIP: X8T02EDK6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      283000 | PA      | $74798.79     | 0.01%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                       | FE 5 01/15/35                                                                                                              | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      330000 | PA      | $325610.96    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                          | JPM V5.14 01/24/31                                                                                                         | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      149000 | PA      | $151647.39    | 0.02%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                      | NRZT 2025-NQM1 M1                                                                                                          | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-O            | CORP              | US        |      501164 | PA      | $508921.22    | 0.05%             | 2065-01-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                                         | DOW 5.95 03/15/55                                                                                                          | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      302000 | PA      | $276248.01    | 0.03%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                           | EQT 5.5 07/15/28                                                                                                           | CUSIP: 26884LAV1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31329.13     | 0.00%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                                                       | WLNFP 0.875 06/30/27 EMTN                                                                                                  | CUSIP: F9867TBB8<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111888.01    | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| CROWN POINT CLO 11 LTD                                                                             | CRNPT 2021-11A A1R                                                                                                         | CUSIP: 22845JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250504.75    | 0.03%             | 2038-02-28      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CRSNT TRUST 2026-MOON                                                                              | CRSNT 2026-MOON A                                                                                                          | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99813.01     | 0.01%             | 2031-02-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CEAMER FIN IV LLC 0.0%                                                                             | CEAMER FIN IV LLC 0.0%                                                                                                     | CUSIP: 14999AFA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $250000.00    | 0.03%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2021-1                                                        | CLAST 2026-2A A                                                                                                            | CUSIP: 14855UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $399796.40    | 0.04%             | 2051-04-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 1.25 03/31/28                                                                                                            | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1046700 | PA      | $996082.24    | 0.10%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 1.875 11/15/51                                                                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      664000 | PA      | $360038.44    | 0.04%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                               | FIGRE 2025-PF1 B                                                                                                           | CUSIP: 316922AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      558871 | PA      | $562349.53    | 0.06%             | 2055-06-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                                             | CITSEC 6.2 06/18/35                                                                                                        | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      250000 | PA      | $255576.37    | 0.03%             | 2035-06-18      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| P11 COMMERCIAL MORTGAGE TRUST 2025-P11                                                             | P11 2025-P11 A                                                                                                             | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       21000 | PA      | $21329.07     | 0.00%             | 2042-08-12      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2025-130 AL                                                                                                            | CUSIP: 38381MXF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       39624 | PA      | $39175.03     | 0.00%             | 2031-10-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                               | WSTP 3.133 11/18/41                                                                                                        | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      470000 | PA      | $346329.49    | 0.04%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                              | FABSJV 5.875 01/25/34                                                                                                      | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      650000 | PA      | $659713.85    | 0.07%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 1.875 02/28/27                                                                                                           | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        4000 | PA      | $3938.66      | 0.00%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA8044                                                                                                                  | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      541975 | PA      | $494243.08    | 0.05%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                                                 | AEP 4 06/01/49                                                                                                             | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      147000 | PA      | $109496.24    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC (CBS OUTDOOR AMERICAS CAPITAL LLC)                                      | OUT 5 08/15/27 144A                                                                                                        | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99851.81     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                                   | EQH 4.95 06/09/30 144A                                                                                                     | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      400000 | PA      | $401127.72    | 0.04%             | 2030-06-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                                  | VERUS 2025-5 A3                                                                                                            | CUSIP: 92540XAC5<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-O            | CORP              | US        |      640632 | PA      | $641985.91    | 0.07%             | 2070-06-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA2963                                                                                                                  | CUSIP: 3140QAJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116580 | PA      | $114116.83    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BE2735                                                                                                                  | CUSIP: 3140FNBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5725 | PA      | $5582.37      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG J37706                                                                                                                  | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       93705 | PA      | $90834.43     | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG J37835                                                                                                                  | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127615 | PA      | $123632.42    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F022667<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5363745 | PA      | $4489075.88   | 0.47%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.75 11/15/43                                                                                                            | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1009600 | PA      | $867427.82    | 0.09%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                               | GM 5.05 04/04/28                                                                                                           | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       83000 | PA      | $83727.06     | 0.01%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR ZM1677                                                                                                                  | CUSIP: 3131XU2J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      468105 | PA      | $424059.01    | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BM5896                                                                                                                  | CUSIP: 3140JARS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57451 | PA      | $56717.79     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AASET MT-1 LTD                                                                                     | AASET 2025-2A A                                                                                                            | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      517344 | PA      | $515592.49    | 0.05%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                                             | VDCM 2025-AZ A                                                                                                             | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1000924.20   | 0.11%             | 2044-07-13      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA1021                                                                                                                  | CUSIP: 3140Q8D36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44024 | PA      | $43178.10     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BJ9172                                                                                                                  | CUSIP: 3140HBFN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88873 | PA      | $87341.58     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2025-LXP                                                                                  | DK 2025-LXP D                                                                                                              | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10000 | PA      | $10006.25     | 0.00%             | 2037-08-15      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| SODEXO INC                                                                                         | SWFP 5.8 08/15/35 144A                                                                                                     | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |      800000 | PA      | $815301.61    | 0.09%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| LYRA MUSIC ASSETS (DELAWARE) LP                                                                    | LYRA 2025-1A A2                                                                                                            | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |       92616 | PA      | $93093.56     | 0.01%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST 2025-FLWR                                                            | SCG 2025-FLWR A                                                                                                            | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       48000 | PA      | $48059.93     | 0.01%             | 2030-08-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 4.8 09/26/32                                                                                                          | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      175000 | PA      | $166401.39    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                         | COF V5.197 09/11/36                                                                                                        | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145459.70    | 0.02%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PFP 2025-12 LTD                                                                                    | PFP 2025-12 A                                                                                                              | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1501876.20   | 0.16%             | 2042-12-18      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LTD                                                                     | FIHL V7.75 06/15/55                                                                                                        | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |      325000 | PA      | $343089.50    | 0.04%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QY6327                                                                                                                  | CUSIP: 31426RA50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01         | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                       | FE 4.75 01/15/33                                                                                                           | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      276000 | PA      | $273117.43    | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                          | RCICN 4.55 03/15/52                                                                                                        | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      335000 | PA      | $264110.71    | 0.03%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INSURANCE COMPANY                                                                  | MUTOMA V6.144 01/16/64 144A                                                                                                | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |      330000 | PA      | $333410.60    | 0.04%             | 2064-01-16      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                                  | VERUS 2025-5 A2                                                                                                            | CUSIP: 92540XAB7<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-O            | CORP              | US        |      640632 | PA      | $641648.17    | 0.07%             | 2070-06-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| IMC Global                                                                                         | IMC Global Term Loan B 350 2032-05-25                                                                                      | CUSIP: 44967NAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      297750 | PA      | $299735.99    | 0.03%             | 2032-06-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                     | MS V5.831 04/19/35                                                                                                         | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      320000 | PA      | $332942.98    | 0.03%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                                      | NRZT 2025-NQM4 A1                                                                                                          | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |       84234 | PA      | $84483.72     | 0.01%             | 2065-07-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                | EXC 4.875 09/15/35                                                                                                         | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      141000 | PA      | $139678.94    | 0.01%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                                                           | LNC 6.792 05/15/55                                                                                                         | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $322999.42    | 0.03%             | 2055-05-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-NQM2 TRUST                                                                               | GCAT 2025-NQM2 A3                                                                                                          | CUSIP: 36171HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      564732 | PA      | $567104.05    | 0.06%             | 2070-04-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                                   | ANGINC 5.25 06/03/30 144A                                                                                                  | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |      350000 | PA      | $350354.32    | 0.04%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 27 LTD                                                                                    | AIMCO 2026-27A A1                                                                                                          | CUSIP: 00901HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499714.20    | 0.05%             | 2039-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| D2 MULTIFAMILY CREDIT 2026-FL1 ISSUER LTD                                                          | D2 2026-FL1 A                                                                                                              | CUSIP: 23347LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500000.00    | 0.05%             | 2043-11-19      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO XI LLC                                                                                | OR 2023-11A BR                                                                                                             | CUSIP: 69120HAL6<br>LEI: 254900HN08SUS6KFFM09 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250000.00    | 0.03%             | 2039-04-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XL LLC                                                                       | CERB 2023-1A AR                                                                                                            | CUSIP: 15675AAL3<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $450000.00    | 0.05%             | 2035-03-22      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                                          | IQV 6.25 06/01/32 144A                                                                                                     | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      700000 | PA      | $712877.20    | 0.07%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 50 LLC                                                                       | CERB 2025-1A A                                                                                                             | CUSIP: 15673UAA5<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $799877.60    | 0.08%             | 2037-07-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0754                                                                                                                  | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25782 | PA      | $23679.52     | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SB0539                                                                                                                  | CUSIP: 3132CWS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61409 | PA      | $56407.35     | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2015-3 LTD                                                                                | VOYA 2015-3A A3R4                                                                                                          | CUSIP: 92913UBN5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249852.90    | 0.03%             | 2031-10-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 6.1 09/26/65                                                                                                          | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      228000 | PA      | $188355.72    | 0.02%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                          | AAPL 2.55 08/20/60                                                                                                         | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       77000 | PA      | $41342.70     | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                         | UKRAIN 0 02/01/35 144A                                                                                                     | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        2000 | PA      | $1017.60      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                                | SIRI 5 08/01/27 144A                                                                                                       | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       84000 | PA      | $83758.32     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V5.045 02/06/37                                                                                                        | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17721.50     | 0.00%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.75 05/15/55                                                                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       26000 | PA      | $24997.58     | 0.00%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3 02/15/48                                                                                                               | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      593000 | PA      | $432565.70    | 0.05%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                                                             | ANZ V5.816 06/18/36 144A                                                                                                   | CUSIP: 052528AV8<br>LEI: 9845005D9C6BAA10BK72 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $460215.98    | 0.05%             | 2036-06-18      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                       | INDOGB 5.875 03/15/31 109                                                                                                  | CUSIP: Y6S86ZP94<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2381000000 | PA      | $132327.07    | 0.01%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST 2025-4                                                            | PFMT 2025-4 A4                                                                                                             | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      193792 | PA      | $193882.34    | 0.02%             | 2055-09-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DYAL CAP IV A 5.94%                                                                                | DYAL CAP IV A 5.94%                                                                                                        | CUSIP: 26199AGL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      338000 | PA      | $316076.43    | 0.03%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD8059                                                                                                                  | CUSIP: 3132DV5U5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |       64828 | PA      | $62997.56     | 0.01%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                           | ARGENT 4.125 07/09/35                                                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       13000 | PA      | $9685.00      | 0.00%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SL0305                                                                                                                  | CUSIP: 31427MKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34022 | PA      | $34858.41     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2025-ATRM                                                             | AHPT 2025-ATRM F                                                                                                           | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       53000 | PA      | $52480.28     | 0.01%             | 2030-08-15      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                         | MAR 5.1 05/01/38                                                                                                           | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       39000 | PA      | $37403.75     | 0.00%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                                            | BHI 5 06/15/36                                                                                                             | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $44285.81     | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 0.625 11/30/27                                                                                                           | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       12000 | PA      | $11404.69     | 0.00%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB1309                                                                                                                  | CUSIP: 3140QLN36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      428668 | PA      | $344446.10    | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                           | TIBX 6.625 08/15/33 144A                                                                                                   | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89566.28     | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6884                                                                                                                  | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52304 | PA      | $54337.97     | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB0622                                                                                                                  | CUSIP: 3140QKVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51726 | PA      | $46795.70     | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                                        | RIOLN 5 03/09/33                                                                                                           | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       71000 | PA      | $72045.79     | 0.01%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                                                     | LBMLT 2006-6 2A3                                                                                                           | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      685213 | PA      | $275339.63    | 0.03%             | 2036-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B21 MORTGAGE TRUST                                                                  | BMARK 2020-B21 A5                                                                                                          | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       16000 | PA      | $14179.27     | 0.00%             | 2053-12-17      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING TL                                                                                  | MIDCAP FUNDING TL                                                                                                          | CUSIP: 59568AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $244945.00    | 0.03%             | 2027-04-23      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                      | F 5.918 03/20/28                                                                                                           | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202741.50    | 0.02%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                                    | PAA 5.6 01/15/36                                                                                                           | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      375000 | PA      | $375637.53    | 0.04%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 52 LLC                                                                       | CERB 2025-3A A                                                                                                             | CUSIP: 15675MAA1<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $398801.20    | 0.04%             | 2037-10-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY4170                                                                                                                  | CUSIP: 3140NLT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32875 | PA      | $32549.85     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FA4433                                                                                                                  | CUSIP: 3140W44T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112570 | PA      | $108344.75    | 0.01%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 TRUST                                                                                  | MAPSL 2021-1A A                                                                                                            | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      760185 | PA      | $738134.75    | 0.08%             | 2046-06-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4548                                                                                                                  | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13108530 | PA      | $11044738.28  | 1.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FA2772                                                                                                                  | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1231559 | PA      | $1007425.80   | 0.11%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                              | MINAU 7 04/01/31 144A                                                                                                      | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $103796.79    | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                                                      | ARESDL 2025-2A B                                                                                                           | CUSIP: 039960AE9<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $748268.48    | 0.08%             | 2037-10-16      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 6.1 09/26/65                                                                                                          | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       75000 | PA      | $61959.12     | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                         | FDX 4.1 02/01/45 .                                                                                                         | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19701.37     | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                                                      | LNCR 2025-CRE9 B                                                                                                           | CUSIP: 538912AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $149819.54    | 0.02%             | 2042-08-18      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ELDRIDGE CLO 2025-1 LTD                                                                            | ELD 2025-1A B                                                                                                              | CUSIP: 284913AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $401507.04    | 0.04%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                                         | BSPRT 2025-FL12 B                                                                                                          | CUSIP: 05619BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $150117.45    | 0.02%             | 2043-01-17      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                                                      | LNCR 2025-CRE9 AS                                                                                                          | CUSIP: 538912AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $349719.20    | 0.04%             | 2042-08-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                             | FR SD0520                                                                                                                  | CUSIP: 3132DMSH9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |      156325 | PA      | $148618.60    | 0.02%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8233                                                                                                                  | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18309 | PA      | $18053.92     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                  | ES 4.6 07/01/27                                                                                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100103.27    | 0.01%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.5 01/31/28                                                                                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      333000 | PA      | $330827.69    | 0.03%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA)                                                 | CA UNVHGR 4.86 05/15/2112                                                                                                  | CUSIP: 91412GHA6<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |       25000 | PA      | $20455.67     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                                                           | SRILAN 3.6 06/15/35 REGS                                                                                                   | CUSIP: Y1237TAE2<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       12000 | PA      | $9238.09      | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                                                         | AESOP 2025-2A B                                                                                                            | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $608086.68    | 0.06%             | 2031-08-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                                          | OKE 5.4 10/15/35                                                                                                           | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       76000 | PA      | $75933.89     | 0.01%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6916                                                                                                                  | CUSIP: 3140QSVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33634 | PA      | $33985.30     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS1267                                                                                                                  | CUSIP: 3140XGMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45413 | PA      | $43132.05     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SI2075                                                                                                                  | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43932 | PA      | $35567.09     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER LLC                                                                    | SIDC 2025-1A A2                                                                                                            | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1259968.06   | 0.13%             | 2050-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                                                                | RGA 6.722 05/15/55                                                                                                         | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $410260.01    | 0.04%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TN)                                                                    | TVA 4.25 09/15/65                                                                                                          | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     3950000 | PA      | $3203550.25   | 0.34%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                     | BNP V2.871 04/19/32 144A                                                                                                   | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      330000 | PA      | $299904.45    | 0.03%             | 2032-04-19      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                                            | HCA 5.45 04/01/31                                                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      171000 | PA      | $175562.92    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                | AMT 5.35 03/15/35                                                                                                          | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      173000 | PA      | $174113.93    | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICO LIFE INC                                                                                   | AMERIC 3.45 04/15/31 144A                                                                                                  | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |      370000 | PA      | $328997.96    | 0.03%             | 2031-04-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| QTS FAYETTEVILLE I DC1-2 LLC / QTS TRS FAYETTEVILLE I DCI-2 LLC                                    | QTSQST 5.7 04/15/36 144A                                                                                                   | CUSIP: 74751AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $291779.67    | 0.03%             | 2036-04-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-3 LLC                                                                                    | PRPM 2025-3 A1                                                                                                             | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      631556 | PA      | $629548.35    | 0.07%             | 2030-05-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PFP 2025-12 LTD                                                                                    | PFP 2025-12 AS                                                                                                             | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001864.60   | 0.11%             | 2042-12-18      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                                                                 | BK V5.95 PERP                                                                                                              | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      880000 | PA      | $891777.04    | 0.09%             | 2049-12-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QTS THUNDER 5.42%                                                                                  | QTS THUNDER 5.42%                                                                                                          | CUSIP: 74699AEH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1625000.00   | 0.17%             | 2032-08-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 16(M)-R2 LP                                                             | GOCAP 2013-16A BR3                                                                                                         | CUSIP: 38181EAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1596904.32   | 0.17%             | 2039-08-09      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| DK TRUST 2025-LXP                                                                                  | DK 2025-LXP A                                                                                                              | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       44000 | PA      | $44040.98     | 0.00%             | 2037-08-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                           | ARGENT 3.5 07/09/41                                                                                                        | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       21000 | PA      | $14469.00     | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA7073                                                                                                                  | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9255 | PA      | $8761.74      | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                         | UKRAIN 0 02/01/36 REGS                                                                                                     | CUSIP: X5S0055Y3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       22100 | PA      | $11248.68     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                                      | EGYGB 24.458 10/01/27 3Y                                                                                                   | CUSIP: M5R1CXAD0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2060000 | PA      | $38160.99     | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                              | WFC V4.897 07/25/33 MTN                                                                                                    | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      174000 | PA      | $173647.16    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                   | TMUS 5.8 09/15/62                                                                                                          | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      201000 | PA      | $191518.16    | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC                                                      | POWSOL 6.75 09/15/32 144A                                                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      117000 | PA      | $119683.98    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SECUCOR FINANCE 2025-1 DAC                                                                         | SECUC 2025-1 D                                                                                                             | CUSIP: G79660AE9<br>LEI: 635400OWPQYJEOHYG243 | Long             | ABS-O            | CORP              | IE        |      100000 | PA      | $117232.74    | 0.01%             | 2036-09-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                           | EDF 6.125 04/22/56 144A                                                                                                    | CUSIP: 285039AQ6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $193692.41    | 0.02%             | 2056-04-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                                   | KMI 5.8 03/15/35                                                                                                           | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      320000 | PA      | $331675.53    | 0.03%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB1310                                                                                                                  | CUSIP: 3140QLN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      472865 | PA      | $380986.66    | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8307                                                                                                                  | CUSIP: 3132DWGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      184293 | PA      | $182478.39    | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3210                                                                                                                  | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89577 | PA      | $82537.07     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                    | GEN 7.125 09/30/30 144A                                                                                                    | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101414.40    | 0.01%             | 2030-09-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                    | BLTN 0 07/01/26 LTN                                                                                                        | CUSIP: P8T60NLM1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      349000 | PA      | $68959.31     | 0.01%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPITAL COMPANY LLC                                                              | MWXCAP 4.625 04/01/29 144A                                                                                                 | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $328025.48    | 0.03%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                             | STANLN V4.644 04/01/31 144A                                                                                                | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      214000 | PA      | $212491.04    | 0.02%             | 2031-04-01      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                                           | EQT 4.75 01/15/31                                                                                                          | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1781000 | PA      | $1772560.91   | 0.19%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                                  | DELL 4.5 02/15/31                                                                                                          | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       57000 | PA      | $56429.09     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 4.45 09/26/30                                                                                                         | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96451.04     | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE LIFE HOLDINGS INC                                                                       | CRBG 8.125 03/15/46                                                                                                        | CUSIP: 00138GAC3<br>LEI: 5493001FBIY3WQ6U5014 | Long             | DBT              | CORP              | US        |      270000 | PA      | $318253.90    | 0.03%             | 2046-03-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                         | COF 3.8 01/31/28                                                                                                           | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      206000 | PA      | $203698.32    | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB5462                                                                                                                  | CUSIP: 3140QRB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118211 | PA      | $120019.16    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                                                                | NATMUT 4.35 04/30/50 144A                                                                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |      650000 | PA      | $496564.51    | 0.05%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| STORE MASTER FUNDING I LLC                                                                         | STR 2025-1A A5                                                                                                             | CUSIP: 86212FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      598250 | PA      | $579251.46    | 0.06%             | 2055-10-20      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BCP VOYAGER MASTER FUND 2009                                                                       | VOOML 2009-1 SAA7                                                                                                          | CUSIP: 92911BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157622 | PA      | $33309.55     | 0.00%             | 2038-02-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BM1922                                                                                                                  | CUSIP: 3140J6D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69476 | PA      | $68449.26     | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRM8 COMMERCIAL MORTGAGE TRUST 2026-PRM8                                                           | PRM8 2026-PRM8 E                                                                                                           | CUSIP: 74290LAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $98763.85     | 0.01%             | 2041-05-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 63 LTD                                                                                     | KKR 2026-63A A1                                                                                                            | CUSIP: 48257PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499804.95    | 0.05%             | 2039-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROJECT ONYX II                                                                                    | PROJECT ONYX II                                                                                                            | CUSIP: 6N999D025<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885834 | PA      | $885834.24    | 0.09%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATLAS SP AIRCRAFT LOAN                                                                             | ATLAS SP AIRCRAFT LOAN                                                                                                     | CUSIP: 779997ZE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.11%             | 2030-12-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK                                                                             | WMHE 2007-HE2 2A3                                                                                                          | CUSIP: 92926SAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8599357 | PA      | $3054586.94   | 0.32%             | 2037-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                 | ACAFP V5.222 05/27/31 144a                                                                                                 | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $809782.10    | 0.09%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 4.75 02/15/44                                                                                                          | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      281000 | PA      | $234796.79    | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-10                                                                   | AOMT 2024-10 A1                                                                                                            | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-O            | CORP              | US        |       35483 | PA      | $35565.47     | 0.00%             | 2069-10-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RC2467                                                                                                                  | CUSIP: 3133L8W43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      167408 | PA      | $153804.92    | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM6149                                                                                                                  | CUSIP: 3140X9ZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38821 | PA      | $35705.75     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BK9818                                                                                                                  | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12761 | PA      | $12786.98     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA7419                                                                                                                  | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      282520 | PA      | $251833.19    | 0.03%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0208                                                                                                                  | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      247485 | PA      | $212538.40    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2633                                                                                                                  | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111078 | PA      | $95548.55     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2021-1                                                               | SGR 2021-1 A1                                                                                                              | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      223423 | PA      | $187922.97    | 0.02%             | 2061-07-25      | Variable      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB1426                                                                                                                  | CUSIP: 3140QLSQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30888 | PA      | $29474.94     | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 42 LTD                                                                                     | AGL 2025-42A B                                                                                                             | CUSIP: 00791YAE8<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |     2800000 | PA      | $2813207.88   | 0.30%             | 2038-07-22      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-NQM2 TRUST                                                                               | GCAT 2025-NQM2 A1                                                                                                          | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1129456 | PA      | $1135862.73   | 0.12%             | 2070-04-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                     | JPMCC 2024-IGLG A                                                                                                          | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      510000 | PA      | $511550.66    | 0.05%             | 2041-11-05      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                                       | COMM 2024-CBM A2                                                                                                           | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $110094.26    | 0.01%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                 | EXE 5.375 03/15/30                                                                                                         | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      219000 | PA      | $221263.12    | 0.02%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4465                                                                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1720494 | PA      | $1384056.19   | 0.15%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 42 LTD                                                                                     | AGL 2025-42A C                                                                                                             | CUSIP: 00791YAG3<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $350463.75    | 0.04%             | 2038-07-22      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 16(M)-R3 LTD                                                            | GOCAP 2013-16A A1R3                                                                                                        | CUSIP: 38181EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1500156.00   | 0.16%             | 2039-08-09      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                                         | BSPRT 2025-FL12 AS                                                                                                         | CUSIP: 05619BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $150115.28    | 0.02%             | 2043-01-17      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                                                      | ARESDL 2025-2A A1                                                                                                          | CUSIP: 039960AA7<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $399857.68    | 0.04%             | 2037-10-16      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                                | PSX V6.2 03/15/56 B                                                                                                        | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50164.35     | 0.01%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA COMPANY (THE)                                                                            | KO 1.375 03/15/31                                                                                                          | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      897000 | PA      | $784837.90    | 0.08%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                                                       | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     1966815 | NS      | $1966814.63   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                                       | AVGO 3.469 04/15/34                                                                                                        | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      102000 | PA      | $92053.81     | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-ORL                                                                                  | FS 2026-ORL A                                                                                                              | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $499843.75    | 0.05%             | 2041-02-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-6                                                                      | SEMT 2025-6 A11                                                                                                            | CUSIP: 81749YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400929 | PA      | $401192.45    | 0.04%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 50 LLC                                                                       | CERB 2025-1A B                                                                                                             | CUSIP: 15673UAC1<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $800161.52    | 0.08%             | 2037-07-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                                           | HACLN 2025-2 B2                                                                                                            | CUSIP: 44644NAP4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |      192779 | PA      | $193290.44    | 0.02%             | 2033-09-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 5.875 09/26/45                                                                                                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      116000 | PA      | $99908.94     | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM18 TRUST                                                                               | OBX 2024-NQM18 A3                                                                                                          | CUSIP: 673913AC3<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-O            | CORP              | US        |      491255 | PA      | $492906.95    | 0.05%             | 2064-10-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                                                                    | ASCOTG V6.349 06/15/35 144A                                                                                                | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |      320000 | PA      | $326268.20    | 0.03%             | 2035-06-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                     | MS V2.484 09/16/36                                                                                                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       47000 | PA      | $40686.22     | 0.00%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                           | T 3.8 12/01/57                                                                                                             | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       97000 | PA      | $64657.34     | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 2.375 03/31/29                                                                                                           | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      697500 | PA      | $668128.71    | 0.07%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3 08/15/52                                                                                                               | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       26000 | PA      | $18245.70     | 0.00%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                                                  | HPSPR 2025-3A B                                                                                                            | CUSIP: 40445YAC8<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |     3250000 | PA      | $3244596.23   | 0.34%             | 2037-07-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                                               | JXN 4.7 06/05/28 144A                                                                                                      | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      748000 | PA      | $747118.59    | 0.08%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS3221                                                                                                                  | CUSIP: 3140XJSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52061 | PA      | $47098.29     | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB0428                                                                                                                  | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      336713 | PA      | $309372.04    | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BQ6334                                                                                                                  | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32362 | PA      | $26156.31     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                      | LFT 2025-1A A                                                                                                              | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      145000 | PA      | $145651.66    | 0.02%             | 2034-09-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4 02/29/28                                                                                                               | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       14000 | PA      | $14027.89     | 0.00%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4 07/31/30                                                                                                               | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      175000 | PA      | $175013.67    | 0.02%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA6818                                                                                                                  | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      593338 | PA      | $488382.55    | 0.05%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                                                       | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      101536 | NS      | $101535.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP 2025-12 LTD                                                                                    | PFP 2025-12 B                                                                                                              | CUSIP: 69382JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      200000 | PA      | $199870.58    | 0.02%             | 2042-12-18      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                                                      | NRZT 2025-NQM3 A3                                                                                                          | CUSIP: 64832CAE3<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-O            | CORP              | US        |      609356 | PA      | $612414.40    | 0.06%             | 2065-05-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                               | TRGP 5.65 02/15/36                                                                                                         | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      350000 | PA      | $355559.98    | 0.04%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                                     | GLPI 5.25 02/15/33                                                                                                         | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      210000 | PA      | $206536.07    | 0.02%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                           | SVC 4.375 02/15/30                                                                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      109000 | PA      | $98117.08     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA6840                                                                                                                  | CUSIP: 3140QES60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27433 | PA      | $25232.23     | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 3 LTD                                                                                     | MUZ88 2023-3A A1R                                                                                                          | CUSIP: 653949AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249876.90    | 0.03%             | 2038-10-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                                     | EFMT 2026-NQM1 A1LC                                                                                                        | CUSIP: 26846GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      165000 | PA      | $164105.39    | 0.02%             | 2071-02-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                             | COP 3.8 03/15/52                                                                                                           | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       65000 | PA      | $47513.33     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM7973                                                                                                                  | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70095 | PA      | $66388.53     | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                                                | AEP V5.8 03/15/56 C                                                                                                        | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129270.48    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                                                | AEP V6.05 03/15/56 D                                                                                                       | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129586.38    | 0.01%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC                                                                 | CMDC 2026-1A A23                                                                                                           | CUSIP: 20469BAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       66000 | PA      | $65411.81     | 0.01%             | 2056-02-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| GS FINANCE CORP                                                                                    | GS V0 02/17/31 DmtN                                                                                                        | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |      227000 | PA      | $227000.00    | 0.02%             | 2031-02-17      | Floating      |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD7084                                                                                                                  | CUSIP: 3132DU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62348 | PA      | $64107.05     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                                        | UPXHI 2025-1 A                                                                                                             | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      131277 | PA      | $130916.86    | 0.01%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QF6931                                                                                                                  | CUSIP: 3133BUVY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      374550 | PA      | $370860.83    | 0.04%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                                      | WBD 3.755 03/15/27 *                                                                                                       | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2066000 | PA      | $2048578.46   | 0.22%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MTP ABS FNDG. LLC 5.198%                                                                           | MTP ABS FNDG. LLC 5.198%                                                                                                   | CUSIP: 55378HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      128000 | PA      | $128254.91    | 0.01%             | 2056-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3448                                                                                                                  | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10091 | PA      | $10133.83     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2024-ATRM                                                             | AHPT 2024-ATRM A                                                                                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $151528.83    | 0.02%             | 2029-11-10      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                                    | CAMLNG 3.402 01/15/38 144A                                                                                                 | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      347000 | PA      | $302704.29    | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| BASSWOOD PARK CLO LTD                                                                              | BARK 2021-1A AR                                                                                                            | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500139.20    | 0.05%             | 2034-04-20      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                                           | EQT 7.5 06/01/30                                                                                                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1157000 | PA      | $1256600.60   | 0.13%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| I/O DBGS 2019-1735 MO VAR                                                                          | I/O DBGS 2019-1735 MO VAR                                                                                                  | CUSIP: 23307EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13945000 | PA      | $100530.90    | 0.01%             | 2037-04-10      | Floating      | 0.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BM4351                                                                                                                  | CUSIP: 3140J8ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36547 | PA      | $35844.47     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                   | FE 3.4 03/01/50 C                                                                                                          | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       79000 | PA      | $52761.72     | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4119                                                                                                                  | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106545 | PA      | $86106.04     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                  | CMPDC 2025-1A A1                                                                                                           | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1003339.10   | 0.11%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO 2025R-1 LTD                                                                        | SNDPT 2025-1RA C                                                                                                           | CUSIP: 83617EAJ9<br>LEI: 25490031SR8APTVC6E71 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003536.80   | 0.11%             | 2038-02-20      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR ZS4751                                                                                                                  | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54127 | PA      | $50067.87     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                                                       | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |         481 | NS      | $481.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA GAS TRANSMISSION COMPANY LLC                                                               | CITCOR 5.75 07/15/35 144A                                                                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206209.94    | 0.02%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM10 TRUST                                                                               | OBX 2025-NQM10 A3                                                                                                          | CUSIP: 67121LAC0<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-O            | CORP              | US        |      610950 | PA      | $612040.16    | 0.06%             | 2065-05-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES6                                                                      | RCKT 2025-CES6 A1A                                                                                                         | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-O            | CORP              | US        |     1253757 | PA      | $1259023.57   | 0.13%             | 2055-06-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                                           | EQT 4.5 01/15/29                                                                                                           | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      349000 | PA      | $346464.69    | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                                    | NGPLCO 3.25 07/15/31 144A                                                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      246000 | PA      | $225686.25    | 0.02%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                                           | EQT 3.125 05/15/26 144A                                                                                                    | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      268000 | PA      | $267790.16    | 0.03%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-2                                                                    | AOMT 2021-2 A1                                                                                                             | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      166662 | PA      | $144561.00    | 0.02%             | 2066-04-25      | Variable      | 0.98%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                      | GS V1.542 09/10/27                                                                                                         | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16825.14     | 0.00%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB1425                                                                                                                  | CUSIP: 3140QLSP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32718 | PA      | $31269.49     | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                                             | OTEXCN 4.125 12/01/31 144A                                                                                                 | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $85387.42     | 0.01%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RQ0118                                                                                                                  | CUSIP: 3142J6DY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5610000 | PA      | $5529942.83   | 0.58%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC                                                                        | ANGINC 5 06/15/27                                                                                                          | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      495000 | PA      | $493520.42    | 0.05%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 6.7 02/04/56                                                                                                          | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      163000 | PA      | $150221.19    | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROPERTY OWNER I LLC                                                                   | RDMICH 7.5 03/30/45 144A                                                                                                   | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      476000 | PA      | $475904.35    | 0.05%             | 2045-03-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                                            | BHI 5.85 06/15/56                                                                                                          | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $44418.15     | 0.00%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                       | SPLLLC 5.9 09/15/37                                                                                                        | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      229385 | PA      | $238847.06    | 0.03%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4570                                                                                                                  | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      560123 | PA      | $483819.75    | 0.05%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7550                                                                                                                  | CUSIP: 3132DVL78<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |       36838 | PA      | $32855.38     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAGARD-HALSEYPOINT CLO 8 LTD                                                                       | HLSY 2024-8A A1                                                                                                            | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250503.48    | 0.03%             | 2038-01-30      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                               | BA 7.008 05/01/64                                                                                                          | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      158000 | PA      | $176482.98    | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0211                                                                                                                  | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202059 | PA      | $164563.51    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0599                                                                                                                  | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29289 | PA      | $23997.39     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 38 LTD                                                                                | AGL 2025-38A A1                                                                                                            | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250380.00    | 0.03%             | 2038-01-20      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CANYON CLO 2019-2 LTD                                                                              | CANYC 2019-2A AR2                                                                                                          | CUSIP: 13887WAS9<br>LEI: 254900X4427F031Y2Z93 | Long             | ABS-CBDO         | NUSS              | KY        |      250000 | PA      | $249885.38    | 0.03%             | 2034-10-15      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                                                 | BX 2025-VLT6 A                                                                                                             | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      512000 | PA      | $509760.00    | 0.05%             | 2042-03-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 6.15 03/01/55                                                                                                          | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      256000 | PA      | $248541.68    | 0.03%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                       | ENBCN 3.7 07/15/27                                                                                                         | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       41000 | PA      | $40670.09     | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0212                                                                                                                  | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      191313 | PA      | $155923.59    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS3742                                                                                                                  | CUSIP: 3140XKEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      447587 | PA      | $387991.45    | 0.04%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6094                                                                                                                  | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117259 | PA      | $121348.37    | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                | D V7 06/01/54 B                                                                                                            | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       80000 | PA      | $85303.12     | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                         | ROMANI 5.25 05/30/32 REGS                                                                                                  | CUSIP: X7360WCY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       15000 | PA      | $17617.05     | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                                          | VNOM 5.7 08/01/35                                                                                                          | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      111000 | PA      | $112684.80    | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-6                                                                  | VERUS 2025-6 A1                                                                                                            | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-O            | CORP              | US        |      232350 | PA      | $233766.41    | 0.02%             | 2070-07-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| COLT 2025-7 MORTGAGE LOAN TRUST                                                                    | COLT 2025-7 A1                                                                                                             | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-O            | CORP              | US        |       97332 | PA      | $97786.77     | 0.01%             | 2070-06-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RJ1231                                                                                                                  | CUSIP: 3142GRLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27002 | PA      | $27624.29     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                     | MS V5.042 07/19/30                                                                                                         | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       47000 | PA      | $47533.93     | 0.00%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                            | HCA 5.45 09/15/34                                                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65796.53     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6329                                                                                                                  | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180038 | PA      | $186316.88    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6321                                                                                                                  | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      231651 | PA      | $235192.28    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                                | UAL 5.8 01/15/36                                                                                                           | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |      309614 | PA      | $320899.24    | 0.03%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                             | VENLNG 9.5 02/01/29 144A                                                                                                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      510000 | PA      | $556597.17    | 0.06%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2025-FL1 LLC                                             | ARCREN 2025-FL1 A                                                                                                          | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $179754.91    | 0.02%             | 2042-08-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2025-ATRM                                                             | AHPT 2025-ATRM A                                                                                                           | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       49000 | PA      | $49075.85     | 0.01%             | 2030-08-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB5450                                                                                                                  | CUSIP: 3140QRBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      257527 | PA      | $255453.95    | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RC2480                                                                                                                  | CUSIP: 3133L8XH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      196979 | PA      | $180685.32    | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA5071                                                                                                                  | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171300 | PA      | $169542.28    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS2040                                                                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      266652 | PA      | $215143.08    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PCI Gaming                                                                                         | PCI Gaming Term Loan B 300 2026-04-22                                                                                      | CUSIP: 70455DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      124116 | PA      | $124536.58    | 0.01%             | 2026-05-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RQ0111                                                                                                                  | CUSIP: 3142J6DR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8715849 | PA      | $8763649.21   | 0.92%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA8149                                                                                                                  | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      202822 | PA      | $184928.10    | 0.02%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA8147                                                                                                                  | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      248333 | PA      | $213110.06    | 0.02%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7556                                                                                                                  | CUSIP: 3132DVMD4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      220580 | PA      | $195574.74    | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA8266                                                                                                                  | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       46466 | PA      | $42272.60     | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS2409                                                                                                                  | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59729 | PA      | $59894.76     | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD1300                                                                                                                  | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      103339 | PA      | $103500.36    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC                                           | FTAI 7.875 12/01/30 144A                                                                                                   | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104997.60    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS1552                                                                                                                  | CUSIP: 3140XGWN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2199531 | PA      | $1854856.25   | 0.19%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD2163                                                                                                                  | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       97076 | PA      | $99705.87     | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                                   | MBONO 8.5 03/01/29 M                                                                                                       | CUSIP: P4R07X3Z7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2230800 | PA      | $128678.66    | 0.01%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                                   | TURKGB 26.2 10/05/33 10Y                                                                                                   | CUSIP: M8T85T8U9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      760000 | PA      | $13933.64     | 0.00%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                                                | AOA 2025-1301 E                                                                                                            | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       13000 | PA      | $13188.55     | 0.00%             | 2030-08-11      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| MFA 2025-NQM3 TRUST                                                                                | MFRA 2025-NQM3 A1                                                                                                          | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-O            | CORP              | US        |      219237 | PA      | $219592.39    | 0.02%             | 2070-08-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB8154                                                                                                                  | CUSIP: 3140QUBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      185266 | PA      | $189533.85    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                           | BFLD 2025-660F A                                                                                                           | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100062.50    | 0.01%             | 2042-11-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QF0409                                                                                                                  | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10011 | PA      | $9986.99      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                                      | SMYREA 8.875 11/15/31 144A                                                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104706.20    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                                  | GEL 6.75 03/15/34                                                                                                          | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      112000 | PA      | $112808.53    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                                                 | LEXT 2026-450 E                                                                                                            | CUSIP: 501970AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      650000 | PA      | $644909.53    | 0.07%             | 2028-03-15      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| GS FINANCE CORP                                                                                    | GS V0 02/17/31 Dmtn                                                                                                        | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |      470000 | PA      | $470000.00    | 0.05%             | 2031-02-17      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| GCAT 2026-NQM1 TRUST                                                                               | GCAT 2026-NQM1 A1A                                                                                                         | CUSIP: 36274BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      228476 | PA      | $226905.21    | 0.02%             | 2070-12-25      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS2473                                                                                                                  | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87196 | PA      | $86986.41     | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QE4965                                                                                                                  | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6417 | PA      | $6418.71      | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.375 08/31/28                                                                                                           | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1223100 | PA      | $1235808.77   | 0.13%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                         | HGB 7 10/24/35 35/A                                                                                                        | CUSIP: X51627P88<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     3180000 | PA      | $11010.78     | 0.00%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 5.2 09/26/35                                                                                                          | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      138000 | PA      | $128585.13    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 83(M)                                                                   | GOCAP 2025-83A B                                                                                                           | CUSIP: 38182EAE9<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $398989.20    | 0.04%             | 2038-11-09      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC                                                                   | MSAC 2007-HE2 A2B                                                                                                          | CUSIP: 61753EAB6<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |     1731291 | PA      | $788940.94    | 0.08%             | 2037-01-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                                    | PAA 4.7 06/15/44                                                                                                           | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84790.39     | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                        | CQP 5.95 06/30/33                                                                                                          | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      320000 | PA      | $335840.41    | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                                         | Air Canada Term Loan B 175 2031-03-01                                                                                      | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | US        |       99746 | PA      | $99496.83     | 0.01%             | 2031-03-14      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                         | UKRAIN 4.5 02/01/36 144A                                                                                                   | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        2000 | PA      | $1184.57      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 5.9 10/01/54                                                                                                           | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      205000 | PA      | $192132.24    | 0.02%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                                                | AOA 2025-1301 F                                                                                                            | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      113000 | PA      | $115406.21    | 0.01%             | 2030-08-11      | Variable      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                                                                           | MSCI 5.25 09/01/35                                                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      103000 | PA      | $101371.92    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA2469                                                                                                                  | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18391 | PA      | $17509.04     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                           | EQT 5 01/15/29                                                                                                             | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      674000 | PA      | $678664.98    | 0.07%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7548                                                                                                                  | CUSIP: 3132DVL52<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      723675 | PA      | $618219.99    | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0598                                                                                                                  | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28179 | PA      | $23276.68     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM3 TRUST                                                                               | CSMC 2022-NQM3 A1B                                                                                                         | CUSIP: 12661NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      111000 | PA      | $110009.27    | 0.01%             | 2067-03-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-A                                                                   | NSLT 2025-AA A1B                                                                                                           | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       84904 | PA      | $84253.94     | 0.01%             | 2057-03-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7541                                                                                                                  | CUSIP: 3132DVLW3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |       97653 | PA      | $80009.89     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ISHARES TRUST                                                                                      | ISHARES TRUST US TREASURY BD ETF USD DIS                                                                                   | CUSIP: 46429B267<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    10483782 | NS      | $239239905.24 | 25.15%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA4511                                                                                                                  | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       77548 | PA      | $73875.44     | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BXP TRUST 2017-GM                                                                                  | BXP 2017-GM D                                                                                                              | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      370000 | PA      | $361570.96    | 0.04%             | 2039-06-13      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7544                                                                                                                  | CUSIP: 3132DVLZ6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |       49897 | PA      | $44540.83     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                                                | XEL 3.7 08/15/47                                                                                                           | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $843128.87    | 0.09%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                                                        | ANZ V2.57 11/25/35 144A                                                                                                    | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      380000 | PA      | $340995.14    | 0.04%             | 2035-11-25      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK CLO 2019-1 LTD                                                                           | BALLY 2019-2A A1R3                                                                                                         | CUSIP: 05875MBD3<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250471.93    | 0.03%             | 2038-10-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN DE9758                                                                                                                  | CUSIP: 3140BNZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48832 | PA      | $50015.65     | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR SL2861                                                                                                                  | CUSIP: 31427QFB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      238073 | PA      | $244097.49    | 0.03%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOS TST. 2026-LYRK VAR                                                                             | BOS TST. 2026-LYRK VAR                                                                                                     | CUSIP: 05595BAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $249091.73    | 0.03%             | 2031-05-11      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41 LTD                                                                 | OCT41 2019-2A A1R2                                                                                                         | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250066.40    | 0.03%             | 2033-10-15      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Obsidian Issuer 2025-1 LLC                                                                         | OBSI 2025-1A A                                                                                                             | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $891000.00    | 0.09%             | 2055-05-15      | Fixed         | 6.75%                 | Yes           |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                      | GS V6.484 10/24/29                                                                                                         | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      466000 | PA      | $486509.04    | 0.05%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS2458                                                                                                                  | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74137 | PA      | $74358.49     | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM5820                                                                                                                  | CUSIP: 3140X9PE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22210 | PA      | $21021.06     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                       | PEMEX 6.7 02/16/32                                                                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       10000 | PA      | $10032.60     | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                                                 | TRTN 3.15 06/15/31 144A                                                                                                    | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |      380000 | PA      | $343610.73    | 0.04%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| BRACCAN MORTGAGE FUNDING 2024-1 PLC                                                                | BRACN 2024-1 X                                                                                                             | CUSIP: G12855AB1<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-O            | CORP              | GB        |       64335 | PA      | $87968.74     | 0.01%             | 2067-01-15      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST                                                                    | CWHL 2006-17 A6                                                                                                            | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5091 | PA      | $2208.22      | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4761                                                                                                                  | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28891 | PA      | $28648.03     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6757                                                                                                                  | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      208789 | PA      | $216070.17    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.25 03/15/27                                                                                                            | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      392700 | PA      | $394379.33    | 0.04%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.25 06/30/31                                                                                                            | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1278500 | PA      | $1290336.11   | 0.14%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRANE HLDNGS CO TL                                                                                 | CRANE HLDNGS CO TL                                                                                                         | CUSIP: LX2756943<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $1179518.35   | 0.12%             | 2032-12-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                           | T 5.85 04/30/46                                                                                                            | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      175000 | PA      | $168838.95    | 0.02%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2025-1 LLC                                                                  | SE 2025-1A A                                                                                                               | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      351086 | PA      | $348844.31    | 0.04%             | 2037-01-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DYAL CAP IV B 5.94%                                                                                | DYAL CAP IV B 5.94%                                                                                                        | CUSIP: 26199AGM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      312000 | PA      | $292400.37    | 0.03%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD1465                                                                                                                  | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      249310 | PA      | $248750.26    | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QF0895                                                                                                                  | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28161 | PA      | $28115.56     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                         | MAR 5.1 05/01/38                                                                                                           | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      150000 | PA      | $143860.59    | 0.02%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                                                        | JEFFIN 5 08/15/28                                                                                                          | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      570000 | PA      | $546823.34    | 0.06%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.375 09/15/27                                                                                                           | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $99363.28     | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.75 04/30/27                                                                                                            | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      111000 | PA      | $110960.11    | 0.01%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM8309                                                                                                                  | CUSIP: 3140XCGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221005 | PA      | $180088.15    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA9063                                                                                                                  | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      203562 | PA      | $206674.54    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                            | VSTA 2026-CES1 A1                                                                                                          | CUSIP: 92790EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      682346 | PA      | $676957.08    | 0.07%             | 2056-02-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                  | ES V6.1 08/15/56 A                                                                                                         | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      164000 | PA      | $163335.19    | 0.02%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA7828                                                                                                                  | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39958 | PA      | $35616.34     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QB2296                                                                                                                  | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33600 | PA      | $27477.97     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                | ABT 5.5 03/15/56                                                                                                           | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       51000 | PA      | $49309.44     | 0.01%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE                                                        | PARGUY 8.5 04/04/38 144A                                                                                                   | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   176000000 | PA      | $28773.47     | 0.00%             | 2038-04-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                                 | VLO 5.15 03/10/36                                                                                                          | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19692.15     | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                                   | MBONO 7 09/03/26 M                                                                                                         | CUSIP: P4R07XZL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      698600 | PA      | $39969.67     | 0.00%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QG5959                                                                                                                  | CUSIP: 3133C6TQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40491 | PA      | $40038.18     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA5137                                                                                                                  | CUSIP: 31418EV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1234353 | PA      | $1220541.26   | 0.13%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY0568                                                                                                                  | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21263 | PA      | $21871.80     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HLEND CLO 2025-4 LLC                                                                               | HLEND 2025-4A B                                                                                                            | CUSIP: 43367AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | PA      | $1646449.04   | 0.17%             | 2037-08-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                                        | EQIX 3.9 04/15/32                                                                                                          | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      146000 | PA      | $138534.48    | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2165                                                                                                                  | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      196188 | PA      | $174667.57    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2                                                      | GSKY 2025-2A B                                                                                                             | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $847435.30    | 0.09%             | 2060-06-25      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                   | FN BZ4468                                                                                                                  | CUSIP: 3140NY6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      398045 | PA      | $399204.45    | 0.04%             | 2055-07-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                                   | DINO 5.5 09/01/32                                                                                                          | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202387.21    | 0.02%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                                            | HONA 5.622 03/16/46 144A                                                                                                   | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      170000 | PA      | $167199.70    | 0.02%             | 2046-03-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QF6560                                                                                                                  | CUSIP: 3133BUJD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      196749 | PA      | $199721.03    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA9422                                                                                                                  | CUSIP: 3140QHPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30981 | PA      | $28028.65     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BW4933                                                                                                                  | CUSIP: 3140MWPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46421 | PA      | $45959.23     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD1597                                                                                                                  | CUSIP: 3132DNX24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34921 | PA      | $34692.26     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0297                                                                                                                  | CUSIP: 3132DMKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      220086 | PA      | $209625.64    | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2054                                                                                                                  | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209812 | PA      | $171483.12    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2026-HE2                                                                               | FIGRE 2026-HE2 B                                                                                                           | CUSIP: 31684VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      191648 | PA      | $189681.95    | 0.02%             | 2056-01-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                                                  | VERUS 2026-3 A3                                                                                                            | CUSIP: 92490HAK2<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-O            | CORP              | US        |      597860 | PA      | $595763.95    | 0.06%             | 2071-03-25      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| WESTCONNEX FINANCE COMPANY PTY LTD                                                                 | WENNEX 5.944 04/30/32 MTN                                                                                                  | CUSIP: Q9609MAD1<br>LEI: 254900CGI0XY1HBTHF74 | Long             | DBT              | CORP              | AU        |      390000 | PA      | $279370.99    | 0.03%             | 2032-04-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                           | T 6.3 10/30/66                                                                                                             | CUSIP: 00206RNQ1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      220000 | PA      | $216995.03    | 0.02%             | 2066-10-30      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SB0544                                                                                                                  | CUSIP: 3132CWS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24991 | PA      | $22969.39     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA4900                                                                                                                  | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37751 | PA      | $34904.81     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2021-96 MI                                                                                                             | CUSIP: 38382UVU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      105199 | PA      | $17563.96     | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS3832                                                                                                                  | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      136025 | PA      | $139724.95    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RQ0095                                                                                                                  | CUSIP: 3142J6C92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9643169 | PA      | $9696053.56   | 1.02%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phantom 2026-1 Aviation Ltd. / Phantom 2026-1 Aviation LLC                                         | PHNTOM 2026-1A A                                                                                                           | CUSIP: 71711GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      297673 | PA      | $291029.84    | 0.03%             | 2051-01-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                                           | T 6.2 10/30/56                                                                                                             | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64389.71     | 0.01%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                                            | VENZ 11.95 08/05/31                                                                                                        | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       25100 | PA      | $14244.25     | 0.00%             | 2031-08-05      | Fixed         | 11.95%                | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA6509                                                                                                                  | CUSIP: 3133KNGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       94536 | PA      | $76963.98     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS3377                                                                                                                  | CUSIP: 3140XJXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      288063 | PA      | $274199.43    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                                      | NIPLIF V2.75 01/21/51 144A                                                                                                 | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     1190000 | PA      | $1064128.94   | 0.11%             | 2051-01-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                                                                 | AMFAHI 2.805 03/11/31 144A                                                                                                 | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $344661.55    | 0.04%             | 2031-03-11      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA3376                                                                                                                  | CUSIP: 36179RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5508 | PA      | $5113.19      | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                 | UNP 4.05 03/01/46                                                                                                          | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8016.08      | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                            | VIEFP V2 PERP                                                                                                              | CUSIP: F9686QF52<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114312.79    | 0.01%             | 2049-12-31      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                             | QTSII 2026-5A A2                                                                                                           | CUSIP: 74690FBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       41000 | PA      | $41281.34     | 0.00%             | 2056-03-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM7423                                                                                                                  | CUSIP: 3140XBG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      181379 | PA      | $163871.77    | 0.02%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                         | USB V4.839 02/01/34                                                                                                        | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29671.16     | 0.00%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QZ6684                                                                                                                  | CUSIP: 31427GNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32842 | PA      | $33672.67     | 0.00%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QG5742                                                                                                                  | CUSIP: 3133C6LX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52176 | PA      | $51573.76     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY7125                                                                                                                  | CUSIP: 3140NP4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31762 | PA      | $31454.07     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY0092                                                                                                                  | CUSIP: 3140NGC65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18606 | PA      | $18413.28     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST 2026-1                                                                                  | MAPSL 2026-1A A                                                                                                            | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      392727 | PA      | $385931.62    | 0.04%             | 2051-01-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA6015                                                                                                                  | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66674 | PA      | $59195.02     | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                                  | SM 8.625 11/01/30 144A                                                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105777.50    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                          | JPM V6.254 10/23/34                                                                                                        | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      150000 | PA      | $160880.04    | 0.02%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA3217                                                                                                                  | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77407 | PA      | $59692.83     | 0.01%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS1331                                                                                                                  | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118884 | PA      | $109121.32    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                  | JNJ 3.7 03/01/46                                                                                                           | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39671.35     | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA8892                                                                                                                  | CUSIP: 3133KQ2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51066 | PA      | $52472.26     | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7555                                                                                                                  | CUSIP: 3132DVMC6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |        9184 | PA      | $8171.06      | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8267                                                                                                                  | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      276193 | PA      | $274139.80    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POINT BROADBAND FUNDING LLC                                                                        | POINTB 2025-1A B                                                                                                           | CUSIP: 73052AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $400460.60    | 0.04%             | 2055-07-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                       | TMO 4.55 06/15/33                                                                                                          | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       51000 | PA      | $50301.98     | 0.01%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-2                                                                  | VERUS 2026-2 A1LC                                                                                                          | CUSIP: 92490GAE8<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-O            | CORP              | US        |      371016 | PA      | $364667.36    | 0.04%             | 2071-02-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK RV TRUST 2026-1                                                                           | MTBRV 2026-1A A                                                                                                            | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       93468 | PA      | $92135.26     | 0.01%             | 2046-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                                          | BRAVO 2023-NQM6 B1                                                                                                         | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100253.71    | 0.01%             | 2063-09-25      | Variable      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2006-14                                                      | CWL 2006-14 M1                                                                                                             | CUSIP: 23243LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110664 | PA      | $118871.70    | 0.01%             | 2037-02-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| BOS TST. 2026-LYRK VAR                                                                             | BOS TST. 2026-LYRK VAR                                                                                                     | CUSIP: 05595BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $44823.78     | 0.00%             | 2031-05-11      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY0060                                                                                                                  | CUSIP: 3140NGB66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30134 | PA      | $29796.92     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY2967                                                                                                                  | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40405 | PA      | $40853.78     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY2022                                                                                                                  | CUSIP: 3140NJG81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20355 | PA      | $20151.76     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QG7593                                                                                                                  | CUSIP: 3133C8NJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31094 | PA      | $30786.64     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                     | JPMCC 2024-IGLG F                                                                                                          | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      372000 | PA      | $371088.30    | 0.04%             | 2041-11-05      | Variable      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8341                                                                                                                  | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      249536 | PA      | $246640.80    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                                        | ENOIGA 8.5 09/30/33                                                                                                        | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |        9107 | PA      | $9655.82      | 0.00%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0026                                                                                                                  | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86260 | PA      | $74297.62     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7549                                                                                                                  | CUSIP: 3132DVL60<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      825299 | PA      | $674848.09    | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD2598                                                                                                                  | CUSIP: 3132DP3F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30016 | PA      | $30841.12     | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DYCOM INDS INC TL                                                                                  | DYCOM INDS INC TL                                                                                                          | CUSIP: LX2823206<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $302064.00    | 0.03%             | 2033-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEADE PIPELINE TL                                                                                  | MEADE PIPELINE TL                                                                                                          | CUSIP: LX2700354<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      900000 | PA      | $901971.00    | 0.09%             | 2032-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                                                | TPMT 2025-CES4 A2                                                                                                          | CUSIP: 89170UAC4<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $449102.07    | 0.05%             | 2065-10-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2021-FL2 ISSUER LTD                                                        | ACRES 2026-FL4 B                                                                                                           | CUSIP: 00501XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      200000 | PA      | $199916.42    | 0.02%             | 2044-08-18      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QE9380                                                                                                                  | CUSIP: 3133BKM55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25001 | PA      | $24759.88     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                            | HCA 5.9 06/01/53                                                                                                           | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       88000 | PA      | $83721.19     | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL COMPANY LLC                                                               | FR SD2760                                                                                                                  | CUSIP: 3132DQB54<br>LEI: 549300NJFDJOFYVV6789 | Long             | ABS-MBS          | USGSE             | US        |       77987 | PA      | $80643.62     | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA5039                                                                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1591283 | PA      | $1605368.00   | 0.17%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA8073                                                                                                                  | CUSIP: 3140QF6K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186949 | PA      | $163635.94    | 0.02%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-1                                                                    | AOMT 2025-1 A1                                                                                                             | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-O            | CORP              | US        |      148535 | PA      | $149493.69    | 0.02%             | 2070-01-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                           | MSRM 2025-NQM1 M1                                                                                                          | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      182800 | PA      | $184455.38    | 0.02%             | 2069-11-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA8097                                                                                                                  | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      352258 | PA      | $302022.71    | 0.03%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5112 KI                                                                                                                | CUSIP: 3137H0RH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      314844 | PA      | $57839.47     | 0.01%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA4901                                                                                                                  | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16325 | PA      | $15541.31     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES LTD                                                                            | BMCAUS 4.75 01/15/28 144A                                                                                                  | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      100000 | PA      | $99424.75     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 6 08/03/55                                                                                                            | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      226000 | PA      | $189476.30    | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                            | HCA 5.75 03/01/35                                                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      115000 | PA      | $118393.83    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA8428                                                                                                                  | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1051801 | PA      | $1049165.22   | 0.11%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4940                                                                                                                  | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      435681 | PA      | $430940.18    | 0.05%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5468 WF                                                                                                                | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      155313 | PA      | $156407.05    | 0.02%             | 2054-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM1680                                                                                                                  | CUSIP: 3140X42N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45422 | PA      | $43405.53     | 0.00%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                     | AMZN 5.95 03/13/66                                                                                                         | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      535000 | PA      | $527689.63    | 0.06%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| POWERCO LTD                                                                                        | PWCNZ 6.425 04/28/36 MTN                                                                                                   | CUSIP: Q7724XAN9<br>LEI: 549300Q0BOMPTQSR1328 | Long             | DBT              | CORP              | NZ        |      210000 | PA      | $150310.34    | 0.02%             | 2036-04-28      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0216                                                                                                                  | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25151 | PA      | $23185.15     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8323                                                                                                                  | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      288102 | PA      | $285249.97    | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FP0025                                                                                                                  | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74438 | PA      | $60214.29     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2025-RTL3                                                                     | LHOME 2025-RTL3 A1                                                                                                         | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $249907.53    | 0.03%             | 2040-08-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QG3772                                                                                                                  | CUSIP: 3133C4FM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25603 | PA      | $25285.68     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                          | JPM V4.622 04/23/32                                                                                                        | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26871.02     | 0.00%             | 2032-04-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                                              | PFE 4.75 05/19/33                                                                                                          | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      388000 | PA      | $386335.88    | 0.04%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD2893                                                                                                                  | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      176266 | PA      | $178961.23    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                                                       | BRKHEC V6.2 12/15/55                                                                                                       | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98344.94     | 0.01%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING LLC                                                                              | BELL 2025-1A A2I                                                                                                           | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $247161.35    | 0.03%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BX8428                                                                                                                  | CUSIP: 3140NDLJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34502 | PA      | $34041.29     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QG8209                                                                                                                  | CUSIP: 3133C9DN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40972 | PA      | $40513.63     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR 2025-1 AVIATION LTD                                                                      | NAVTR 2025-1 A                                                                                                             | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |      242442 | PA      | $237259.90    | 0.02%             | 2050-10-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                                | PSX V5.875 03/15/56 A                                                                                                      | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |       87000 | PA      | $86717.83     | 0.01%             | 2056-03-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6322                                                                                                                  | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32555 | PA      | $32893.75     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA5106                                                                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      801799 | PA      | $792969.71    | 0.08%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHWEST 2025-RTL1                                                                                 | ARCHW 2025-RTL1 A1                                                                                                         | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $349258.11    | 0.04%             | 2040-10-25      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                        | PSX 3.9 03/15/28                                                                                                           | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99036.22     | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR TB2247                                                                                                                  | CUSIP: 3142K3P93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91937 | PA      | $92816.25     | 0.01%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PLACEHOLDER D2_26-FL1                                                                              | PLACEHOLDER D2_26-FL1                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $500000.00    | 0.05%             | 2043-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                                   | TTEFP V2 PERP .                                                                                                            | CUSIP: F92124HT0<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115931.36    | 0.01%             | 2049-12-31      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8246                                                                                                                  | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27235 | PA      | $26972.22     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                       | PEMEX 5.35 02/12/28                                                                                                        | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       10000 | PA      | $9988.23      | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V2.651 03/11/32 N                                                                                                      | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      805000 | PA      | $731622.78    | 0.08%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.25 05/15/35                                                                                                            | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       43000 | PA      | $42679.18     | 0.00%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.875 06/30/30                                                                                                           | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       31000 | PA      | $30866.80     | 0.00%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                         | DVA 4.625 06/01/30 144A                                                                                                    | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      101000 | PA      | $97773.31     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 4.95 07/01/50                                                                                                          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      148000 | PA      | $122920.88    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                           | EQT 5.7 04/01/28                                                                                                           | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      390000 | PA      | $397499.20    | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                                                                 | BK V5.802 10/25/28 MTN                                                                                                     | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      235000 | PA      | $240082.50    | 0.03%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2-30YR-Multi                                                                                                              | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1318000 | PA      | $1343645.31   | 0.14%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F062655<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1050000 | PA      | $1089342.92   | 0.11%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4978                                                                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      768506 | PA      | $760897.82    | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BX9041                                                                                                                  | CUSIP: 3140NEBK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29092 | PA      | $28791.55     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                               | LMT 4.45 05/15/28                                                                                                          | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      227000 | PA      | $228042.36    | 0.02%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                        | CQP 3.25 01/31/32                                                                                                          | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       48000 | PA      | $43931.89     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD                                                                                       | DPWDU 6.85 07/02/37 REGS                                                                                                   | CUSIP: M2851HAA2<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $107385.87    | 0.01%             | 2037-07-02      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG G61677                                                                                                                  | CUSIP: 31335B2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38753 | PA      | $38014.69     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                           | DUK 2.5 08/15/50                                                                                                           | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      215000 | PA      | $122514.41    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                                    | BANK 2021-BN35 C                                                                                                           | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       32000 | PA      | $26925.25     | 0.00%             | 2064-06-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA6636                                                                                                                  | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      286236 | PA      | $244950.58    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                               | CHCOCH 2.742 12/31/39                                                                                                      | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      521000 | PA      | $441058.37    | 0.05%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3601261 | PA      | $3676284.38   | 0.39%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28159652 | PA      | $28299727.96  | 2.97%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SB0546                                                                                                                  | CUSIP: 3132CWTB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      123636 | PA      | $113888.31    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM8117                                                                                                                  | CUSIP: 3140XCAT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56972 | PA      | $52399.74     | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                           | CE 7.33 07/15/29                                                                                                           | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104908.20    | 0.01%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                          | AMGN 4.05 08/18/29                                                                                                         | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      128000 | PA      | $126716.51    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 6.1 10/15/55                                                                                                           | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      389000 | PA      | $375315.29    | 0.04%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                                 | FFML 2006-FF13 A2C                                                                                                         | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       14072 | PA      | $9089.04      | 0.00%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8276                                                                                                                  | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35070 | PA      | $34728.70     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                       | PEMEX 8.75 06/02/29                                                                                                        | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      213000 | PA      | $228028.22    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RC1999                                                                                                                  | CUSIP: 3133L8GG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      145886 | PA      | $134039.86    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 5.55 02/06/53                                                                                                         | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      108000 | PA      | $85910.66     | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA8564                                                                                                                  | CUSIP: 36179XQR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      125436 | PA      | $107658.38    | 0.01%             | 2053-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS3251                                                                                                                  | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41004 | PA      | $42322.38     | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4958                                                                                                                  | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14500 | PA      | $14004.20     | 0.00%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                      | TDG 6.75 08/15/28 144A                                                                                                     | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      117000 | PA      | $118580.44    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6063                                                                                                                  | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      183281 | PA      | $182297.80    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8329                                                                                                                  | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      371855 | PA      | $368154.92    | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                                 | EIX 5.7 03/01/53                                                                                                           | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      260000 | PA      | $238155.22    | 0.03%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS4629                                                                                                                  | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162006 | PA      | $164483.38    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PLC                                                                     | BRITEL V8.375 12/20/83 EMTN                                                                                                | CUSIP: G15820EJ1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $143299.11    | 0.02%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FFMLT TRUST 2006/FF13                                                                              | FFML 2006-FF13 A1                                                                                                          | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24118 | PA      | $15312.15     | 0.00%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR ZT1353                                                                                                                  | CUSIP: 3132ADQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54161 | PA      | $49747.74     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                        | RCL 5.25 02/27/38                                                                                                          | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      200000 | PA      | $191107.94    | 0.02%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                  | EPD 5.7 02/15/42                                                                                                           | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      223000 | PA      | $225493.37    | 0.02%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KINETIC ABS ISSUER LLC                                                                             | UNITK 2026-1A A2                                                                                                           | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $249207.08    | 0.03%             | 2056-02-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB1666                                                                                                                  | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      258666 | PA      | $221221.39    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BM6019                                                                                                                  | CUSIP: 3140JAVM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79036 | PA      | $76936.22     | 0.01%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                        | EQIX 2.5 05/15/31                                                                                                          | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      147000 | PA      | $131780.13    | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG J38060                                                                                                                  | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95149 | PA      | $92253.65     | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                 | META 4.65 08/15/62                                                                                                         | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      184000 | PA      | $139464.93    | 0.01%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                               | PRPM 2025-NQM1 A1                                                                                                          | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       72807 | PA      | $73259.40     | 0.01%             | 2069-11-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA9850                                                                                                                  | CUSIP: 3133KR5K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53018 | PA      | $53525.66     | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0003                                                                                                                  | CUSIP: 3140XFAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48947 | PA      | $44033.48     | 0.00%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                      | GS V4.482 08/23/28                                                                                                         | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       81000 | PA      | $81029.96     | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2-30YR-Multi                                                                                                              | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      723000 | PA      | $643794.46    | 0.07%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4494                                                                                                                  | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187964 | PA      | $165807.02    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                                             | SO 5.7 10/15/32                                                                                                            | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      143000 | PA      | $149474.63    | 0.02%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA8485                                                                                                                  | CUSIP: 36179XNA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39308 | PA      | $33738.84     | 0.00%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA8216                                                                                                                  | CUSIP: 3133KQDV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36520 | PA      | $37720.32     | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA5009                                                                                                                  | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      685381 | PA      | $678560.28    | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6311                                                                                                                  | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      327078 | PA      | $324018.99    | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                                              | PFE 4.65 05/19/30                                                                                                          | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       84000 | PA      | $84618.89     | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6463                                                                                                                  | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132806 | PA      | $134836.27    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                             | EXR 5.5 07/01/30                                                                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      137000 | PA      | $140558.50    | 0.01%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                                          | KHC 6.875 01/26/39                                                                                                         | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      104000 | PA      | $113152.56    | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                                                | TMCL 2021-3A A                                                                                                             | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |      940000 | PA      | $846289.24    | 0.09%             | 2046-08-20      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN AS2947                                                                                                                  | CUSIP: 3138WCHZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      244272 | PA      | $234494.51    | 0.02%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                                                               | BRKHEC 3.7 05/01/29 CC                                                                                                     | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      342000 | PA      | $335214.73    | 0.04%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB1427                                                                                                                  | CUSIP: 3140QLSR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58307 | PA      | $55581.59     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA7649                                                                                                                  | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      303199 | PA      | $259987.29    | 0.03%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAVO TST. 2026-SR 6.331%                                                                          | BRAVO TST. 2026-SR 6.331%                                                                                                  | CUSIP: 10567WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $747968.10    | 0.08%             | 2046-03-29      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XI LLC                                                                                | OR 2023-11A AR                                                                                                             | CUSIP: 69120HAJ1<br>LEI: 254900HN08SUS6KFFM09 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $500000.00    | 0.05%             | 2039-04-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BM5304                                                                                                                  | CUSIP: 3140J93N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11467 | PA      | $11167.01     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                                    | PRKAV 2017-245P E                                                                                                          | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      520000 | PA      | $505358.62    | 0.05%             | 2037-06-05      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| TACO BELL FUNDING LLC                                                                              | BELL 2025-1A A2II                                                                                                          | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $244499.83    | 0.03%             | 2055-08-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GROUP INC (THE)                                                                            | CG 5.05 09/19/35                                                                                                           | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |      350000 | PA      | $338283.52    | 0.04%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                 | EXE 4.75 02/01/32                                                                                                          | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       86000 | PA      | $84320.09     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA7768                                                                                                                  | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       87308 | PA      | $77850.84     | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V6.204 11/10/28                                                                                                        | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102608.03    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA8560                                                                                                                  | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63784 | PA      | $65499.52     | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                          | JPM V5.766 04/22/35                                                                                                        | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      185000 | PA      | $192850.37    | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                                                                | CAT 5 05/14/27                                                                                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101071.83    | 0.01%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                   | NTT 5.502 07/16/35 144A                                                                                                    | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $203495.42    | 0.02%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG                                                   | GRADE 2025-LOC4 A1A                                                                                                        | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      647680 | PA      | $651016.82    | 0.07%             | 2055-06-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                                            | PRE V4.5 10/01/50                                                                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |      590000 | PA      | $561891.69    | 0.06%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                                   | MEX 2.659 05/24/31                                                                                                         | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      568000 | PA      | $504185.20    | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RJ1274                                                                                                                  | CUSIP: 3142GRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69597 | PA      | $71370.41     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-DSC1                                                      | GSMBS 2026-DSC1 A1                                                                                                         | CUSIP: 36276BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      513410 | PA      | $507900.38    | 0.05%             | 2066-05-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA7135                                                                                                                  | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      936770 | PA      | $771065.23    | 0.08%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                           | RTX 4.7 12/15/41                                                                                                           | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      113000 | PA      | $102758.32    | 0.01%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HOLDINGS                                                                        | INCLEN 4.5 04/18/27 REGS                                                                                                   | CUSIP: V4605MAA6<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |      400000 | PA      | $393099.63    | 0.04%             | 2027-04-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0209                                                                                                                  | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      303908 | PA      | $260061.47    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                             | FR SD0519                                                                                                                  | CUSIP: 3132DMSG1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |      353566 | PA      | $316131.58    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                                   | AGO 3.6 09/15/51                                                                                                           | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |      500000 | PA      | $336612.08    | 0.04%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                      | GS V2.65 10/21/32                                                                                                          | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      128000 | PA      | $113947.13    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY0889                                                                                                                  | CUSIP: 3140NG7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25747 | PA      | $25497.29     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                                         | ALVGR V3.2 PERP 144A                                                                                                       | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $764836.32    | 0.08%             | 2049-12-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BECLE SAB DE CV                                                                                    | JBYCMX 2.5 10/14/31 144A                                                                                                   | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |      400000 | PA      | $345416.28    | 0.04%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA6388                                                                                                                  | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      457484 | PA      | $391647.49    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2854                                                                                                                  | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54370 | PA      | $46897.20     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.25 12/31/26                                                                                                            | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      156000 | PA      | $156508.83    | 0.02%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.75 11/30/32                                                                                                            | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        6000 | PA      | $5851.64      | 0.00%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TRUST 2015-R2                                                      | MSRR 2015-R2 2A1                                                                                                           | CUSIP: 61690HAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         512 | PA      | $510.75       | 0.00%             | 2046-12-26      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                                     | GLPI 3.25 01/15/32                                                                                                         | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       14000 | PA      | $12546.45     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                                                              | CZGB 4.5 11/11/32 154                                                                                                      | CUSIP: 999AUG235<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1050000 | PA      | $50152.98     | 0.01%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                      | SAGB 7 02/28/31 R213                                                                                                       | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6086829 | PA      | $346090.60    | 0.04%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2021-1                                                        | CLAST 2025-3A A                                                                                                            | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      531953 | PA      | $524713.80    | 0.06%             | 2050-11-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3149                                                                                                                  | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29784 | PA      | $28355.66     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4624                                                                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16367106 | PA      | $14366601.21  | 1.51%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                                           | HST 5.7 07/01/34                                                                                                           | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      830000 | PA      | $847145.21    | 0.09%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                                 | BX 2026-XL6 E                                                                                                              | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $124222.85    | 0.01%             | 2043-03-15      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                                            | BHI 3.812 03/11/34                                                                                                         | CUSIP: 05724BAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $117154.14    | 0.01%             | 2034-03-11      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V6.625 PERP                                                                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      800000 | PA      | $825091.20    | 0.09%             | 2049-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                               | FIGRE 2025-PF1 A                                                                                                           | CUSIP: 316922AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      612251 | PA      | $614793.60    | 0.06%             | 2055-06-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2-30YR-Multi                                                                                                              | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      947000 | PA      | $811031.25    | 0.09%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                                                 | AON 2.85 05/28/27                                                                                                          | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       47000 | PA      | $46320.81     | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                                          | UPS 5.25 05/14/35                                                                                                          | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76819.93     | 0.01%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2024-2 LTD                                                                                 | TCW 2024-2A C                                                                                                              | CUSIP: 87252GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300425.73    | 0.03%             | 2037-07-17      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FN FS7657                                                                                                                  | CUSIP: 3140XPQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151635 | PA      | $133431.36    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                                 | BX 2024-VLT4 A                                                                                                             | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       95950 | PA      | $95650.16     | 0.01%             | 2041-06-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| 2023-MIC TRUST/THE                                                                                 | THE 2023-MIC A                                                                                                             | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30000 | PA      | $31935.85     | 0.00%             | 2038-12-05      | Variable      | 8.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RJ0320                                                                                                                  | CUSIP: 3142GQLA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62197 | PA      | $65275.07     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -18311541 | PA      | $-18038520.32 | -1.90%            | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-15YR                                                                                                                  | CUSIP: 01F042459<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      756000 | PA      | $750064.86    | 0.08%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                                                 | TELVIS 6.625 01/15/40                                                                                                      | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |        2000 | PA      | $1735.00      | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                       | INDOGB 8.25 06/15/32 FR58                                                                                                  | CUSIP: Y39814GZ8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    47000000 | PA      | $2921.20      | 0.00%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD (THE)                                                               | DAIL V6.2 PERP 144A                                                                                                        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |      330000 | PA      | $337270.89    | 0.04%             | 2049-12-31      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                                                        | CDEL 6.78 01/13/55 144A                                                                                                    | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      300000 | PA      | $320916.00    | 0.03%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| TPG OPERATING GROUP II LP                                                                          | TPG 5.375 01/15/36                                                                                                         | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      577000 | PA      | $563541.98    | 0.06%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                  | WAMU 2006-AR13 1A                                                                                                          | CUSIP: 93363RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      212560 | PA      | $191179.00    | 0.02%             | 2046-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM5176                                                                                                                  | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      172699 | PA      | $141231.64    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2620                                                                                                                  | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199299 | PA      | $171626.00    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6742                                                                                                                  | CUSIP: 3140QSP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56179 | PA      | $56883.44     | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                    | CVS 6.2 09/15/55                                                                                                           | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49760.14     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2836                                                                                                                  | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76059 | PA      | $62300.47     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2855                                                                                                                  | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      194393 | PA      | $167185.88    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                        | CQP 5.55 10/30/35                                                                                                          | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51032.21     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                                             | CITSEC 5.75 03/27/36                                                                                                       | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      450000 | PA      | $444088.62    | 0.05%             | 2036-03-27      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                                    | COLTES 12.5 02/27/30 B                                                                                                     | CUSIP: P6S337D93<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   150100000 | PA      | $39396.15     | 0.00%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-INV1                                                                          | NYMT 2026-INV1 A1LC                                                                                                        | CUSIP: 62957GAC1<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99643.91     | 0.01%             | 2061-02-25      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0894                                                                                                                  | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194352 | PA      | $159122.49    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM5771                                                                                                                  | CUSIP: 3140X9MV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4088 | PA      | $3870.57      | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                                             | LGENSO 5.25 04/02/31 144A                                                                                                  | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      800000 | PA      | $801481.40    | 0.08%             | 2031-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                                 | EIX 4.5 09/01/40                                                                                                           | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86068.41     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                                                                       | HIMARK 5.75 05/15/36 144A                                                                                                  | CUSIP: 431116AF9<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148853.81    | 0.02%             | 2036-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                                          | OKE 7.15 01/15/51                                                                                                          | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      300000 | PA      | $326332.29    | 0.03%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                                   | KMI 4.7 11/01/42                                                                                                           | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      205000 | PA      | $179030.81    | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB1430                                                                                                                  | CUSIP: 3140QLSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53354 | PA      | $50326.25     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 1.125 05/15/40                                                                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      743000 | PA      | $465129.61    | 0.05%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4540                                                                                                                  | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      503428 | PA      | $435223.18    | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                                   | VBTEL 2026-1A C2                                                                                                           | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $273774.03    | 0.03%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                                                                                         | PFE 7.2 03/15/39                                                                                                           | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       83000 | PA      | $96990.55     | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL 2022-LION TRUST                                                     | CSMC 2022-LION A                                                                                                           | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      113000 | PA      | $112901.23    | 0.01%             | 2027-02-15      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                                       | WMB 5.3 08/15/28                                                                                                           | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      153000 | PA      | $155834.49    | 0.02%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                | SUMIBK 1.902 09/17/28                                                                                                      | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      329000 | PA      | $310001.04    | 0.03%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORP                                                                                     | TEAM 5.5 05/15/34                                                                                                          | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |      320000 | PA      | $312280.18    | 0.03%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA6599                                                                                                                  | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      115492 | PA      | $103007.94    | 0.01%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                            | HCA 6.1 04/01/64                                                                                                           | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       79000 | PA      | $76425.72     | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                           | PRU V3.7 10/01/50                                                                                                          | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      360000 | PA      | $332035.74    | 0.03%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2026-CES1                                                     | DRMT 2026-CES1 A1A                                                                                                         | CUSIP: 24380YAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $299638.34    | 0.03%             | 2061-03-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| RFMSI SERIES 2006-S8 TRUST                                                                         | RFMSI 2006-SA4 2A1                                                                                                         | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       17160 | PA      | $14579.19     | 0.00%             | 2036-11-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                       | INDOGB 6.625 05/15/33 FR65                                                                                                 | CUSIP: Y39814HT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   241000000 | PA      | $13733.94     | 0.00%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                                                                       | HIMARK 2.55 05/10/31 144A                                                                                                  | CUSIP: 431116AE2<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |      390000 | PA      | $347404.57    | 0.04%             | 2031-05-10      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                                    | PAA 5.7 09/15/34                                                                                                           | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      420000 | PA      | $429963.65    | 0.05%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                          | OKE 5.4 10/15/35                                                                                                           | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      275000 | PA      | $274760.78    | 0.03%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STATION PLACE SECURIT FRN                                                                          | STATION PLACE SECURIT FRN                                                                                                  | CUSIP: 857936AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1750000.00   | 0.18%             | 2026-09-25      | Floating      | 4.80%                 | No            |                  3 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 5.875 09/26/45                                                                                                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      125000 | PA      | $107660.50    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2026-RTL1                                                                     | LHOME 2026-RTL1 A1                                                                                                         | CUSIP: 50206JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $347202.63    | 0.04%             | 2041-01-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORP                                                                                         | SYY 4.4 07/25/31                                                                                                           | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      150000 | PA      | $146732.38    | 0.02%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0732                                                                                                                  | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130429 | PA      | $106176.15    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA6768                                                                                                                  | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45806 | PA      | $37130.12     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                                                           | RLI 5.375 06/01/36 .                                                                                                       | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194229.09    | 0.02%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                                                                     | WSPCN 5.714 09/18/36 144A                                                                                                  | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $149088.52    | 0.02%             | 2036-09-18      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0786                                                                                                                  | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111615 | PA      | $91287.86     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                      | SAGB 8.5 01/31/37 2037                                                                                                     | CUSIP: S69124TY1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4492537 | PA      | $259533.08    | 0.03%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7528                                                                                                                  | CUSIP: 3132DVLH6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |       53525 | PA      | $43854.72     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2079                                                                                                                  | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      288871 | PA      | $233903.17    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                                                       | BRKHEC V6.375 09/15/56                                                                                                     | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398365.24    | 0.04%             | 2056-09-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                                            | BHI 5.85 06/15/56                                                                                                          | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $172737.27    | 0.02%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GRAND RIVER FUNDING TRUST II                                                                       | JXN 7.28 02/15/56 144A                                                                                                     | CUSIP: 38644CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $312926.66    | 0.03%             | 2056-02-15      | Fixed         | 7.28%                 | Yes           |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                                     | PANAMA 8.875 09/30/27                                                                                                      | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       93000 | PA      | $98133.60     | 0.01%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                         | VZ 7.75 12/01/30                                                                                                           | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       27000 | PA      | $30401.71     | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                                 | VOD 7.875 02/15/30                                                                                                         | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      103000 | PA      | $114773.31    | 0.01%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                                            | VENZ 9.25 09/15/27                                                                                                         | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       10000 | PA      | $5240.00      | 0.00%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8172                                                                                                                  | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30965 | PA      | $24925.05     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                                                     | VIRT 7.5 06/15/31 144A                                                                                                     | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |      520000 | PA      | $546076.44    | 0.06%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BRSP 2026-FL3 Ltd / BRSP 2026-FL3 LLC                                                              | BRSP 2026-FL3 B                                                                                                            | CUSIP: 116686AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $349847.30    | 0.04%             | 2043-08-19      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2026-NQM1 MORTGAGE TRUST                                                                     | CROSS 2026-NQM1 A2                                                                                                         | CUSIP: 22758EAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      341501 | PA      | $338029.14    | 0.04%             | 2061-02-25      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                                   | VBTEL 2026-1A C2                                                                                                           | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $782211.52    | 0.08%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2-30YR-Multi                                                                                                              | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      351000 | PA      | $366623.81    | 0.04%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F060667<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1200000 | PA      | $1223733.41   | 0.13%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                                         | SYY 4.95 03/25/36                                                                                                          | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95954.11     | 0.01%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                                         | L 4.94 04/01/36                                                                                                            | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |      210000 | PA      | $204951.20    | 0.02%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-8                                                                  | VERUS 2021-8 A1                                                                                                            | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       53463 | PA      | $48980.00     | 0.01%             | 2066-11-25      | Variable      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BN8997                                                                                                                  | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113020 | PA      | $92424.77     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                      | C V5.827 02/13/35                                                                                                          | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       63000 | PA      | $64173.75     | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                                         | ACGB 4.25 03/21/36 172                                                                                                     | CUSIP: Q08184NF8<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6410000 | PA      | $4324972.91   | 0.45%             | 2036-03-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7534                                                                                                                  | CUSIP: 3132DVLP8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      345454 | PA      | $296756.03    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0497                                                                                                                  | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      189353 | PA      | $155262.72    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TN)                                                                    | TVA 4.625 09/15/60                                                                                                         | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       50000 | PA      | $43825.61     | 0.00%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                         | FDX 4.75 11/15/45                                                                                                          | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      400000 | PA      | $343564.11    | 0.04%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARS DB4 LP                                                                                        | CAUTO 2026-1A A2                                                                                                           | CUSIP: 12510HBC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      648646 | PA      | $626805.68    | 0.07%             | 2056-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                  | ES V6.1 08/15/56 A                                                                                                         | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99594.63     | 0.01%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V2.972 02/04/33 MTN                                                                                                    | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      169000 | PA      | $153126.58    | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2838                                                                                                                  | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      390084 | PA      | $318524.33    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                                        | WMT 5.25 09/01/35                                                                                                          | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      411000 | PA      | $428387.26    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                                          | PFE 6 02/15/36                                                                                                             | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |       57000 | PA      | $60887.01     | 0.01%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                | ABT 5.5 03/15/56                                                                                                           | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      225000 | PA      | $217541.65    | 0.02%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U.S. LOGISTICS FUND LP                                                           | PLDTLF 4.625 03/15/33 144A                                                                                                 | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194452.59    | 0.02%             | 2033-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                               | TRGP 6.05 05/15/56                                                                                                         | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121362.43    | 0.01%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                          | RCICN V6.875 07/31/56                                                                                                      | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $203119.31    | 0.02%             | 2056-07-31      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2025-1 FX                                                                                                              | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      118458 | PA      | $119868.54    | 0.01%             | 2055-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | TII 2.375 02/15/55                                                                                                         | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1350000 | PA      | $1296917.28   | 0.14%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA6030                                                                                                                  | CUSIP: 31418FVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7600628 | PA      | $7642312.09   | 0.80%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                   | AMWINS 4.875 06/30/29 144A                                                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96709.98     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ConnectWise                                                                                        | ConnectWise Term Loan B 350 2028-09-07                                                                                     | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       22558 | PA      | $20930.93     | 0.00%             | 2028-09-24      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                      | C V7.125 PERP CC                                                                                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405855.20    | 0.04%             | 2049-12-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2026-CES1                                                             | BARC 2026-CES1 A1A                                                                                                         | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      227395 | PA      | $225185.63    | 0.02%             | 2056-01-25      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV                                                                            | SRENVX V5.625 08/15/52                                                                                                     | CUSIP: N2563PBY9<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |      330000 | PA      | $331784.96    | 0.03%             | 2052-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                                        | NAB V5.902 01/14/36 144A                                                                                                   | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      810000 | PA      | $835880.22    | 0.09%             | 2036-01-14      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXIII LTD                                                                    | MDPK 2025-73A B                                                                                                            | CUSIP: 55823HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251191.80    | 0.03%             | 2038-10-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                    | PFSI 6.75 02/15/34 144A                                                                                                    | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      101000 | PA      | $97751.18     | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                    | PFSI 6.75 02/15/34 144A                                                                                                    | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145175.03    | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN AW4229                                                                                                                  | CUSIP: 3138XTVX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8069 | PA      | $7921.62      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CFK TRUST 2019-FAX                                                                                 | CFK 2019-FAX D                                                                                                             | CUSIP: 12528XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $95485.38     | 0.01%             | 2039-01-15      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                   | MO 6.2 02/14/59                                                                                                            | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      158000 | PA      | $154978.40    | 0.02%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA3094                                                                                                                  | CUSIP: 3140QANL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193306 | PA      | $190142.93    | 0.02%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 5.95 09/26/55                                                                                                         | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      300000 | PA      | $251288.56    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                               | GM 6.4 01/09/33                                                                                                            | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       88000 | PA      | $93709.77     | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BM4614                                                                                                                  | CUSIP: 3140J9DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14333 | PA      | $13940.22     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                         | VZ 2.875 11/20/50                                                                                                          | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      382000 | PA      | $230995.05    | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR ZA6116                                                                                                                  | CUSIP: 31329PYM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96911 | PA      | $95210.96     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC1 TRUST                                                                              | PRKCM 2023-AFC1 B1                                                                                                         | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      226000 | PA      | $225207.55    | 0.02%             | 2058-02-25      | Variable      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                     | NRG 3.375 02/15/29 144A                                                                                                    | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95536.68     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                       | INDON 3.05 03/12/51                                                                                                        | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      222000 | PA      | $141178.70    | 0.01%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                                  | VALEBZ 6.4 06/28/54                                                                                                        | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |        8000 | PA      | $8211.84      | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB8727                                                                                                                  | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      266157 | PA      | $276480.54    | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                                    | COLTES 12 03/13/58 B                                                                                                       | CUSIP: P6S337RQ0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    11400000 | PA      | $2856.47      | 0.00%             | 2058-03-13      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 ISSUER LTD                                                                           | TRTX 2025-FL7 AS                                                                                                           | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249998.80    | 0.03%             | 2043-06-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                               | CHTR 3.9 06/01/52                                                                                                          | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      163000 | PA      | $102466.86    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                | EXC 3.05 03/15/51                                                                                                          | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       11000 | PA      | $7062.18      | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.875 11/30/27                                                                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1275500 | PA      | $1275350.52   | 0.13%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                         | HGB 6.25 09/23/37 37/A                                                                                                     | CUSIP: X516275T4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    18410000 | PA      | $60399.62     | 0.01%             | 2037-09-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                                      | UHS 2.65 10/15/30                                                                                                          | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      370000 | PA      | $334327.25    | 0.04%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                              | FABSJV 6.4 01/25/38                                                                                                        | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213618.91    | 0.02%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2015-1                                                    | CLAST 2026-1A A                                                                                                            | CUSIP: 148924AA1<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-O            | CORP              | US        |      248268 | PA      | $243536.01    | 0.03%             | 2051-03-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                           | AXP V5.412 02/08/41                                                                                                        | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      110000 | PA      | $109476.13    | 0.01%             | 2041-02-08      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                      | ICE 3.625 09/01/28                                                                                                         | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      240000 | PA      | $236279.71    | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 5.5 09/27/64                                                                                                          | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      144000 | PA      | $109551.56    | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT 2021-5 MORTGAGE LOAN TRUST                                                                    | COLT 2021-5 A1                                                                                                             | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       51852 | PA      | $46969.34     | 0.00%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BN9004                                                                                                                  | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62229 | PA      | $50986.08     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                        | MET V5.85 03/15/56 .                                                                                                       | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24661.74     | 0.00%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                      | GS V2.908 07/21/42                                                                                                         | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      124000 | PA      | $88522.65     | 0.01%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QD4857                                                                                                                  | CUSIP: 3133B2ME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      131073 | PA      | $107269.79    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0378                                                                                                                  | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      263393 | PA      | $226735.29    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                                   | GDLP 2025-1A A                                                                                                             | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      199603 | PA      | $200247.07    | 0.02%             | 2049-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2025-2 FG                                                                                                              | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      206864 | PA      | $209801.67    | 0.02%             | 2055-02-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                     | NRG 7 03/15/33 144A                                                                                                        | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      228000 | PA      | $247846.72    | 0.03%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                                            | HCA 5.6 04/01/34                                                                                                           | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18450.62     | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 69(M)-R                                                                 | GOCAP 2023-69A BR                                                                                                          | CUSIP: 38182GAC8<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1097183.34   | 0.12%             | 2038-11-09      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                | GPN 5.2 11/15/32                                                                                                           | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      105000 | PA      | $102578.79    | 0.01%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                                          | BRAVO 2025-NQM8 A2                                                                                                         | CUSIP: 10571JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      703231 | PA      | $701306.77    | 0.07%             | 2065-06-25      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                               | FIGRE 2025-PF2 A                                                                                                           | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      260813 | PA      | $258444.48    | 0.03%             | 2055-10-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                           | CRBG V6.875 PERP                                                                                                           | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18514.17     | 0.00%             | 2049-12-31      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR SL3338                                                                                                                  | CUSIP: 31427QV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      117496 | PA      | $120525.48    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                    | SANUK V5.136 09/22/36                                                                                                      | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $193651.94    | 0.02%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| RWC COMMERCIAL MORTGAGE 2025-1                                                                     | RWC 2025-1 A                                                                                                               | CUSIP: 78348LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      334240 | PA      | $331965.14    | 0.03%             | 2040-06-25      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC                                                                              | DNKN 2025-1A A2II                                                                                                          | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      149625 | PA      | $147388.87    | 0.02%             | 2055-08-20      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3121                                                                                                                  | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4396 | PA      | $4154.11      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                                                      | TTEFP 4.569 01/13/33                                                                                                       | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9888.89      | 0.00%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                                                 | TRTN 5.15 02/15/33                                                                                                         | CUSIP: 89681LAC6<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $98153.16     | 0.01%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST 2006-1                                                              | BAYC 2006-1A A1                                                                                                            | CUSIP: 07324SDE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      152500 | PA      | $144594.76    | 0.02%             | 2036-04-25      | Floating      | 4.17%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                                              | SO 6 03/01/39                                                                                                              | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       28000 | PA      | $29594.30     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2856                                                                                                                  | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      232590 | PA      | $199569.26    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VANGUARD CHARLOTTE FUNDS                                                                           | VANGUARD CHARLOTTE FUNDS TOTAL INTERNATIONAL BOND IN                                                                       | CUSIP: 92203J407<br>LEI: 549300Z9BHDBGHMJLU94 | Long             | EC               | RF                | US        |      596264 | NS      | $28650485.20  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 6.125 08/03/65                                                                                                        | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      119000 | PA      | $99212.78     | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FN FS7940                                                                                                                  | CUSIP: 3140XPZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      188225 | PA      | $183878.13    | 0.02%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V2.299 07/21/32                                                                                                        | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88443.41     | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                            | CNO 6.45 06/15/34                                                                                                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      320000 | PA      | $332312.99    | 0.03%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                                     | GASBCM 6.1027 08/23/42 144A                                                                                                | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $508782.46    | 0.05%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CC0872                                                                                                                  | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46253 | PA      | $47302.09     | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                            | HCA 6.2 03/01/55                                                                                                           | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       96000 | PA      | $94968.95     | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                                          | VNOM 4.9 08/01/30                                                                                                          | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      468000 | PA      | $467736.79    | 0.05%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BR1615                                                                                                                  | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      224172 | PA      | $180603.32    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0876                                                                                                                  | CUSIP: 3132DM6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12876 | PA      | $12263.92     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                                   | MBONO 8.5 05/31/29 M                                                                                                       | CUSIP: P9767G6N6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       52700 | PA      | $3034.48      | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                                             | CMCSA 5.95 04/01/41                                                                                                        | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |      242000 | PA      | $244603.55    | 0.03%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLINGTON MANAGEMENT CLO 5 LTD                                                                    | WELLI 2025-5A A                                                                                                            | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250558.95    | 0.03%             | 2038-10-18      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA9274                                                                                                                  | CUSIP: 3133KRJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32006 | PA      | $32309.17     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                      | GS V4.516 01/21/32                                                                                                         | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       52000 | PA      | $51241.66     | 0.01%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| MAST 2026-1 LTD / MAST 2026-1 LLC                                                                  | MASTT 2026-1A A                                                                                                            | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      247024 | PA      | $242637.15    | 0.03%             | 2051-02-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                       | PEMEX 6.5 01/23/29                                                                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       75000 | PA      | $76370.63     | 0.01%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA5711                                                                                                                  | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28522 | PA      | $28033.76     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                             | CMLTI 2007-WFH4 M3A                                                                                                        | CUSIP: 17313JAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $494829.05    | 0.05%             | 2037-07-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN AU6873                                                                                                                  | CUSIP: 3138X6T70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52130 | PA      | $51123.08     | 0.01%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BH9243                                                                                                                  | CUSIP: 3140GYHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69849 | PA      | $67719.83     | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BH5764                                                                                                                  | CUSIP: 3140GUMN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21178 | PA      | $20769.28     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                                        | SVC 2026-1A A                                                                                                              | CUSIP: 78488JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      499792 | PA      | $489712.37    | 0.05%             | 2056-03-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| VERTIV HOLDINGS COMPANY                                                                            | VRT 5.8 03/15/56                                                                                                           | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145473.11    | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG G61989                                                                                                                  | CUSIP: 31335CF66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1617803 | PA      | $1509553.19   | 0.16%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                        | GSAA 2006-4 1A1                                                                                                            | CUSIP: 362334FD1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |       38280 | PA      | $26186.40     | 0.00%             | 2036-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                       | PEMEX 6.49 01/23/27                                                                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       14000 | PA      | $14097.37     | 0.00%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM5315                                                                                                                  | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36691 | PA      | $33978.96     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                                   | MEX 4.5 01/31/50                                                                                                           | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      620000 | PA      | $461280.00    | 0.05%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                                       | AEP 3.15 09/15/49                                                                                                          | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      111000 | PA      | $72860.30     | 0.01%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GRAND RIVER FUNDING TRUST I                                                                        | JXN 6.311 02/15/36                                                                                                         | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $150763.66    | 0.02%             | 2036-02-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                              | SWTCH 2026-1A A21                                                                                                          | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $855325.25    | 0.09%             | 2056-03-27      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                                        | PEP 2.875 10/15/49                                                                                                         | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       19000 | PA      | $12228.12     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                  | RAKUTN V4.25 PERP REGS                                                                                                     | CUSIP: J6S87BAY4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $229523.00    | 0.02%             | 2049-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SB0514                                                                                                                  | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      243235 | PA      | $219758.21    | 0.02%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA8758                                                                                                                  | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127013 | PA      | $128954.79    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                                             | SO V6 04/01/58                                                                                                             | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      525000 | PA      | $530754.00    | 0.06%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BSPRT 2026-FL13 ISSUER LLC                                                                         | BSPRT 2026-FL13 B                                                                                                          | CUSIP: 05620GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $499779.80    | 0.05%             | 2043-10-18      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                                           | EQT 3.625 05/15/31 144A                                                                                                    | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1108000 | PA      | $1042414.29   | 0.11%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                           | BTPCL 5 10/01/28                                                                                                           | CUSIP: P3718SAY4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    75000000 | PA      | $83454.32     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BK1958                                                                                                                  | CUSIP: 3140HFE88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16145 | PA      | $14927.45     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FNDG. MTGE. VAR                                                                          | PROVIDENT FNDG. MTGE. VAR                                                                                                  | CUSIP: 74386PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      342589 | PA      | $337216.31    | 0.04%             | 2056-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS5537                                                                                                                  | CUSIP: 3140XMEK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192420 | PA      | $201831.51    | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS7252                                                                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130234 | PA      | $128857.76    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                                   | PHILIP 3.2 07/06/46                                                                                                        | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      267000 | PA      | $184954.58    | 0.02%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA8641                                                                                                                  | CUSIP: 3140QGS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33867 | PA      | $32418.51     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY5875                                                                                                                  | CUSIP: 3140NNQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44611 | PA      | $44162.12     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BW4896                                                                                                                  | CUSIP: 3140MWNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48073 | PA      | $47614.17     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                                       | CHTR 6.375 09/01/29 144A                                                                                                   | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100174.00    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ORL 2024-GLKS MORTGAGE TRUST                                                                       | ORL 2024-GLKS A                                                                                                            | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100156.25    | 0.01%             | 2039-12-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                                                                  | BDS 2025-FL15 AS                                                                                                           | CUSIP: 05556EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $849004.65    | 0.09%             | 2043-03-19      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                            | GBLATL 4.5 09/18/30 144A                                                                                                   | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145592.35    | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                                             | APAAU 6.424 04/28/36 MTN                                                                                                   | CUSIP: Q04578AN2<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $180169.29    | 0.02%             | 2036-04-28      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| MASTER ASSET SECURITIZATION TRUST                                                                  | MASTR 2007-1 1A4                                                                                                           | CUSIP: 55292AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      562796 | PA      | $90575.08     | 0.01%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                                     | BAYC 2007-4A A1                                                                                                            | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      148290 | PA      | $140977.71    | 0.01%             | 2037-09-25      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BM3208                                                                                                                  | CUSIP: 3140J7R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26928 | PA      | $26415.60     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                                          | BRAVO 2025-NQM7 A2                                                                                                         | CUSIP: 10570TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      711144 | PA      | $713063.68    | 0.07%             | 2065-07-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FR RA7506                                                                                                                  | CUSIP: 3133KPKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68608 | PA      | $66288.11     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                                             | EDPPL V1.5 03/14/82 NC5.                                                                                                   | CUSIP: X1R4PDXQ7<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      100000 | PA      | $115524.33    | 0.01%             | 2082-03-14      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0702                                                                                                                  | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194170 | PA      | $167659.01    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN AL9475                                                                                                                  | CUSIP: 3138ERQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33172 | PA      | $32625.09     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG G67721                                                                                                                  | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23033 | PA      | $22602.70     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOPE GAS HLDGS LLC 6.18%                                                                           | HOPE GAS HLDGS LLC 6.18%                                                                                                   | CUSIP: 43999AC24<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      100000 | PA      | $100000.00    | 0.01%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD                                            | JCPDL 2025-1A B                                                                                                            | CUSIP: 47235BAE3<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249390.05    | 0.03%             | 2037-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BY0557                                                                                                                  | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41189 | PA      | $41752.71     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                                     | VEGAS 2024-GCS C                                                                                                           | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $141148.71    | 0.01%             | 2036-07-10      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA6359                                                                                                                  | CUSIP: 3140QEB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      173333 | PA      | $148743.20    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA6711                                                                                                                  | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88933 | PA      | $76149.30     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR ZA2471                                                                                                                  | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4292 | PA      | $4037.87      | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BN6688                                                                                                                  | CUSIP: 3140JPNE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119482 | PA      | $114015.95    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                      | GS V5.387 02/02/41                                                                                                         | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      350000 | PA      | $340675.39    | 0.04%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RENEW PRIVATE LTD                                                                                  | RPVIN 5.875 03/05/27 REGS                                                                                                  | CUSIP: Y7279WAA9<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |      400000 | PA      | $398501.02    | 0.04%             | 2027-03-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                             | FANG 3.25 12/01/26                                                                                                         | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      990000 | PA      | $984903.49    | 0.10%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN AS8380                                                                                                                  | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23405 | PA      | $22306.96     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SB8507                                                                                                                  | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      113289 | PA      | $104233.17    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                        | PEP 4.45 05/15/28                                                                                                          | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      264000 | PA      | $266027.08    | 0.03%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM7632                                                                                                                  | CUSIP: 3140XBPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99822 | PA      | $95036.85     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                                                         | HGVLLC 4.875 07/01/31 144A                                                                                                 | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $92541.65     | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                     | SNX 5.3 10/10/35                                                                                                           | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      320000 | PA      | $313447.59    | 0.03%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                           | SELF 2024-STRG A                                                                                                           | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       18833 | PA      | $18833.20     | 0.00%             | 2034-11-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MG AZALEA LP TL 6.45%                                                                              | MG AZALEA LP TL 6.45%                                                                                                      | CUSIP: 55299BHE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1197112 | PA      | $1197111.91   | 0.13%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| BARCLAYS PLC                                                                                       | BACR V4.521 02/24/32                                                                                                       | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195770.19    | 0.02%             | 2032-02-24      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS4641                                                                                                                  | CUSIP: 3140XLEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50151 | PA      | $51899.56     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                         | BRKHEC V7.375 09/15/55                                                                                                     | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      165000 | PA      | $167288.71    | 0.02%             | 2055-09-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| LAGARINO (EUROPEAN LOAN CONDUIT N.40) DAC                                                          | EURO 40X D                                                                                                                 | CUSIP: G1207ZAD6<br>LEI: 984500F6BB6D4DUA7796 | Long             | ABS-O            | CORP              | IE        |      127447 | PA      | $149444.62    | 0.02%             | 2037-06-22      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| GARTNER INC                                                                                        | IT 3.625 06/15/29 144A                                                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      196000 | PA      | $184511.46    | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA7535                                                                                                                  | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      606619 | PA      | $540725.63    | 0.06%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 6 05/01/56                                                                                                             | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      501000 | PA      | $477248.29    | 0.05%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST 2026-GCP                                                            | ARES1 2026-GCP D                                                                                                           | CUSIP: 04021QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $250312.20    | 0.03%             | 2043-02-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN AX6435                                                                                                                  | CUSIP: 3138Y8EH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8554 | PA      | $8359.20      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA3022                                                                                                                  | CUSIP: 3140QALC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42588 | PA      | $41690.95     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN AS7488                                                                                                                  | CUSIP: 3138WHKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      516319 | PA      | $468739.96    | 0.05%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR SC0111                                                                                                                  | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       82212 | PA      | $77072.79     | 0.01%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                        | TRGP 4.875 02/01/31                                                                                                        | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |      261000 | PA      | $260891.56    | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA8635                                                                                                                  | CUSIP: 3140QGSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30049 | PA      | $28719.52     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                       | SPLLLC 4.5 05/15/30                                                                                                        | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      194000 | PA      | $193781.36    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FR ZS9068                                                                                                                  | CUSIP: 3132AACD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29005 | PA      | $28274.96     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA7767                                                                                                                  | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      207348 | PA      | $177795.93    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                                     | BPLN 2.721 01/12/32                                                                                                        | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      104000 | PA      | $94089.95     | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                                   | RPGB 6.375 07/27/30 0770                                                                                                   | CUSIP: Y6972FE89<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     4420000 | PA      | $70702.43     | 0.01%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                      | COMM 2025-167G E                                                                                                           | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30000 | PA      | $29763.31     | 0.00%             | 2040-08-10      | Variable      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                      | CCL 5.75 08/01/32 144A                                                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      115000 | PA      | $115578.22    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                                                              | MTCTB 7.55 07/21/30 REGS                                                                                                   | CUSIP: Y613G3QA0<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      250000 | PA      | $253588.24    | 0.03%             | 2030-07-21      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                                                 | TRTN 5.15 02/15/33                                                                                                         | CUSIP: 89681LAC6<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |      140000 | PA      | $137414.42    | 0.01%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                                | NEXTERA ENERGY CAPITAL HOLDINGS INC PUBLIC OFFERING OF 60NC5 FIXED-FOR-LIFE JUNIOR SUBORDINATED DEBENTURES DUE 15-APR-2086 | CUSIP: 65339K829<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |        5000 | PA      | $125950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                            | CHTR 6.75 06/15/39                                                                                                         | CUSIP: 88732JAU2<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |      113000 | PA      | $112076.85    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                       | INDOGB 7 05/15/27 FR59                                                                                                     | CUSIP: Y39814HA2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1749000000 | PA      | $101630.94    | 0.01%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                                 | FFML 2003-FF4 M1                                                                                                           | CUSIP: 32027NDU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      161563 | PA      | $161043.97    | 0.02%             | 2033-10-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                                                                   | BMARK 2019-B9 XA                                                                                                           | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1564326 | PA      | $34524.36     | 0.00%             | 2052-03-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN AS5480                                                                                                                  | CUSIP: 3138WFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22823 | PA      | $22446.83     | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                         | BRKHEC 3.15 04/15/50                                                                                                       | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       51000 | PA      | $33907.52     | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                            | BPCEGP V2.277 01/20/32 144A                                                                                                | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1059884.50   | 0.11%             | 2032-01-20      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO LIFE INSURANCE COMPANY                                                                    | SUMILF V3.375 04/15/81 144A                                                                                                | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |      360000 | PA      | $328936.03    | 0.03%             | 2081-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2622                                                                                                                  | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366279 | PA      | $314558.98    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0193                                                                                                                  | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      190419 | PA      | $162717.85    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0496                                                                                                                  | CUSIP: 3140XFRS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51463 | PA      | $49005.17     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.5 04/30/28                                                                                                             | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       61000 | PA      | $60540.12     | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR SC0063                                                                                                                  | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      100447 | PA      | $97322.98     | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERVICES CORP                                                                  | STC 3.6 11/15/31                                                                                                           | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |      370000 | PA      | $329467.99    | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                      | C V2.976 11/05/30                                                                                                          | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      174000 | PA      | $164639.18    | 0.02%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                                              | AR 5.375 03/01/30 144A                                                                                                     | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      862000 | PA      | $867216.82    | 0.09%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0785                                                                                                                  | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       80591 | PA      | $65794.38     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RB5148                                                                                                                  | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72234 | PA      | $62409.76     | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHMR 2024-P015 A1                                                                                                          | CUSIP: 3137HDJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       26402 | PA      | $26185.06     | 0.00%             | 2032-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                    | BNTNF 10 01/01/31 NTNF                                                                                                     | CUSIP: P8T60NEH0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      431000 | PA      | $76446.52     | 0.01%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BCRED CLO 2026-1 LLC                                                                               | BCRED 2026-1A B                                                                                                            | CUSIP: 05557LAC3<br>LEI: 25490083OXQDCR6C9A06 | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $299219.28    | 0.03%             | 2039-04-24      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                     | CRM 4.9 09/15/31                                                                                                           | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99706.27     | 0.01%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4 07/31/32                                                                                                               | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       11000 | PA      | $10906.33     | 0.00%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.75 02/15/56                                                                                                            | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       43000 | PA      | $41400.94     | 0.00%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0789                                                                                                                  | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15143 | PA      | $12441.92     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2863                                                                                                                  | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35149 | PA      | $30438.48     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 2 11/15/26                                                                                                               | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1185800 | PA      | $1174933.26   | 0.12%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0892                                                                                                                  | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      273466 | PA      | $223664.44    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 TRUST                                                                               | STAR 2025-SFR6 B                                                                                                           | CUSIP: 85520EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $500918.80    | 0.05%             | 2042-08-17      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| GABX LEASING LLC                                                                                   | GATX 5.3 04/15/36 144A                                                                                                     | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |      250000 | PA      | $246825.93    | 0.03%             | 2036-04-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                | GPN 5.4 03/15/33                                                                                                           | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      170000 | PA      | $166200.90    | 0.02%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                   | DUK 3.5 06/15/51                                                                                                           | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       95000 | PA      | $63639.43     | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB1431                                                                                                                  | CUSIP: 3140QLSV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58151 | PA      | $54898.88     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BJ0648                                                                                                                  | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28433 | PA      | $26289.53     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM1543                                                                                                                  | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1323 | PA      | $1223.97      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                                   | RGA 5.75 09/15/34                                                                                                          | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      320000 | PA      | $327265.96    | 0.03%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                                      | GBLATL V7.95 10/15/54 144A                                                                                                 | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25070.75     | 0.00%             | 2054-10-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2025-NQM4 TRUST                                                                              | HOMES 2025-NQM4 A3                                                                                                         | CUSIP: 403958AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      856281 | PA      | $855140.42    | 0.09%             | 2070-08-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                    | VDC 2025-1A A2                                                                                                             | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $824945.06    | 0.09%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                                         | HUM V6.625 09/15/56                                                                                                        | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      250000 | PA      | $246338.22    | 0.03%             | 2056-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA7137                                                                                                                  | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      458127 | PA      | $410210.30    | 0.04%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                     | MS V3.217 04/22/42                                                                                                         | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      138000 | PA      | $104616.31    | 0.01%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-7                                                                  | VERUS 2025-7 A3                                                                                                            | CUSIP: 924931AG3<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-O            | CORP              | US        |      883547 | PA      | $882632.84    | 0.09%             | 2070-08-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| ALTDE 2026-1 TRUST                                                                                 | ALTDE 2026-1A A                                                                                                            | CUSIP: 02090EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $499995.50    | 0.05%             | 2051-03-31      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING 0%                                                                           | FTAI AIRCRAFT LEASING 0%                                                                                                   | CUSIP: 99988F989<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350013 | PA      | $1350013.01   | 0.14%             | 2031-03-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                          | OKE 6.25 10/15/55                                                                                                          | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      275000 | PA      | $270239.00    | 0.03%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA9439                                                                                                                  | CUSIP: 3133KRPY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43598 | PA      | $44068.55     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0878                                                                                                                  | CUSIP: 3132DM6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33197 | PA      | $31604.34     | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8205                                                                                                                  | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65793 | PA      | $55459.29     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5563 FA                                                                                                                | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      163421 | PA      | $165440.75    | 0.02%             | 2055-08-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS                                                           | BHMS 2025-ATLS A                                                                                                           | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      622000 | PA      | $622777.50    | 0.07%             | 2042-08-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK ALLOCATION TARGET SHARES                                                                 | BLACKROCK ALLOCATION TARGET SHARES BATS SER A PT                                                                           | CUSIP: 092480706<br>LEI: 549300R5YFYF3PL2MC94 | Long             | EC               | RF                | US        |     5928904 | PA      | $56621034.63  | 5.95%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0716                                                                                                                  | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      429337 | PA      | $351299.49    | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                                                   | EVRG 5.125 08/15/35                                                                                                        | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      875000 | PA      | $869405.78    | 0.09%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                                   | VBTEL 2026-1A D                                                                                                            | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $494893.35    | 0.05%             | 2056-03-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                                          | OKE 4.95 10/15/32                                                                                                          | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36753.54     | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                         | ROMANI 5.375 06/07/33 144A                                                                                                 | CUSIP: YK6552730<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        4000 | PA      | $4625.55      | 0.00%             | 2033-06-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                            | MPLX 4.95 03/14/52                                                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      130000 | PA      | $108350.80    | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0923                                                                                                                  | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      594489 | PA      | $508162.34    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                | ARE 5.25 03/15/36                                                                                                          | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194449.68    | 0.02%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HLEND CLO 2026-5 LLC                                                                               | HLEND 2026-5A B                                                                                                            | CUSIP: 403967AE2<br>LEI: 529900N6JRXPABMGOA33 | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $149614.97    | 0.02%             | 2039-04-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                                   | RGA V6.375 09/15/56                                                                                                        | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      265000 | PA      | $259514.69    | 0.03%             | 2056-09-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                                                                     | WSPCN 5.039 09/18/31 144A                                                                                                  | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $199143.98    | 0.02%             | 2031-09-18      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | SP 0 02/15/51                                                                                                              | CUSIP: 912803FV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11750000 | PA      | $3286160.69   | 0.35%             | 2051-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                                                       | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     2230899 | NS      | $2230898.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM5305                                                                                                                  | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51070 | PA      | $41843.30     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB2621                                                                                                                  | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242827 | PA      | $209081.63    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                         | ROMANI 6.125 10/07/37 144A                                                                                                 | CUSIP: YK6552755<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        4000 | PA      | $4597.18      | 0.00%             | 2037-10-07      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RJ1528                                                                                                                  | CUSIP: 3142GRVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      113439 | PA      | $116474.51    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                                              | NOVNVX 5.7 03/18/56                                                                                                        | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150247.96    | 0.02%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLACEHOLDER BLACKSTONE ST                                                                          | PLACEHOLDER BLACKSTONE ST                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $700000.00    | 0.07%             | 2033-12-31      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                                  | ECUA 6.9 07/31/35 REGS                                                                                                     | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       11000 | PA      | $10147.50     | 0.00%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                                     | BPLN 5.017 11/17/27                                                                                                        | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101254.59    | 0.01%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5571 BA                                                                                                                | CUSIP: 3137HMEB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      562572 | PA      | $563788.16    | 0.06%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H6 MORTGAGE TRUST                                                                       | CROSS 2025-H6 A2                                                                                                           | CUSIP: 22758TAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      334823 | PA      | $335227.45    | 0.04%             | 2070-07-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM6                                           | MSRM 2026-NQM2 A1                                                                                                          | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      349375 | PA      | $346396.68    | 0.04%             | 2071-01-26      | Variable      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| BBVA CONSUMER 2026-1 FONDO DE TITULIZACION                                                         | BBVAC 2026-1 F                                                                                                             | CUSIP: E224FNAF1<br>LEI: 9598008ZNM97MVXBD120 | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $117040.79    | 0.01%             | 2039-05-20      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                                       | CHTR 4.75 02/01/32 144A                                                                                                    | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $89543.00     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD0730                                                                                                                  | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25269 | PA      | $20629.45     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sage Ar Funding 2026 NO.1 PLC                                                                      | SGSHR 2026-1X C                                                                                                            | CUSIP: G7770NAE5<br>LEI: 213800Y337GJQTPC7M38 | Long             | ABS-O            | CORP              | GB        |      130000 | PA      | $176214.78    | 0.02%             | 2038-05-18      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| JAPAN HOUSING FINANCE AGENCY                                                                       | KIKO 170 1                                                                                                                 | CUSIP: J2S619UA8<br>LEI: N/A                  | Long             | ABS-O            | NUSS              | JP        |    76665000 | PA      | $356291.50    | 0.04%             | 2056-07-10      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2025-52 GA                                                                                                             | CUSIP: 3136BWWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      538372 | PA      | $538800.13    | 0.06%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2021-1                                                        | CLAST 2025-2A A                                                                                                            | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1611706 | PA      | $1610612.46   | 0.17%             | 2050-08-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.5 12/31/31                                                                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      321100 | PA      | $327534.54    | 0.03%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                         | COF V6.051 02/01/35                                                                                                        | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      320000 | PA      | $331799.00    | 0.03%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                                  | MFRA 2024-NPL1 A1                                                                                                          | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       84728 | PA      | $84855.76     | 0.01%             | 2062-10-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2025-9 FE                                                                                                              | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       61280 | PA      | $61869.19     | 0.01%             | 2055-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2025-1 MT                                                                                                              | CUSIP: 38385CQG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      210088 | PA      | $208454.87    | 0.02%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                  | HRI 6.625 06/15/29 144A                                                                                                    | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102464.90    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB8874                                                                                                                  | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      415658 | PA      | $431660.22    | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                                                              | FR SL2539                                                                                                                  | CUSIP: 31427PZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      650603 | PA      | $643927.90    | 0.07%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA9625                                                                                                                  | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28610 | PA      | $28890.28     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA (CA), STATE OF                                                                          | CA CAS 7.55 04/01/2039                                                                                                     | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       40000 | PA      | $47312.74     | 0.00%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)                                               | NY NYCUTL 6.01 06/15/2042                                                                                                  | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       95000 | PA      | $97166.01     | 0.01%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                      | SAGB 8 01/31/30 2030                                                                                                       | CUSIP: S69124VP7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4763515 | PA      | $284406.14    | 0.03%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      257000 | PA      | $205572.63    | 0.02%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB1428                                                                                                                  | CUSIP: 3140QLSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23728 | PA      | $22537.07     | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA8636                                                                                                                  | CUSIP: 3140QGS24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18659 | PA      | $17805.80     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-5 LLC                                                                                    | PRPM 2025-5 A1                                                                                                             | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      715611 | PA      | $714128.47    | 0.08%             | 2030-07-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| MORTIMER 2025-1 PLC                                                                                | MORTI 2025-1 X                                                                                                             | CUSIP: G6281NAC3<br>LEI: 213800PI5SCJ8WPLJX58 | Long             | ABS-O            | CORP              | GB        |      130000 | PA      | $182486.06    | 0.02%             | 2070-09-22      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA PTE LTD                                                                      | CONTINUUM ENERGY AURA PTE LTD 12.85% SNR NTS 11/09/2027 USD (144A)                                                         | CUSIP: 211926AA8<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |      231475 | PA      | $230618.54    | 0.02%             | 2027-09-11      | Fixed         | 12.85%                | Yes           |                  3 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-B                                                              | MFIT 2024-BA A                                                                                                             | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      134000 | PA      | $134185.68    | 0.01%             | 2038-11-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                      | C V6.875 PERP GG                                                                                                           | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      325000 | PA      | $329973.15    | 0.03%             | 2049-12-31      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 51 LLC                                                                       | CERB 2025-2A A                                                                                                             | CUSIP: 15675QAA2<br>LEI: 635400BNBEZ5CT8GJB24 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $498246.55    | 0.05%             | 2037-10-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                | SYF 2.875 10/28/31                                                                                                         | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      213000 | PA      | $187168.09    | 0.02%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                                       | QCOM 4.5 05/20/30                                                                                                          | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       51000 | PA      | $51262.52     | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                             | PNC V5.939 08/18/34                                                                                                        | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       58000 | PA      | $60975.51     | 0.01%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3                                                      | NRZT 2024-NQM3 B1                                                                                                          | CUSIP: 647910AG3<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101132.33    | 0.01%             | 2064-11-25      | Variable      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                              | FN FS9378                                                                                                                  | CUSIP: 3140XRM44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131076 | PA      | $115683.99    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1                                                                               | FIGRE 2025-HE1 A                                                                                                           | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      665187 | PA      | $670676.54    | 0.07%             | 2055-01-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR ZN2699                                                                                                                  | CUSIP: 3131Y87L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      198385 | PA      | $194071.71    | 0.02%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                  | CI 3.2 03/15/40                                                                                                            | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       35000 | PA      | $27221.78     | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2025-68 CA                                                                                                             | CUSIP: 3136BWL61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      316526 | PA      | $314991.41    | 0.03%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                | D V6.2 02/15/56                                                                                                            | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      225000 | PA      | $225415.58    | 0.02%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                                                       | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |         111 | NS      | $110.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE GAS HLDGS LLC 6.18%                                                                           | HOPE GAS HLDGS LLC 6.18%                                                                                                   | CUSIP: 43999ADB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      200000 | PA      | $204724.87    | 0.02%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| ARES DIRECT LENDING CLO 5 LLC                                                                      | ARESDL 2025-3A B                                                                                                           | CUSIP: 039973AE2<br>LEI: 254900FZTAJNX33DJ460 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249441.85    | 0.03%             | 2038-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER LLC                                                                          | SPRO 2024-1A A2                                                                                                            | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      830875 | PA      | $850818.49    | 0.09%             | 2054-01-25      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2025-128 AD                                                                                                            | CUSIP: 38381MZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       81281 | PA      | $81191.04     | 0.01%             | 2056-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV8                                                                           | PMTLT 2025-INV8 A7                                                                                                         | CUSIP: 73015EAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      704506 | PA      | $712977.66    | 0.07%             | 2056-07-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                                          | VNOM 5.7 08/01/35                                                                                                          | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      325000 | PA      | $329932.98    | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES7                                                                      | RCKT 2025-CES7 A1B                                                                                                         | CUSIP: 74943AAB8<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |      614510 | PA      | $615625.09    | 0.06%             | 2055-07-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                              | ATH 5.033 07/17/30 144A                                                                                                    | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      500000 | PA      | $495174.46    | 0.05%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                      | NRZT 2025-NQM1 A1                                                                                                          | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-O            | CORP              | US        |      115901 | PA      | $117158.75    | 0.01%             | 2065-01-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                                         | ABBV 4.875 03/15/30                                                                                                        | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       77000 | PA      | $78354.77     | 0.01%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                               | CENT 2025-CITY A                                                                                                           | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $170790.02    | 0.02%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2025-1                                                               | SGR 2025-1 ALCF                                                                                                            | CUSIP: 81880NAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $249827.03    | 0.03%             | 2065-12-25      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| POLARIS INC                                                                                        | PII 5.6 03/01/31                                                                                                           | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99767.74     | 0.01%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                                                 | APLD 9.25 12/15/30 144A                                                                                                    | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $107488.49    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MERCK & COMPANY INC                                                                                | MRK 4.15 05/18/43                                                                                                          | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84183.59     | 0.01%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG G60972                                                                                                                  | CUSIP: 31335BCH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14227 | PA      | $13989.30     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                                      | EGYGB 23.381 08/26/28 3Y                                                                                                   | CUSIP: M5R189YU4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1438000 | PA      | $27305.08     | 0.00%             | 2028-08-26      | Fixed         | 23.38%                | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                                            | BHI 4.05 03/11/29                                                                                                          | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $29785.48     | 0.00%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BN1628                                                                                                                  | CUSIP: 3140JHY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      165159 | PA      | $161720.31    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTER ASSET SECURITIZATION TRUST                                                                  | MASTR 2007-2 A2                                                                                                            | CUSIP: 57646NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289385 | PA      | $143146.22    | 0.02%             | 2038-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V4.078 04/23/40 MTN                                                                                                    | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      122000 | PA      | $106364.97    | 0.01%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG G61886                                                                                                                  | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21725 | PA      | $21862.76     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-L2                                                             | MSC 2019-L2 XA                                                                                                             | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2304825 | PA      | $53111.69     | 0.01%             | 2052-03-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4237                                                                                                                  | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      407206 | PA      | $328803.70    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM3 TRUST                                                                                | OBX 2025-NQM3 A1                                                                                                           | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |       80626 | PA      | $81254.80     | 0.01%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                                                     | EFMT 2025-INV1 A1                                                                                                          | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-O            | CORP              | US        |      144311 | PA      | $145126.78    | 0.02%             | 2070-03-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA7938                                                                                                                  | CUSIP: 3140QFZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193655 | PA      | $182619.64    | 0.02%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM5292                                                                                                                  | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145908 | PA      | $130190.63    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| A10 2025-FL6 Issuer LLC                                                                            | A10 2025-FL6 AS                                                                                                            | CUSIP: 00028AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $299843.13    | 0.03%             | 2042-05-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| WENDY'S FUNDING LLC                                                                                | WEN 2025-1A A2I                                                                                                            | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |      199500 | PA      | $196665.98    | 0.02%             | 2055-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA8389                                                                                                                  | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72242 | PA      | $69176.34     | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE COMPANY                                                                     | EPC 4.125 04/01/29 144A                                                                                                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95571.50     | 0.01%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                              | WFC V3.526 03/24/28 MTN                                                                                                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99240.08     | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM5530                                                                                                                  | CUSIP: 3140X9EC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5795 | PA      | $5484.82      | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2025-63 DF                                                                                                             | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       75295 | PA      | $76404.91     | 0.01%             | 2055-08-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC / BRIGHTSTAR GLOBAL SOLUTIONS CORP                                          | BRSL 5.75 01/15/33 144A                                                                                                    | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | PA      | $196097.88    | 0.02%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                                | MQGAU V2.871 01/14/33 144A                                                                                                 | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      290000 | PA      | $259785.01    | 0.03%             | 2033-01-14      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TRUST I                                                                        | LIFEVT 4.161 08/15/51                                                                                                      | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $496174.51    | 0.05%             | 2051-08-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FINANCE LLC                                                                     | BNCN 6.087 06/14/33                                                                                                        | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |      133000 | PA      | $139671.48    | 0.01%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                                             | COXENT 5.8 12/15/53 144A                                                                                                   | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       75000 | PA      | $63302.40     | 0.01%             | 2053-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2025-9 FG                                                                                                              | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       61638 | PA      | $62366.22     | 0.01%             | 2055-03-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                                  | VERUS 2025-5 A1                                                                                                            | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-O            | CORP              | US        |       97696 | PA      | $98166.42     | 0.01%             | 2070-06-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                               | FLTR 6.375 04/29/29 144a                                                                                                   | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      320000 | PA      | $324682.56    | 0.03%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                                                   | VEDLN 10.875 09/17/29 REGS                                                                                                 | CUSIP: G9T27HAG9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $212520.74    | 0.02%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                                               | LOW 4.5 10/15/32                                                                                                           | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       53000 | PA      | $52073.27     | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR SL3073                                                                                                                  | CUSIP: 31427QMX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      413935 | PA      | $418486.22    | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC                                                                 | CMDC 2026-1A A21                                                                                                           | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      109000 | PA      | $107975.04    | 0.01%             | 2056-02-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                                                       | GOOGL 3.7 02/15/29                                                                                                         | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       89000 | PA      | $87989.68     | 0.01%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                                                            | PLYM 2026-IND D                                                                                                            | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99500.42     | 0.01%             | 2043-03-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                         | FIS 4.45 03/10/28                                                                                                          | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44873.74     | 0.00%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN AS0496                                                                                                                  | CUSIP: 3138W9RS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3262 | PA      | $3220.94      | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                 | UNP 3.7 03/01/29                                                                                                           | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      191000 | PA      | $188323.32    | 0.02%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                      | COMM 2025-167G A                                                                                                           | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       36000 | PA      | $35548.17     | 0.00%             | 2040-08-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35                                                                      | BBCMS 2025-C35 AS                                                                                                          | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       16000 | PA      | $16450.66     | 0.00%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F020661<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      279000 | PA      | $223115.80    | 0.02%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2-30YR-Multi                                                                                                              | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1549000 | PA      | $1274129.59   | 0.13%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                               | FYBR 5 05/01/28 144A                                                                                                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      263000 | PA      | $263000.00    | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA8388                                                                                                                  | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      286617 | PA      | $271263.36    | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG G61079                                                                                                                  | CUSIP: 31335BFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14004 | PA      | $13766.82     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG Q59918                                                                                                                  | CUSIP: 3132Y4AU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122660 | PA      | $120659.33    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.25 06/30/29                                                                                                            | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1253600 | PA      | $1228625.93   | 0.13%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.875 02/15/43                                                                                                           | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      252500 | PA      | $222555.08    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 3.5 08/01/50                                                                                                           | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      501000 | PA      | $330945.75    | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM1518                                                                                                                  | CUSIP: 3140X4VL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39685 | PA      | $38910.72     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                             | UNH 3.5 08/15/39                                                                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       45000 | PA      | $36807.61     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                                  | LYB 4.2 10/15/49                                                                                                           | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      226000 | PA      | $162360.37    | 0.02%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                  | EPD 3.2 02/15/52                                                                                                           | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      111000 | PA      | $72657.86     | 0.01%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                          | AAPL 1.25 08/20/30                                                                                                         | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88470.41     | 0.01%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                                 | MVMHU 6.5 03/13/31                                                                                                         | CUSIP: X5T03SAD9<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      298000 | PA      | $312111.95    | 0.03%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                                    | MCD 5.2 05/17/34 GMTN                                                                                                      | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      269000 | PA      | $275340.97    | 0.03%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                                           | MSRM 2025-DSC2 A1                                                                                                          | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      108491 | PA      | $108855.32    | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| COMM 2025-SBX MORTGAGE TRUST                                                                       | COMM 2025-SBX B                                                                                                            | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       14000 | PA      | $13896.52     | 0.00%             | 2041-08-10      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Series Trust-1 Trust                                                                               | GMACN 2025-WPAFB A                                                                                                         | CUSIP: 817935AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140680 | PA      | $151231.16    | 0.02%             | 2036-08-10      | Fixed         | 7.15%                 | No            |                  3 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                                              | SMCGL V8.375 PERP                                                                                                          | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $199186.72    | 0.02%             | 2049-12-31      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-IX LTD                                                                          | PKBLU 2025-9A A1                                                                                                           | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250624.93    | 0.03%             | 2038-10-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2025-129 AB                                                                                                            | CUSIP: 38381MYE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       39603 | PA      | $39163.86     | 0.00%             | 2054-09-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRIME PPTY FD 5.81%                                                                                | PRIME PPTY FD 5.81%                                                                                                        | CUSIP: 74199AVS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $400000.00    | 0.04%             | 2035-07-15      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| CERBERUS LOAN FUNDING 51 LLC                                                                       | CERB 2025-2A B                                                                                                             | CUSIP: 15675QAC8<br>LEI: 635400BNBEZ5CT8GJB24 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $499972.20    | 0.05%             | 2037-10-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                   | NSLT 2025-BA B                                                                                                             | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $159120.75    | 0.02%             | 2055-05-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                   | NSLT 2025-BA C                                                                                                             | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $117976.54    | 0.01%             | 2055-05-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                          | JPM V4.995 07/22/30                                                                                                        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      297000 | PA      | $300661.15    | 0.03%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                         | UKRAIN 4.5 02/01/36 REGS                                                                                                   | CUSIP: X5S0056C0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        9400 | PA      | $5567.47      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX FINANCE COMPANY SAU                                                                        | CLNXSM 3.875 01/19/36 EMTN                                                                                                 | CUSIP: E2R41NAK8<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $113655.34    | 0.01%             | 2036-01-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                                                    | PFP 2026-13 B                                                                                                              | CUSIP: 716966AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      100000 | PA      | $100125.89    | 0.01%             | 2043-08-18      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6868                                                                                                                  | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112878 | PA      | $114119.41    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                                    | COLTES 11.75 01/24/35 B                                                                                                    | CUSIP: P6S337RP2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   308400000 | PA      | $77134.08     | 0.01%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                        | ORCL 5.95 09/26/55                                                                                                         | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      641000 | PA      | $536919.89    | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                       | AVGO 3.419 04/15/33                                                                                                        | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      141000 | PA      | $129185.29    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4280                                                                                                                  | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239881 | PA      | $184459.40    | 0.02%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                       | CNC 2.5 03/01/31                                                                                                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       85000 | PA      | $74080.76     | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                            | HCA 3.5 07/15/51                                                                                                           | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      108000 | PA      | $71118.88     | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA8042                                                                                                                  | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      527069 | PA      | $451902.87    | 0.05%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                                 | XEL 1.875 06/15/31                                                                                                         | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      127000 | PA      | $110969.90    | 0.01%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                       | ENTG 4.75 04/15/29 144A                                                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      540000 | PA      | $535819.81    | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                                      | MUNRE V5.875 05/23/42 144A                                                                                                 | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $410144.74    | 0.04%             | 2042-05-23      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FIVE GUYS FUNDING LLC                                                                              | GUYS 2023-1A A2                                                                                                            | CUSIP: 33830JAE5<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |      295500 | PA      | $300586.83    | 0.03%             | 2054-01-26      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RJ1718                                                                                                                  | CUSIP: 3142GR4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58837 | PA      | $60181.30     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RJ1783                                                                                                                  | CUSIP: 3142GR6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130336 | PA      | $133890.43    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                      | C V0 12/11/30 mTn                                                                                                          | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      398000 | PA      | $398000.00    | 0.04%             | 2030-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                           | EQT 7 02/01/30                                                                                                             | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      483000 | PA      | $516196.35    | 0.05%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                                                    | GS V0 01/15/31 Dmtn                                                                                                        | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |      840000 | PA      | $840000.00    | 0.09%             | 2031-01-15      | Floating      |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-15YR                                                                                                                  | CUSIP: 01F042467<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3591250 | PA      | $3560811.57   | 0.37%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II LP                                                                          | TPG 5.875 03/05/34                                                                                                         | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      247000 | PA      | $251598.77    | 0.03%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                                  | GXO 6.25 05/06/29                                                                                                          | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      320000 | PA      | $332162.79    | 0.03%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                                           | ICLR 5.849 05/08/29                                                                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $203800.02    | 0.02%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                                                       | FORTRE 6.25 04/01/30 144A                                                                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |      320000 | PA      | $327802.61    | 0.03%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.875 08/15/34                                                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       16000 | PA      | $15526.25     | 0.00%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.125 08/15/44                                                                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      325700 | PA      | $292824.66    | 0.03%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-15YR                                                                                                                  | CUSIP: 01F042475<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2908750 | PA      | $2882164.66   | 0.30%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                                                        | LEBAN 6.25 11/04/24 GMTN                                                                                                   | CUSIP: M8787UAM3<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       18000 | PA      | $4536.00      | 0.00%             | 2024-11-04      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                                   | LAZ 5.625 08/01/35                                                                                                         | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      550000 | PA      | $549334.38    | 0.06%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5566 EA                                                                                                                | CUSIP: 3137HMHR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      606415 | PA      | $606696.26    | 0.06%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB5227                                                                                                                  | CUSIP: 3140QQYZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99874 | PA      | $100788.91    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | TII 2.125 01/15/35                                                                                                         | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4090000 | PA      | $4338613.77   | 0.46%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                                             | EQTSS 5.85 05/08/35 144A                                                                                                   | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |      320000 | PA      | $323060.47    | 0.03%             | 2035-05-08      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-5                                                                      | SEMT 2025-5 A5                                                                                                             | CUSIP: 81743GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      612372 | PA      | $612364.71    | 0.06%             | 2055-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                     | AMZN 3.95 04/13/52                                                                                                         | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      295000 | PA      | $223846.26    | 0.02%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA6397                                                                                                                  | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      190802 | PA      | $164344.81    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                               | OMF 6.125 05/15/30                                                                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      350000 | PA      | $349878.20    | 0.04%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE COMPANY                                                                     | SYA 6.55 10/01/55 144A                                                                                                     | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151877.39    | 0.02%             | 2055-10-01      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                                         | PNW 5.15 05/15/30                                                                                                          | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      294000 | PA      | $299000.13    | 0.03%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-INV1                                                                          | NYMT 2026-INV1 A1                                                                                                          | CUSIP: 62957GAF4<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-O            | CORP              | US        |      272188 | PA      | $270791.12    | 0.03%             | 2061-02-25      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                                                                           | MSCI 3.875 02/15/31 144A                                                                                                   | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       88000 | PA      | $83566.82     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                                           | IRM 5.25 07/15/30 144A                                                                                                     | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98965.17     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2025-SFR2 TRUST                                                                 | TCN 2025-SFR2 B                                                                                                            | CUSIP: 89617FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      999006 | PA      | $988328.01    | 0.10%             | 2044-08-09      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| EVERCORE INC 5.47%                                                                                 | EVERCORE INC 5.47%                                                                                                         | CUSIP: 02099AJX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $819210.26    | 0.09%             | 2032-07-24      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5554 A                                                                                                                 | CUSIP: 3137HMA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      328501 | PA      | $330547.66    | 0.03%             | 2053-04-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 49(M)-R2                                                                | GOCAP 2020-49A A1R2                                                                                                        | CUSIP: 38181HAC7<br>LEI: 254900HDEN0DKV4B8U17 | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $847029.59    | 0.09%             | 2038-07-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PLACEHOLDER PILATUS 1 CFO                                                                          | PLACEHOLDER PILATUS 1 CFO                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $250000.00    | 0.03%             | 2040-03-31      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| DOMINION ENERGY INC                                                                                | D V6 02/15/56 **                                                                                                           | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      387000 | PA      | $387202.79    | 0.04%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN AW1281                                                                                                                  | CUSIP: 3138XQM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1593 | PA      | $1563.74      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2025-1 CT                                                                                                              | CUSIP: 38385CRP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       87422 | PA      | $87405.30     | 0.01%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HV STRUCTURED SLTN. TL                                                                             | HV STRUCTURED SLTN. TL                                                                                                     | CUSIP: LX2090590<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      342066 | PA      | $342066.24    | 0.04%             | 2026-09-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| WESTCONNEX FINANCE COMPANY PTY LTD                                                                 | WENNEX 6.413 04/30/36 MTN                                                                                                  | CUSIP: Q9609MAC3<br>LEI: 254900CGI0XY1HBTHF74 | Long             | DBT              | CORP              | AU        |      320000 | PA      | $229510.85    | 0.02%             | 2036-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                          | AMGN 6.4 02/01/39                                                                                                          | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      105000 | PA      | $112856.10    | 0.01%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                                                 | LEXT 2026-450 A                                                                                                            | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       60000 | PA      | $59925.00     | 0.01%             | 2028-03-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                       | UBS V7.125 PERP ..                                                                                                         | CUSIP: H3698DGZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      285000 | PA      | $201621.68    | 0.02%             | 2049-12-31      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                                         | ABBV 4.55 03/15/35                                                                                                         | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       71000 | PA      | $68903.20     | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA8391                                                                                                                  | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29842 | PA      | $28575.55     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8128                                                                                                                  | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      858427 | PA      | $693738.76    | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA7192                                                                                                                  | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66284 | PA      | $54559.38     | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FR SD8134                                                                                                                  | CUSIP: 3132DWBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      342061 | PA      | $276197.96    | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                             | CRK 6.75 03/01/29 144A                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99964.68     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA6342                                                                                                                  | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230063 | PA      | $196880.77    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS1335                                                                                                                  | CUSIP: 3140XGPV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27731 | PA      | $26412.61     | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                       | BMY 4.625 05/15/44                                                                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39631.96     | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA3282                                                                                                                  | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      266254 | PA      | $238110.82    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                                | NEE V3.8 03/15/82                                                                                                          | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48766.55     | 0.01%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                       | ENBCN 5.625 04/05/34                                                                                                       | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      320000 | PA      | $330232.34    | 0.03%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                      | NEE 4.125 02/01/42                                                                                                         | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      228000 | PA      | $194129.57    | 0.02%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BN1623                                                                                                                  | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27571 | PA      | $27022.73     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA2708                                                                                                                  | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9620 | PA      | $9154.54      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4467                                                                                                                  | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48918 | PA      | $43081.00     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                                         | TIAAGL 5.85 04/15/34 144A                                                                                                  | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $330025.91    | 0.03%             | 2034-04-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2025-CES1                                                         | VSTA 2025-CES1 A1                                                                                                          | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1167275 | PA      | $1173319.58   | 0.12%             | 2055-04-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                       | FE 4.55 04/01/49 144A                                                                                                      | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      200000 | PA      | $165707.67    | 0.02%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BM5862                                                                                                                  | CUSIP: 3140JAQQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110870 | PA      | $108597.19    | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR SL3070                                                                                                                  | CUSIP: 31427QMU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      193142 | PA      | $174440.28    | 0.02%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission                                                                               | Allison Transmission Term Loan B (Incremental) 175 2032-10-28                                                              | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |      400000 | PA      | $402108.00    | 0.04%             | 2032-11-05      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA5368                                                                                                                  | CUSIP: 3140QC6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72691 | PA      | $68966.08     | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BR7802                                                                                                                  | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85212 | PA      | $69644.98     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2016-2                                                      | VCC 2026-1 A                                                                                                               | CUSIP: 92262WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      169962 | PA      | $167666.91    | 0.02%             | 2056-02-25      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                             | BX 2026-VLT9 A                                                                                                             | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189000 | PA      | $188645.63    | 0.02%             | 2045-03-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                              | SPGB 2.6 05/31/31                                                                                                          | CUSIP: E8922ARN2<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      365000 | PA      | $420983.09    | 0.04%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.25 11/30/26                                                                                                            | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2538000 | PA      | $2545633.82   | 0.27%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.625 02/15/35                                                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      149000 | PA      | $152131.33    | 0.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TABCORP FINANCE PTY LTD                                                                            | TAHAU 5.991 05/28/31 MTN                                                                                                   | CUSIP: Q8806NAA8<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $175237.64    | 0.02%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5508 FE                                                                                                                | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      105776 | PA      | $107335.83    | 0.01%             | 2055-02-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                         | ROMANI 4.625 03/04/33 144A                                                                                                 | CUSIP: X7360WDX7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        3000 | PA      | $3338.10      | 0.00%             | 2033-03-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RWLV CAPITAL INC                                                                                   | RWLVCA 4.625 04/16/29 REGS                                                                                                 | CUSIP: U76198AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $178777.06    | 0.02%             | 2029-04-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                          | JPM V5.571 04/22/28                                                                                                        | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      309000 | PA      | $312454.39    | 0.03%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                       | AVGO 5.15 11/15/31                                                                                                         | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38899.66     | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-HE1                                                       | GSMBS 2025-HE1 A1                                                                                                          | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-O            | CORP              | US        |      412697 | PA      | $413722.81    | 0.04%             | 2055-10-25      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TRUST                                                                               | GCAT 2025-NQM4 A2                                                                                                          | CUSIP: 367923AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      412127 | PA      | $413315.23    | 0.04%             | 2070-06-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BM5984                                                                                                                  | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104529 | PA      | $104864.06    | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QA0639                                                                                                                  | CUSIP: 31334WV81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       94451 | PA      | $89382.42     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2025-65 BA                                                                                                             | CUSIP: 3136BWU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      554578 | PA      | $555389.12    | 0.06%             | 2053-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-CP1                                                                           | NYMT 2025-CP1 A1                                                                                                           | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-O            | CORP              | US        |      768132 | PA      | $739745.58    | 0.08%             | 2069-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2026-FL4 LLC                                                                                 | ACREC 2026-FL4 B                                                                                                           | CUSIP: 004970AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $249398.23    | 0.03%             | 2043-01-18      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FINANCE AUTHORITY (CA)                                                           | CA CASGEN 5.4 11/15/2031                                                                                                   | CUSIP: 13057EKC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $102500.49    | 0.01%             | 2031-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SD8361                                                                                                                  | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       76845 | PA      | $75984.97     | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTA ENERGY ARGENTINA SAU                                                                         | VISTAA 7.625 12/10/35 144A                                                                                                 | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       16000 | PA      | $16480.00     | 0.00%             | 2035-12-10      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.625 02/15/55                                                                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       19000 | PA      | $17893.40     | 0.00%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                                                              | CZGB 4 04/04/44 158                                                                                                        | CUSIP: YU1877221<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      940000 | PA      | $39117.56     | 0.00%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV7                                                                           | PMTLT 2025-INV7 A7                                                                                                         | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      592721 | PA      | $597837.94    | 0.06%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5564 CA                                                                                                                | CUSIP: 3137HMCR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      235531 | PA      | $235442.20    | 0.02%             | 2052-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                                              | CHDN 5.75 04/01/30 144A                                                                                                    | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99673.49     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM6863                                                                                                                  | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102204 | PA      | $83739.06     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24744573 | PA      | $24352439.32  | 2.56%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2751273 | PA      | $2705093.54   | 0.28%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2025-117 NB                                                                                                            | CUSIP: 38381NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      532879 | PA      | $536467.17    | 0.06%             | 2052-03-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V6.25 PERP                                                                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25266.78     | 0.00%             | 2049-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      952000 | PA      | $954578.70    | 0.10%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2548000 | PA      | $2557887.77   | 0.27%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                 | ET 4.15 09/15/29                                                                                                           | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      119000 | PA      | $117323.44    | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                                            | STCITY 6.5 01/15/28 REGS                                                                                                   | CUSIP: G85381AF1<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $199622.07    | 0.02%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                         | UKRAIN 0 02/01/30 144A                                                                                                     | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        1000 | PA      | $632.99       | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                                   | AETUNI 7.5 10/01/29 144A                                                                                                   | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104469.70    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6                                                      | VCC 2024-6 M3                                                                                                              | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99181 | PA      | $99230.33     | 0.01%             | 2054-12-25      | Variable      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                                     | VEGAS 2024-GCS D                                                                                                           | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215000 | PA      | $213431.38    | 0.02%             | 2036-07-10      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                          | MPEL 5.75 07/21/28 REGS                                                                                                    | CUSIP: G5975LAF3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $198906.19    | 0.02%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FM7599                                                                                                                  | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199532 | PA      | $183229.84    | 0.02%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Stores                                                                                  | Burlington Stores Term Loan B-7 175 2031-09-08                                                                             | CUSIP: 121575AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      791960 | PA      | $791302.47    | 0.08%             | 2031-09-19      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                       | AVGO 4.8 10/15/34                                                                                                          | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       34000 | PA      | $33548.67     | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PURE INDUSTRIAL ISSUER TRUST CANADA                                                                | BX 2024-PURE A                                                                                                             | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |       24940 | PA      | $18506.20     | 0.00%             | 2029-11-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB1429                                                                                                                  | CUSIP: 3140QLST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49170 | PA      | $46579.61     | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB1432                                                                                                                  | CUSIP: 3140QLSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49168 | PA      | $47064.51     | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                         | INTC 2.8 08/12/41                                                                                                          | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       38000 | PA      | $26601.07     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                           | T 2.55 12/01/33                                                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       43000 | PA      | $36355.77     | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 TRUST                                                                               | OBX 2025-NQM13 A3                                                                                                          | CUSIP: 67121UAC0<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-O            | CORP              | US        |      602806 | PA      | $604796.64    | 0.06%             | 2065-05-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| STAR 2025-SFR6 TRUST                                                                               | STAR 2025-SFR6 A                                                                                                           | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $499688.20    | 0.05%             | 2042-08-17      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                       | INDON 2.85 02/14/30                                                                                                        | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $376284.24    | 0.04%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                                    | COLTES 5.75 11/03/27 B                                                                                                     | CUSIP: P6S32JT83<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   847700000 | PA      | $208303.53    | 0.02%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BQ0697                                                                                                                  | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43458 | PA      | $35184.41     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BX9114                                                                                                                  | CUSIP: 3140NEDU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23385 | PA      | $23123.73     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2024-FL9 ISSUER LLC                                                                      | FSRIA 2024-FL9 A                                                                                                           | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100043.97    | 0.01%             | 2039-10-19      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2024-ATRM                                                             | AHPT 2024-ATRM E                                                                                                           | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30000 | PA      | $30947.09     | 0.00%             | 2029-11-10      | Variable      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2020-SPT1 TRUST                                                                               | CSMC 2020-SPT1 PT                                                                                                          | CUSIP: 12659LAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      107059 | PA      | $107658.51    | 0.01%             | 2065-04-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-NQM1                                                                 | JPMMT 2026-NQM1 A1LC                                                                                                       | CUSIP: 46660DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85000 | PA      | $84368.13     | 0.01%             | 2066-06-25      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                                   | VBTEL 2026-1A D                                                                                                            | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       52000 | PA      | $51468.91     | 0.01%             | 2056-03-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL                                                            | MTN 2026-LPFX A                                                                                                            | CUSIP: 624944AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99594.17     | 0.01%             | 2043-05-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                   | DTMINC 5.8 12/15/34 144A                                                                                                   | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $370722.48    | 0.04%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-1 LTD                                                                                   | AASET 2025-1A A                                                                                                            | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      246474 | PA      | $248525.38    | 0.03%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                                                            | GFKLDE 9 09/01/28 REGS                                                                                                     | CUSIP: L4155JAP5<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |       21753 | PA      | $25744.61     | 0.00%             | 2028-09-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| JCP DIRECT LENDING CLO 2023-1 LTD                                                                  | JCPDL 2023-1A AJR                                                                                                          | CUSIP: 46656TAU0<br>LEI: 254900B78BA7J8JB6X59 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1000364.60   | 0.11%             | 2037-07-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4 11/15/35                                                                                                               | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        6000 | PA      | $5822.81      | 0.00%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -31160000 | PA      | $-30666199.38 | -3.22%            | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2025-69 DA                                                                                                             | CUSIP: 3136BWB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      768506 | PA      | $769179.49    | 0.08%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                | D V6 02/15/56 **                                                                                                           | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150078.60    | 0.02%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2-30YR-Multi                                                                                                              | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      200000 | PA      | $208472.77    | 0.02%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTHORITY (CA)                                                                       | CA BAYTRN 7.04 04/01/2050                                                                                                  | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      119746 | PA      | $134947.56    | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                      | GS V5.536 01/28/36                                                                                                         | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       81000 | PA      | $82325.03     | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                      | COMM 2025-167G F                                                                                                           | CUSIP: 12674VAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       18000 | PA      | $17861.07     | 0.00%             | 2040-08-10      | Variable      | 9.46%                 | Yes           |                  2 | On Loan: No      |
| STWD 2021-FL2 LTD                                                                                  | STWD 2021-FL2 AS                                                                                                           | CUSIP: 78486BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      607529 | PA      | $606723.01    | 0.06%             | 2038-04-18      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS SYSTEM LLC                                                                  | GULFNG 5.6 07/23/35 144A                                                                                                   | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $331480.04    | 0.03%             | 2035-07-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MILE TRUST 2025-STNE                                                                               | MILE 2025-STNE B                                                                                                           | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $847905.60    | 0.09%             | 2030-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MERCK & COMPANY INC                                                                                | MRK 4.15 09/15/30                                                                                                          | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      251000 | PA      | $249685.37    | 0.03%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV3                                                                                     | EFMT 2025-INV3 A1                                                                                                          | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-O            | CORP              | US        |      108115 | PA      | $108517.56    | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-NQM3 TRUST                                                                               | PRPM 2025-NQM3 A1                                                                                                          | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      101031 | PA      | $101466.08    | 0.01%             | 2070-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Insured Lending 1 Ltd.                                                                             | INLEND 6.5 02/04/32 144                                                                                                    | CUSIP: YJ7225560<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $414739.48    | 0.04%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                                                       | GOOGL 4.1 11/15/30                                                                                                         | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      383000 | PA      | $379739.30    | 0.04%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 MORTGAGE LOAN TRUST                                                                    | COLT 2025-8 A1                                                                                                             | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-O            | CORP              | US        |       88643 | PA      | $89069.82     | 0.01%             | 2070-08-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TRUST                                                                               | GCAT 2025-NQM4 A1                                                                                                          | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140123 | PA      | $140795.92    | 0.01%             | 2070-06-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                                                | AOA 2025-1301 A                                                                                                            | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10000 | PA      | $10043.75     | 0.00%             | 2030-08-11      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5471 FM                                                                                                                | CUSIP: 3137HHJ85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      745863 | PA      | $755170.99    | 0.08%             | 2054-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 5.2 05/01/36                                                                                                           | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19480.56     | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3                                                      | NRZT 2026-NQM3 A1                                                                                                          | CUSIP: 64832PAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      492276 | PA      | $488666.07    | 0.05%             | 2066-02-25      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM2                                                             | BARC 2026-NQM2 A1                                                                                                          | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      512351 | PA      | $507627.00    | 0.05%             | 2065-12-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR TA4391                                                                                                                  | CUSIP: 3142JS2Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      128438 | PA      | $126881.15    | 0.01%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES4                                                                                     | EFMT 2025-CES4 A1                                                                                                          | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-O            | CORP              | US        |      836024 | PA      | $838111.92    | 0.09%             | 2060-06-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2025-64 BA                                                                                                             | CUSIP: 3136BWY91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      293128 | PA      | $292385.99    | 0.03%             | 2052-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                       | GOOGL 5.7 11/15/75                                                                                                         | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      423000 | PA      | $404829.19    | 0.04%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                                           | MSCI 5.15 03/15/36                                                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62968.53     | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                         | VZ 4.75 01/15/33                                                                                                           | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      936000 | PA      | $923675.59    | 0.10%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                  | POST 6.5 03/15/36 144A                                                                                                     | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99342.59     | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2024-63 FH                                                                                                             | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      113275 | PA      | $114203.09    | 0.01%             | 2054-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                     | BNP V3.739 04/20/34 EMTN                                                                                                   | CUSIP: F105CW6U6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347437.68    | 0.04%             | 2034-04-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO 32R LTD                                                                       | NEUB 2019-32RA B                                                                                                           | CUSIP: 64135XAC5<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $803605.68    | 0.08%             | 2039-07-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | TII 1.875 07/15/35                                                                                                         | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4965000 | PA      | $5070211.63   | 0.53%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO VII LLC                                                                               | OR 2022-7A AR                                                                                                              | CUSIP: 69121BAQ7<br>LEI: 254900D8EL7HUYR9U819 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $497205.50    | 0.05%             | 2038-04-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                                   | ESGR V7.5 04/01/45 144A                                                                                                    | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |      320000 | PA      | $331272.32    | 0.03%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN DG1547                                                                                                                  | CUSIP: 3140U4WH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27430 | PA      | $27141.49     | 0.00%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN DG4521                                                                                                                  | CUSIP: 3140U8AX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37642 | PA      | $37231.18     | 0.00%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC (OH)                                                                  | OH AMEPWR 8.08 02/15/2050                                                                                                  | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |       75000 | PA      | $92843.05     | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F032658<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10658528 | PA      | $9700713.77   | 1.02%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                      | GS 2.6 02/07/30                                                                                                            | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      260000 | PA      | $242271.63    | 0.03%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                                           | MSCI 3.625 09/01/30 144A                                                                                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      152000 | PA      | $143892.74    | 0.02%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN                                                                               | ID IDSSFH 6.01 07/01/2045                                                                                                  | CUSIP: 45130BDK6<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |      850000 | PA      | $855910.73    | 0.09%             | 2045-07-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS                                | URUGUA 8 10/29/35                                                                                                          | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      720000 | PA      | $18383.75     | 0.00%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6872                                                                                                                  | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      394552 | PA      | $405049.35    | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                    | BLTN 0 10/01/26 LTN                                                                                                        | CUSIP: P8T60NRT0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1610000 | PA      | $307677.27    | 0.03%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR SL3072                                                                                                                  | CUSIP: 31427QMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      499913 | PA      | $496147.89    | 0.05%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                               | WEC V5.625 05/15/56                                                                                                        | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149077.62    | 0.02%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA7597                                                                                                                  | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198067 | PA      | $170560.75    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                         | HGB 7 10/24/35 35/A                                                                                                        | CUSIP: X51627P88<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    33720000 | PA      | $116737.19    | 0.01%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                                   | TURKGB 30 09/12/29 5Y                                                                                                      | CUSIP: M8T85VJD0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      732830 | PA      | $14258.07     | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                                                           | SRILAN 4 04/15/28 REGS                                                                                                     | CUSIP: Y1237TAF9<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        2120 | PA      | $2023.03      | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F032666<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4400000 | PA      | $4002193.67   | 0.42%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA (CA), STATE OF                                                                          | CA CAS 7.5 04/01/2034                                                                                                      | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       65000 | PA      | $74501.73     | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II MULTI-PROPERTY LEASE-BACKED PASS-THROUGH TRUST                                       | ATTRII 6.088 12/15/44 144A                                                                                                 | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      413787 | PA      | $407770.03    | 0.04%             | 2044-12-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                                   | GDLP 2025-1A B                                                                                                             | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       39000 | PA      | $39577.95     | 0.00%             | 2049-02-20      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                      | C V4.786 03/04/29                                                                                                          | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      279000 | PA      | $280317.19    | 0.03%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | GNR 2025-88 AT                                                                                                             | CUSIP: 38381MRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       38828 | PA      | $38706.19     | 0.00%             | 2058-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)                                               | NY NYCUTL 5.88 06/15/2044                                                                                                  | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       30000 | PA      | $30153.68     | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-15YR                                                                                                                  | CUSIP: 01F032450<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |      -32000 | PA      | $-30728.82    | -0.00%            | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2025-ATRM                                                             | AHPT 2025-ATRM G                                                                                                           | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       11000 | PA      | $10894.80     | 0.00%             | 2030-08-15      | Floating      | 10.40%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS4659                                                                                                                  | CUSIP: 3140XLE95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69723 | PA      | $70347.52     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                         | ROMANI 6.5 10/07/45 144A                                                                                                   | CUSIP: X7360WDR0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        3000 | PA      | $3405.63      | 0.00%             | 2045-10-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                                | NSANY 6.125 09/30/30 144A                                                                                                  | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      117000 | PA      | $115231.55    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR 2024-1 AVIATION LTD                                                                      | NAVTR 2024-1 A                                                                                                             | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |      528571 | PA      | $525843.80    | 0.06%             | 2049-08-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC                                                                             | BSTRM 2024-1A A2                                                                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1007206.00   | 0.11%             | 2054-11-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                                   | MBONO 8 04/29/55 M                                                                                                         | CUSIP: P4R1NQCK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      465500 | PA      | $22181.74     | 0.00%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC 5.38%                                                                               | AITX FINCO LLC 5.38%                                                                                                       | CUSIP: 00199CFP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      300000 | PA      | $300000.00    | 0.03%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5574 FB                                                                                                                | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       96578 | PA      | $97897.59     | 0.01%             | 2055-09-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5500 DF                                                                                                                | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       96434 | PA      | $97727.07     | 0.01%             | 2054-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR SL0386                                                                                                                  | CUSIP: 31427MNC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24448 | PA      | $25096.47     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                                                    | DUBAEE 4.95 01/15/33 144A                                                                                                  | CUSIP: 23371DAM6<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |      240000 | PA      | $230690.48    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2-30YR-Multi                                                                                                              | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26000 | PA      | $23498.52     | 0.00%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK & NEW JERSEY PORT AUTHORITY (THE) (NY)                                                    | NY PORTRN 4.93 10/01/2051                                                                                                  | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       85000 | PA      | $77838.16     | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                           | JBS 5.5 01/15/36                                                                                                           | CUSIP: 472140AF9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |      525000 | PA      | $523329.66    | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                                   | MEX 5.375 05/16/40                                                                                                         | CUSIP: P6625ABN1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $115988.18    | 0.01%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                         | FDX 2.4 05/15/31 *                                                                                                         | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      207000 | PA      | $186565.89    | 0.02%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC                                                                 | CMDC 2026-1A A22                                                                                                           | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       66000 | PA      | $65610.83     | 0.01%             | 2056-02-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                                     | GL 5.85 09/15/34                                                                                                           | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |      320000 | PA      | $331017.47    | 0.03%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TN)                                                                    | TVA 5.25 02/01/55                                                                                                          | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      175000 | PA      | $170311.26    | 0.02%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                               | DTE 4.85 03/01/36 A                                                                                                        | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19554.87     | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-INV2                                                                                     | EFMT 2026-INV2 A1                                                                                                          | CUSIP: 26846TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      410905 | PA      | $407088.44    | 0.04%             | 2071-02-25      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                                          | PCG V6.85 09/15/56                                                                                                         | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      213000 | PA      | $212957.34    | 0.02%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR TA4389                                                                                                                  | CUSIP: 3142JS2X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53935 | PA      | $53306.14     | 0.01%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                     | MS V3.622 04/01/31 MTN                                                                                                     | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96117.87     | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA4158                                                                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180100 | PA      | $145639.62    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 1.75 08/15/41                                                                                                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12330000 | PA      | $8184519.11   | 0.86%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                                | LNG 5.65 04/15/34                                                                                                          | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      153000 | PA      | $157616.83    | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                                              | BBWI 6.625 10/01/30 144A                                                                                                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101343.80    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA7253                                                                                                                  | CUSIP: 3140QFBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105992 | PA      | $100695.01    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                | ABT 4.75 03/15/38                                                                                                          | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      151000 | PA      | $145867.22    | 0.02%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                          | JPM V4.505 10/22/28                                                                                                        | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      204000 | PA      | $204234.71    | 0.02%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5503 FB                                                                                                                | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       55824 | PA      | $56499.44     | 0.01%             | 2055-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                                   | MBONO 8 02/21/36 M                                                                                                         | CUSIP: P4R1NQAV3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      750000 | PA      | $39548.19     | 0.00%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MN8 Portfolio IV LLC / MN8 Mulberry Bess Holdco LLC                                                | MN8 Portfolio IV LLC / MN8 Mulberry Bess Holdco LLC 6.31% SNR NTS 30/06/2045 USD (SEC REGD)                                | CUSIP: 55339TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      887327 | PA      | $884146.45    | 0.09%             | 2045-06-30      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD7539                                                                                                                  | CUSIP: 3132DVLU7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      165387 | PA      | $135521.01    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 2 08/15/51                                                                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      389000 | PA      | $218675.74    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3239                                                                                                                  | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37012 | PA      | $35046.79     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V2.831 10/24/51 MTN                                                                                                    | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       40000 | PA      | $24612.78     | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                               | POLGB 4 07/25/31 0731                                                                                                      | CUSIP: X8T02EMQ3<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       73000 | PA      | $18916.53     | 0.00%             | 2031-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3333                                                                                                                  | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7756 | PA      | $7332.28      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V4.271 07/23/29 MTN                                                                                                    | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       94000 | PA      | $93554.97     | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| JCP DIRECT LENDING CLO 2023-1 LTD                                                                  | JCPDL 2023-1A A1R                                                                                                          | CUSIP: 46656TAS5<br>LEI: 254900B78BA7J8JB6X59 | Long             | ABS-CBDO         | CORP              | JE        |      350000 | PA      | $350051.91    | 0.04%             | 2037-07-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                             | BX 2025-JDI A                                                                                                              | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      239196 | PA      | $239644.02    | 0.03%             | 2042-11-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| AITX FINCO LLC 5.67%                                                                               | AITX FINCO LLC 5.67%                                                                                                       | CUSIP: 00199CFQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      400000 | PA      | $400000.00    | 0.04%             | 2032-10-23      | Fixed         | 5.67%                 | No            |                  3 | On Loan: No      |
| BX TRUST 2018-BILT                                                                                 | BX 2025-VOLT A                                                                                                             | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $299812.50    | 0.03%             | 2044-12-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                                 | BX 2025-VOLT A                                                                                                             | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      312000 | PA      | $311805.00    | 0.03%             | 2044-12-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Resurgent Trade and Investment Ltd.                                                                | Resurgent Trade and Investment Ltd. 9.52% SNR SEC NTS 01/12/2027 USD (REG S)                                               | CUSIP: V7688NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |      258000 | PA      | $258000.00    | 0.03%             | 2027-12-01      | Fixed         | 9.52%                 | Yes           |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2023-68 FB                                                                                                             | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      161591 | PA      | $162717.56    | 0.02%             | 2054-01-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                                         | TCN V6.375 06/09/56 .                                                                                                      | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      325000 | PA      | $325037.05    | 0.03%             | 2056-06-09      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB5498                                                                                                                  | CUSIP: 3140QRDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14139 | PA      | $14702.55     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA5019                                                                                                                  | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26870 | PA      | $24836.42     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA6876                                                                                                                  | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53522 | PA      | $51251.16     | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 40 SENIOR LOAN FUND                                                                         | DRSLF 2015-40A AR2                                                                                                         | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |       62396 | PA      | $62401.05     | 0.01%             | 2031-08-15      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG G61047                                                                                                                  | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58102 | PA      | $57118.08     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FG Q57853                                                                                                                  | CUSIP: 3132Y1WP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41109 | PA      | $40353.36     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CITY COMMUNITY REDEVELOPMENT AGENCY (CA)                                               | CA LOSHGR 6.6 08/01/2042                                                                                                   | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       45000 | PA      | $48116.61     | 0.01%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-15YR                                                                                                                  | CUSIP: 01F030454<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -161000 | PA      | $-153307.95   | -0.02%            | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                                                                        | GLPSP 9.75 05/20/28                                                                                                        | CUSIP: Y2725FAK5<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $156467.12    | 0.02%             | 2028-05-20      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                                          | SUN 6.625 08/15/32 144A                                                                                                    | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102240.80    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CB6340                                                                                                                  | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37506 | PA      | $39106.11     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                                   | MBONO 7.75 11/13/42 M                                                                                                      | CUSIP: P4R0C9EK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6294800 | PA      | $302742.85    | 0.03%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                              | ETR 4 03/15/33                                                                                                             | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      530000 | PA      | $505088.83    | 0.05%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3384                                                                                                                  | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6524 | PA      | $6170.87      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA5077                                                                                                                  | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       63794 | PA      | $58965.44     | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA5329                                                                                                                  | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       47658 | PA      | $43928.56     | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA5397                                                                                                                  | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9980 | PA      | $9202.18      | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3467                                                                                                                  | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40248 | PA      | $38166.64     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BN0691                                                                                                                  | CUSIP: 3140JGXV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22915 | PA      | $22417.08     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR RA9868                                                                                                                  | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17443 | PA      | $18160.99     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BH9277                                                                                                                  | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40638 | PA      | $37590.76     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3415                                                                                                                  | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6403 | PA      | $6054.44      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC2 TRUST                                                                              | HOMES 2025-AFC2 A1B                                                                                                        | CUSIP: 43761YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      632280 | PA      | $634811.76    | 0.07%             | 2060-06-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                           | VDCR 2025-1A A2A                                                                                                           | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      128000 | PA      | $124859.16    | 0.01%             | 2050-08-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA3356                                                                                                                  | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1907 | PA      | $1756.57      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                           | PERU 7.6 08/12/39 144A                                                                                                     | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       57000 | PA      | $17124.05     | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO                                                             | JW 2024-MRCO A                                                                                                             | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100000.00    | 0.01%             | 2039-06-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                                                              | MTCTB 6.875 09/30/28                                                                                                       | CUSIP: Y613G3MY2<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $201396.83    | 0.02%             | 2028-09-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                             | FANG 3.5 12/01/29                                                                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1017000 | PA      | $983192.36    | 0.10%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                              | SO 3.7 01/30/50 B                                                                                                          | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       29000 | PA      | $21175.74     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                                         | MMM 3.05 04/15/30                                                                                                          | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94679.79     | 0.01%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Herc Holdings                                                                                      | Herc Holdings Term Loan B 175 2032-06-01                                                                                   | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |      399000 | PA      | $400352.61    | 0.04%             | 2032-06-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5478 FD                                                                                                                | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       73541 | PA      | $74459.51     | 0.01%             | 2054-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA6658                                                                                                                  | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5505 | PA      | $5229.43      | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                  | NWG V3.073 05/22/28                                                                                                        | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197142.24    | 0.02%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                         | ABBV 4.875 11/14/48                                                                                                        | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      111000 | PA      | $98888.38     | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                             | STANLN V5.005 10/15/30 144A                                                                                                | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      596000 | PA      | $600586.58    | 0.06%             | 2030-10-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| DK CROWN HLDGS TL                                                                                  | DK CROWN HLDGS TL                                                                                                          | CUSIP: LX2593379<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      496562 | PA      | $496973.68    | 0.05%             | 2032-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-15YR                                                                                                                  | CUSIP: 01F022451<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |      -38000 | PA      | $-35754.28    | -0.00%            | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      466000 | PA      | $390136.52    | 0.04%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                 | ACAFP V5.261 01/12/37 144A                                                                                                 | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $244891.21    | 0.03%             | 2037-01-12      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                     | MS V5.314 01/18/41                                                                                                         | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      175000 | PA      | $170313.38    | 0.02%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN FS0316                                                                                                                  | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1624681 | PA      | $1363657.91   | 0.14%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA6577                                                                                                                  | CUSIP: 3140QEJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      346932 | PA      | $296891.95    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                                                                               | AVILES 4.75 11/12/30 144A                                                                                                  | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $195967.41    | 0.02%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 16 LTD                                                                                     | KKR 16 A2R3                                                                                                                | CUSIP: 48251BBG4<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300686.13    | 0.03%             | 2034-10-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                                                        | MET V6.35 03/15/55 G                                                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      480000 | PA      | $491357.28    | 0.05%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                               | ATLX 2024-RPL2 A1                                                                                                          | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      263853 | PA      | $256322.34    | 0.03%             | 2063-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                               | WSTOP 2024-1A A2                                                                                                           | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $507208.45    | 0.05%             | 2054-12-05      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                                     | FSRIA 2025-FL10 A                                                                                                          | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $850070.55    | 0.09%             | 2042-08-19      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                                          | PCG 5.25 07/01/30                                                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      360000 | PA      | $356387.61    | 0.04%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                                     | PCG 4.5 07/01/40                                                                                                           | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       26000 | PA      | $22359.49     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LRECS 2025-CRE1 LLC                                                                                | LRECS 2025-CRE1 AS                                                                                                         | CUSIP: 50230AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $149796.66    | 0.02%             | 2043-08-19      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | TII 1.375 07/15/33                                                                                                         | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      260000 | PA      | $275698.77    | 0.03%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                                         | ACACN 4.625 08/15/29                                                                                                       | CUSIP: 008911BL2<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      480000 | PA      | $351684.32    | 0.04%             | 2029-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                                             | BNCN 3.625 02/15/52                                                                                                        | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      490000 | PA      | $332734.68    | 0.03%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA6849                                                                                                                  | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55014 | PA      | $52790.17     | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2 MA6823                                                                                                                  | CUSIP: 36179VSL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5802 | PA      | $5681.85      | 0.00%             | 2050-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                     | MS V5.942 02/07/39                                                                                                         | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      160000 | PA      | $164740.71    | 0.02%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC SERIES 2018-1                                                     | PLNT 2024-1A A2II                                                                                                          | CUSIP: 72703PAG8<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      197000 | PA      | $200055.04    | 0.02%             | 2054-06-05      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                                                                    | COLT 2024-6 A1                                                                                                             | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-O            | CORP              | US        |       70536 | PA      | $70771.75     | 0.01%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5508 FG                                                                                                                | CUSIP: 3137HJGH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      182827 | PA      | $185102.08    | 0.02%             | 2055-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                                | NEXTERA ENERGY CAPITAL HOLDINGS INC SERIES U JUNIOR SUBORDINATED DEBENTURES DUE JUNE 1, 2085                               | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |         500 | PA      | $12820.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NEW YORK (THE)                                                                 | NASSAU 7.875 07/15/30 144A                                                                                                 | CUSIP: 63155AAA6<br>LEI: 549300Q3ENSFI87YLC32 | Long             | DBT              | CORP              | US        |      141000 | PA      | $131536.19    | 0.01%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                                      | EGYGB 24.439 08/05/28 3Y                                                                                                   | CUSIP: M5R189XQ4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      500000 | PA      | $9596.84      | 0.00%             | 2028-08-05      | Fixed         | 24.44%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                   | FR SL3074                                                                                                                  | CUSIP: 31427QMY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      338304 | PA      | $350102.07    | 0.04%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                           | AXP V4.804 10/24/36                                                                                                        | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16467.57     | 0.00%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                       | GOOGL 4.375 11/06/64                                                                                                       | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111328.76    | 0.01%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.75 12/31/30                                                                                                            | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       13000 | PA      | $12851.21     | 0.00%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES 5.38%                                                                           | BLUE OWL GP STAKES 5.38%                                                                                                   | CUSIP: 09499ADX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      350000 | PA      | $340870.66    | 0.04%             | 2032-10-30      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| CAFL 2025-RRTL2 Issuer LP                                                                          | CAFL 2025-RRTL2 A1                                                                                                         | CUSIP: 12770JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $199654.94    | 0.02%             | 2040-11-28      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| PRIORITY 1 ISSUER LOGISTICS DAC                                                                    | PRPM 2025-RCF3 A1                                                                                                          | CUSIP: 69392PAA3<br>LEI: 635400FLODFXG5M9HI42 | Long             | ABS-O            | CORP              | IE        |      377345 | PA      | $377224.58    | 0.04%             | 2055-07-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                                 | VEGLPL 6.75 01/15/36 144A                                                                                                  | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212608.00    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HLEND CLO 2025-3 LLC                                                                               | HLEND 2025-3A A                                                                                                            | CUSIP: 403961AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249879.83    | 0.03%             | 2037-01-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Novelis                                                                                            | Novelis Term Loan B 200 2032-02-09                                                                                         | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |      893233 | PA      | $895743.06    | 0.09%             | 2032-02-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| COLT 2025-11 MORTGAGE LOAN TRUST                                                                   | COLT 2025-11 A1                                                                                                            | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-O            | CORP              | US        |      180495 | PA      | $180294.30    | 0.02%             | 2070-11-25      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6                                                | SAN 2025-NQM6 A1                                                                                                           | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-O            | CORP              | US        |       91271 | PA      | $91135.45     | 0.01%             | 2065-11-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                               | TRGP 5.4 07/30/36                                                                                                          | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248659.47    | 0.03%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                                         | TCN V6.625 06/09/56 ...                                                                                                    | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $24862.40     | 0.00%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE PTE LTD                                                                          | MEDCIJ 6.95 11/12/28 REGS                                                                                                  | CUSIP: Y59500AA9<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $200619.90    | 0.02%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FR QC3130                                                                                                                  | CUSIP: 3133AMPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      252355 | PA      | $193627.80    | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                                          | CRBG 4.55 01/09/31 144A                                                                                                    | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      350000 | PA      | $345674.06    | 0.04%             | 2031-01-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | TII 1.875 01/15/36                                                                                                         | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3925000 | PA      | $3932539.40   | 0.41%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                                       | VNT 2.95 04/01/31                                                                                                          | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |       89000 | PA      | $81286.58     | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP INC                                                                       | CUNAMU 4.625 04/15/32 144A                                                                                                 | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |      350000 | PA      | $337660.20    | 0.04%             | 2032-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                                                                                       | ETR V7.125 12/01/54                                                                                                        | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102947.80    | 0.01%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                                                | LLY 4.2 08/14/29                                                                                                           | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      136000 | PA      | $135885.56    | 0.01%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                                             | BWP 5.625 08/01/34                                                                                                         | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      330000 | PA      | $338644.42    | 0.04%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FHR 5482 FB                                                                                                                | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      142745 | PA      | $144976.20    | 0.02%             | 2054-12-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Entain (fka GVC Holdings)                                                                          | Entain (fka GVC Holdings) Term Loan B 225 2032-07-21                                                                       | CUSIP: G3168QAB3<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | US        |      323375 | PA      | $323316.79    | 0.03%             | 2032-07-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| NRG Energy                                                                                         | NRG Energy Term Loan B 175 2031-04-01                                                                                      | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      744304 | PA      | $745479.81    | 0.08%             | 2031-04-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| SLAM 2024-1 LTD                                                                                    | SLAM 2024-1A A                                                                                                             | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       89715 | PA      | $89346.25     | 0.01%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.625 12/31/30                                                                                                           | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $5901796.86   | 0.62%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER LLC                                                                          | SPRO 2025-1A A2                                                                                                            | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      547250 | PA      | $536009.05    | 0.06%             | 2055-10-25      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                                | LNG 5.65 04/15/34                                                                                                          | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      330000 | PA      | $339957.87    | 0.04%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment                                                                              | Flutter Entertainment Term Loan B 175 2030-11-01                                                                           | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | US        |       89089 | PA      | $88754.52     | 0.01%             | 2030-11-30      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL16 LLC                                                                                  | BDS 2025-FL16 B                                                                                                            | CUSIP: 05556XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $149025.15    | 0.02%             | 2043-07-19      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN MA6053                                                                                                                  | CUSIP: 31418FWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      920000 | PA      | $906871.17    | 0.10%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                          | PCG V7.375 03/15/55                                                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      192000 | PA      | $197482.94    | 0.02%             | 2055-03-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                                        | TD V5.146 09/10/34                                                                                                         | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      567000 | PA      | $570037.99    | 0.06%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.375 11/15/39                                                                                                           | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18750000 | PA      | $18159667.88  | 1.91%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 53 LLC                                                                       | CERB 2025-4A C                                                                                                             | CUSIP: 15674YAE8<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $246709.25    | 0.03%             | 2038-01-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THOR FINANCECO LLC 5.22%                                                                           | THOR FINANCECO LLC 5.22%                                                                                                   | CUSIP: 62799ABZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $296652.07    | 0.03%             | 2030-10-30      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| OBX 2026-NQM5 TRUS 5.574%                                                                          | OBX 2026-NQM5 TRUS 5.574%                                                                                                  | CUSIP: 67124DAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345670 | PA      | $344306.68    | 0.04%             | 2066-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE COMPANY                                                                | MYLIFE V6.1 06/11/55 144A                                                                                                  | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      550000 | PA      | $560527.00    | 0.06%             | 2055-06-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                                     | CBAAU V5.929 03/14/46 144A                                                                                                 | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      350000 | PA      | $349085.12    | 0.04%             | 2046-03-14      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4 05/31/30                                                                                                               | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3400000 | PA      | $3402125.00   | 0.36%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                                         | TCN V6.625 10/15/55 **                                                                                                     | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $151675.65    | 0.02%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                                         | TCN V7 10/15/55                                                                                                            | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $155149.20    | 0.02%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                                  | BTPS 2.85 02/01/31 5Y                                                                                                      | CUSIP: T6031QDS7<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      177000 | PA      | $204572.98    | 0.02%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                        | IT 3.75 10/01/30 144A                                                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       72000 | PA      | $66002.94     | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN BO7302                                                                                                                  | CUSIP: 3140K3DG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43651 | PA      | $42377.92     | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WENDY'S FUNDING LLC                                                                                | WEN 2022-1A A2II                                                                                                           | CUSIP: 95058XAP3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |      144338 | PA      | $136640.09    | 0.01%             | 2052-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                                | NEE V6.375 08/15/55                                                                                                        | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      307000 | PA      | $313303.63    | 0.03%             | 2055-08-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXII LLC                                                                              | OR 2025-22A A                                                                                                              | CUSIP: 69121AAA4<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $299908.53    | 0.03%             | 2037-10-20      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-INV3 TRUST                                                                               | GCAT 2025-INV3 A5                                                                                                          | CUSIP: 36831DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      322890 | PA      | $325807.20    | 0.03%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                                             | MET 5.74 02/15/55                                                                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $482637.46    | 0.05%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                                                         | FARMER V7 10/15/64 144A                                                                                                    | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |      330000 | PA      | $327923.05    | 0.03%             | 2064-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                                                               | LIBMUT 6.266 08/15/54                                                                                                      | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |      340000 | PA      | $338226.84    | 0.04%             | 2054-08-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                               | BAC V5.744 02/12/36                                                                                                        | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      350000 | PA      | $356762.62    | 0.04%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP INC (THE)                                                                  | THG 5.5 09/01/35                                                                                                           | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200308.65    | 0.02%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNMA-30YR                                                                                                                  | CUSIP: 01F030660<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3259154 | PA      | $2851185.39   | 0.30%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 54(M)-R                                                                 | GOCAP 2021-54A A2R                                                                                                         | CUSIP: 38181GAC9<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $800153.76    | 0.08%             | 2037-08-05      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                     | FFHCN 5.75 05/20/35                                                                                                        | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      320000 | PA      | $327579.60    | 0.03%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-RRTL1                                                 | GRADE 2025-RRTL1 A1                                                                                                        | CUSIP: 79582NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $447863.58    | 0.05%             | 2040-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| DRI HEALTHCARE 5.35%                                                                               | DRI HEALTHCARE 5.35%                                                                                                       | CUSIP: 22599CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $195985.99    | 0.02%             | 2031-03-24      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                | GPN 4.875 11/15/30                                                                                                         | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147424.36    | 0.02%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPIRE INC (US)                                                                                     | SR V6.25 06/01/56                                                                                                          | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224229.31    | 0.02%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FNR 2023-35 FC                                                                                                             | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      161667 | PA      | $162989.06    | 0.02%             | 2053-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Aramark                                                                                            | Aramark Term Loan B-10 175 2030-06-01                                                                                      | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      582951 | PA      | $584956.78    | 0.06%             | 2030-06-24      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                      | C V6.625 PERP                                                                                                              | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      320000 | PA      | $323922.19    | 0.03%             | 2049-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                    | CMS V6.5 06/01/55                                                                                                          | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      330000 | PA      | $338110.08    | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                 | ET 6.2 04/01/55                                                                                                            | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      340000 | PA      | $330807.87    | 0.03%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                    | FNMA-15YR                                                                                                                  | CUSIP: 01F012452<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      125000 | PA      | $112105.50    | 0.01%             | 2049-12-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 2.375 05/15/51                                                                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      391300 | PA      | $241902.88    | 0.03%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 3.25 06/30/27                                                                                                            | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3109000 | PA      | $3089082.97   | 0.32%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                                                              | CZGB 4.2 12/04/36 49                                                                                                       | CUSIP: X1761RAU5<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      190000 | PA      | $8652.45      | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.375 11/15/39                                                                                                           | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       64000 | PA      | $61985.00     | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK & NEW JERSEY PORT AUTHORITY (THE) (NY)                                                    | NY PORTRN 4.96 08/01/2046                                                                                                  | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       60000 | PA      | $55860.32     | 0.01%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 2.75 11/15/47                                                                                                            | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1828600 | PA      | $1277019.96   | 0.13%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 1.375 08/15/50                                                                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      389000 | PA      | $187920.43    | 0.02%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                                    | COLTES 7.25 10/26/50 B                                                                                                     | CUSIP: P6S32JU81<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   135200000 | PA      | $22044.56     | 0.00%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 1.625 11/15/50                                                                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      251800 | PA      | $129775.36    | 0.01%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                               | POLGB 5 01/25/30 0130                                                                                                      | CUSIP: X8T02EFP3<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      230000 | PA      | $63511.80     | 0.01%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                               | POLGB 1.75 08/25/31 CPI                                                                                                    | CUSIP: X8T0KLAB3<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       62000 | PA      | $17773.31     | 0.00%             | 2031-08-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSPORTATION AUTHORITY (NY)                                                         | NY MTATRN 6.67 11/15/2039                                                                                                  | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |       70000 | PA      | $75538.68     | 0.01%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| GEORGIA MUNICIPAL ELECTRIC AUTHORITY (GA)                                                          | GA MELPWR 6.64 04/01/2057                                                                                                  | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |       37000 | PA      | $39130.96     | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                           | G2-30YR-Multi                                                                                                              | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      506000 | PA      | $472052.84    | 0.05%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                            | FR SD8082                                                                                                                  | CUSIP: 3132DV6T7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      196648 | PA      | $150728.25    | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                                  | LYB 3.625 04/01/51                                                                                                         | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      153000 | PA      | $99552.11     | 0.01%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                       | PEMEX 5.95 01/28/31                                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       26000 | PA      | $25436.58     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 2.875 05/15/32                                                                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       43600 | PA      | $40663.81     | 0.00%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4 02/28/30                                                                                                               | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      478000 | PA      | $478504.14    | 0.05%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                               | POLGB 4.75 07/25/29 0729                                                                                                   | CUSIP: X8T02EDA8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      247000 | PA      | $67899.70     | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE AUTHORITY (NJ)                                                                 | NJ NJSTRN 7.41 01/01/2040                                                                                                  | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      106000 | PA      | $124121.37    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.25 11/15/40                                                                                                            | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1012700 | PA      | $958030.02    | 0.10%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 1.125 08/15/40                                                                                                           | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1173000 | PA      | $726618.51    | 0.08%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                              | FN CA7255                                                                                                                  | CUSIP: 3140QFBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104448 | PA      | $99036.11     | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                               | T 4.25 06/30/29                                                                                                            | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        2000 | PA      | $2018.98      | 0.00%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                               | POLGB 2 08/25/36 CPI                                                                                                       | CUSIP: X8T02EEC3<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       74000 | PA      | $18741.76     | 0.00%             | 2036-08-25      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.3855% PAY SOFR1D 07-AUG-2028                                                     | OIS_CCP USD RCV 3.3855% PAY SOFR1D 07-AUG-2028                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     5000000 | OU      | $-56578.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.407% PAY SOFR1D 14-AUG-2028                                                      | OIS_CCP USD RCV 3.407% PAY SOFR1D 14-AUG-2028                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    10150000 | OU      | $-106831.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.6675% PAY SOFR1D 21-JUL-2027                                                     | OIS_CCP USD RCV 3.6675% PAY SOFR1D 21-JUL-2027                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     7500000 | OU      | $-26538.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.4885% PAY SOFR1D 27-JUN-2028                                                     | OIS_CCP USD RCV 3.4885% PAY SOFR1D 27-JUN-2028                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    24750000 | OU      | $-229778.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV 3.741% PAY PRBOR6M 18-MAR-2031                                                     | IRS_CCP CZK RCV 3.741% PAY PRBOR6M 18-MAR-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |     1073236 | OU      | $-1455.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV WIBOR6M PAY 3.49% 18-MAR-2028                                                      | IRS_CCP PLN RCV WIBOR6M PAY 3.49% 18-MAR-2028                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |       92055 | OU      | $416.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 6.686% 18-MAR-2031                                                     | IRS_CCP ZAR RCV JIBAR3M PAY 6.686% 18-MAR-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |      612674 | OU      | $1416.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV PRBOR6M PAY 3.615% 18-MAR-2031                                                     | IRS_CCP CZK RCV PRBOR6M PAY 3.615% 18-MAR-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |      468300 | OU      | $761.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV PRBOR6M PAY 3.58% 18-MAR-2031                                                      | IRS_CCP CZK RCV PRBOR6M PAY 3.58% 18-MAR-2031                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |      466850 | OU      | $794.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 5.62% PAY MIBOR1D 17-JUN-2027                                                      | OIS_CCP INR RCV 5.62% PAY MIBOR1D 17-JUN-2027                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | IN        |    34291975 | OU      | $-1640.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV MIBOR1D PAY 6.16% 17-JUN-2031                                                      | OIS_CCP INR RCV MIBOR1D PAY 6.16% 17-JUN-2031                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | IN        |    20679038 | OU      | $4462.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQIX RCV IBOXX USD PAY SOFR 1D 22-06-26                                                            | EQIX RCV IBOXX USD PAY SOFR 1D 22-06-26                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     3400000 | OU      | $-16429.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 6.081% PAY MIBOR1D 17-JUN-2028                                                     | OIS_CCP INR RCV 6.081% PAY MIBOR1D 17-JUN-2028                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | IN        |    21580547 | OU      | $-1019.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 5.54% PAY BUBOR6M 18-JUN-2036                                                      | IRS_CCP HUF RCV 5.54% PAY BUBOR6M 18-JUN-2036                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |     7447714 | OU      | $41.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.814% 16-MAY-2026                                                      | OIS_CCP USD RCV SOFR1D PAY 3.814% 16-MAY-2026                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     5815000 | OU      | $15199.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.9% PAY SOFR1D 16-MAY-2026                                                        | OIS_CCP USD RCV 3.9% PAY SOFR1D 16-MAY-2026                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     5815000 | OU      | $-10111.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RPI_CCP USD RCV CPI1D PAY 2.428% 15-APR-2030                                                       | RPI_CCP USD RCV CPI1D PAY 2.428% 15-APR-2030                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1015254 | OU      | $14622.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RPI_CCP USD RCV CPI1D PAY 2.6315% 09-SEP-2030                                                      | RPI_CCP USD RCV CPI1D PAY 2.6315% 09-SEP-2030                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2056000 | OU      | $13215.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 6.8625% 17-DEC-2030                                                    | IRS_CCP ZAR RCV JIBAR3M PAY 6.8625% 17-DEC-2030                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     3987285 | OU      | $6961.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 6.658% 17-DEC-2026                                                     | IRS_CCP ZAR RCV JIBAR3M PAY 6.658% 17-DEC-2026                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     5268018 | OU      | $1004.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 6.5538% 17-DEC-2027                                                    | IRS_CCP ZAR RCV JIBAR3M PAY 6.5538% 17-DEC-2027                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     1353757 | OU      | $1062.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 7.28% PAY MXIBTIEF1D 31-OCT-2030                                                   | OIS_CCP MXN RCV 7.28% PAY MXIBTIEF1D 31-OCT-2030                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     2808842 | OU      | $-3257.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 6.975% PAY MXIBTIEF1D 05-NOV-2026                                                  | OIS_CCP MXN RCV 6.975% PAY MXIBTIEF1D 05-NOV-2026                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     1301595 | OU      | $143.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 6.25% PAY BUBOR6M 17-DEC-2027                                                      | IRS_CCP HUF RCV 6.25% PAY BUBOR6M 17-DEC-2027                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |    55111806 | OU      | $-366.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 6.285% PAY BUBOR6M 17-DEC-2030                                                     | IRS_CCP HUF RCV 6.285% PAY BUBOR6M 17-DEC-2030                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |     8118150 | OU      | $386.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV WIBOR6M PAY 4.004023% 17-DEC-2030                                                  | IRS_CCP PLN RCV WIBOR6M PAY 4.004023% 17-DEC-2030                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |       11670 | OU      | $71.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV WIBOR6M PAY 3.880216% 17-DEC-2027                                                  | IRS_CCP PLN RCV WIBOR6M PAY 3.880216% 17-DEC-2027                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |      770895 | OU      | $1671.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV 3.89% PAY PRBOR6M 17-DEC-2030                                                      | IRS_CCP CZK RCV 3.89% PAY PRBOR6M 17-DEC-2030                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |     7216103 | OU      | $-7060.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 13.238% PAY BZDIO1D 02-JAN-2031                                                    | OIS_CCP BRL RCV 13.238% PAY BZDIO1D 02-JAN-2031                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |      263000 | OU      | $-1044.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 13.864% 04-JAN-2027                                                    | OIS_CCP BRL RCV BZDIO1D PAY 13.864% 04-JAN-2027                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |      103000 | OU      | $122.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 6.8675% 17-DEC-2030                                                    | IRS_CCP ZAR RCV JIBAR3M PAY 6.8675% 17-DEC-2030                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     1893000 | OU      | $3282.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV WIBOR6M PAY 4% 17-DEC-2026                                                         | IRS_CCP PLN RCV WIBOR6M PAY 4% 17-DEC-2026                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |      394000 | OU      | $22.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 7.32% PAY MXIBTIEF1D 05-NOV-2030                                                   | OIS_CCP MXN RCV 7.32% PAY MXIBTIEF1D 05-NOV-2030                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |      528000 | OU      | $-571.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV WIBOR6M PAY 3.95% 17-DEC-2027                                                      | IRS_CCP PLN RCV WIBOR6M PAY 3.95% 17-DEC-2027                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |      443000 | OU      | $829.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.584% PAY CNRR07D 17-DEC-2030                                                     | IRS_CCP CNY RCV 1.584% PAY CNRR07D 17-DEC-2030                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CN        |      863431 | OU      | $264.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV 10.78% PAY COOVI1D 18-MAR-2028                                                         | IRS COP RCV 10.78% PAY COOVI1D 18-MAR-2028                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |    86423273 | OU      | $-580.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.54% PAY CNRR07D 17-DEC-2028                                                      | IRS_CCP CNY RCV 1.54% PAY CNRR07D 17-DEC-2028                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CN        |     1067963 | OU      | $274.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 13.883% 04-JAN-2027                                                    | OIS_CCP BRL RCV BZDIO1D PAY 13.883% 04-JAN-2027                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |      872644 | OU      | $1000.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.535% PAY CNRR07D 17-DEC-2028                                                     | IRS_CCP CNY RCV 1.535% PAY CNRR07D 17-DEC-2028                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CN        |      716000 | OU      | $169.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.583% PAY CNRR07D 17-DEC-2030                                                     | IRS_CCP CNY RCV 1.583% PAY CNRR07D 17-DEC-2030                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CN        |      623000 | OU      | $186.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 5.714% PAY MIBOR1D 17-DEC-2030                                                     | OIS_CCP INR RCV 5.714% PAY MIBOR1D 17-DEC-2030                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | IN        |     8337000 | OU      | $-2871.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV 9.31% PAY COOVI1D 17-DEC-2027                                                          | IRS COP RCV 9.31% PAY COOVI1D 17-DEC-2027                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |   129741823 | OU      | $-1596.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV COOVI1D PAY 9.36% 17-DEC-2029                                                          | IRS COP RCV COOVI1D PAY 9.36% 17-DEC-2029                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |    71964247 | OU      | $1546.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV COOVI1D PAY 9.42% 17-DEC-2029                                                          | IRS COP RCV COOVI1D PAY 9.42% 17-DEC-2029                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |    71753190 | OU      | $1505.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV 9.37% PAY COOVI1D 17-DEC-2027                                                          | IRS COP RCV 9.37% PAY COOVI1D 17-DEC-2027                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |   139613400 | OU      | $-1680.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV 9.37% PAY COOVI1D 17-DEC-2027                                                          | IRS COP RCV 9.37% PAY COOVI1D 17-DEC-2027                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |   128791651 | OU      | $-1550.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV 9.31% PAY COOVI1D 17-DEC-2027                                                          | IRS COP RCV 9.31% PAY COOVI1D 17-DEC-2027                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |   140643256 | OU      | $-1730.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV COOVI1D PAY 9.36% 17-DEC-2029                                                          | IRS COP RCV COOVI1D PAY 9.36% 17-DEC-2029                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |    78086111 | OU      | $1677.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV 9.54% PAY COOVI1D 17-DEC-2027                                                          | IRS COP RCV 9.54% PAY COOVI1D 17-DEC-2027                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |   277184246 | OU      | $-3130.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV COOVI1D PAY 9.54% 17-DEC-2029                                                          | IRS COP RCV COOVI1D PAY 9.54% 17-DEC-2029                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |   152684306 | OU      | $3050.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV 9.54% PAY COOVI1D 17-DEC-2027                                                          | IRS COP RCV 9.54% PAY COOVI1D 17-DEC-2027                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |   255699001 | OU      | $-2887.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV COOVI1D PAY 9.54% 17-DEC-2029                                                          | IRS COP RCV COOVI1D PAY 9.54% 17-DEC-2029                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |   140713919 | OU      | $2811.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CLP RCV CAMAR1D PAY 4.435% 17-DEC-2027                                                         | IRS CLP RCV CAMAR1D PAY 4.435% 17-DEC-2027                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CL        |   129274306 | OU      | $1038.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS CLP RCV CAMAR1D PAY 4.435% 17-DEC-2027                                                         | IRS CLP RCV CAMAR1D PAY 4.435% 17-DEC-2027                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CL        |   128590000 | OU      | $1033.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP MYR RCV KLIBO3M PAY 3.319% 18-MAR-2028                                                     | IRS_CCP MYR RCV KLIBO3M PAY 3.319% 18-MAR-2028                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MY        |      896000 | OU      | $328.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 5.61% PAY MIBOR1D 17-JUN-2027                                                      | OIS_CCP INR RCV 5.61% PAY MIBOR1D 17-JUN-2027                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | IN        |    56924679 | OU      | $-2777.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 13.18% PAY BZDIO1D 02-JAN-2031                                                     | OIS_CCP BRL RCV 13.18% PAY BZDIO1D 02-JAN-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |      311000 | OU      | $-1050.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV 1.624% PAY THBRO1D 17-JUN-2031                                                     | OIS_CCP THB RCV 1.624% PAY THBRO1D 17-JUN-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | TH        |      867275 | OU      | $-105.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV 1.642% PAY THBRO1D 17-JUN-2031                                                     | OIS_CCP THB RCV 1.642% PAY THBRO1D 17-JUN-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | TH        |      593029 | OU      | $-56.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV 1.654% PAY THBRO1D 17-JUN-2031                                                     | OIS_CCP THB RCV 1.654% PAY THBRO1D 17-JUN-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | TH        |      592992 | OU      | $-45.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 5.645% PAY BUBOR6M 18-JUN-2036                                                     | IRS_CCP HUF RCV 5.645% PAY BUBOR6M 18-JUN-2036                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |     7595630 | OU      | $126.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV WIBOR6M PAY 4.219% 17-JUN-2031                                                     | IRS_CCP PLN RCV WIBOR6M PAY 4.219% 17-JUN-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |      483000 | OU      | $2093.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 5.49% PAY BUBOR6M 18-JUN-2036                                                      | IRS_CCP HUF RCV 5.49% PAY BUBOR6M 18-JUN-2036                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |     7480096 | OU      | $2.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQIX RCV IBOXX USD PAY SOFR 1D 22-06-26                                                            | EQIX RCV IBOXX USD PAY SOFR 1D 22-06-26                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     3250000 | OU      | $-23925.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 3.67% PAY KWCDC3M 17-JUN-2031                                                      | IRS_CCP KRW RCV 3.67% PAY KWCDC3M 17-JUN-2031                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |   114320000 | OU      | $-552.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV PRBOR6M PAY 4.149% 17-JUN-2028                                                     | IRS_CCP CZK RCV PRBOR6M PAY 4.149% 17-JUN-2028                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |     4727000 | OU      | $411.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV PRBOR6M PAY 4.149% 17-JUN-2028                                                     | IRS_CCP CZK RCV PRBOR6M PAY 4.149% 17-JUN-2028                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |     7527000 | OU      | $654.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 7.5075% PAY JIBAR3M 17-JUN-2031                                                    | IRS_CCP ZAR RCV 7.5075% PAY JIBAR3M 17-JUN-2031                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     1782000 | OU      | $-783.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 7.5075% PAY JIBAR3M 17-JUN-2031                                                    | IRS_CCP ZAR RCV 7.5075% PAY JIBAR3M 17-JUN-2031                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |      713000 | OU      | $-313.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP MYR RCV KLIBO3M PAY 3.507% 17-SEP-2031                                                     | IRS_CCP MYR RCV KLIBO3M PAY 3.507% 17-SEP-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MY        |      505000 | OU      | $262.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP MYR RCV KLIBO3M PAY 3.511% 17-SEP-2031                                                     | IRS_CCP MYR RCV KLIBO3M PAY 3.511% 17-SEP-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MY        |      505000 | OU      | $238.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 7.42% PAY JIBAR3M 17-JUN-2027                                                      | IRS_CCP ZAR RCV 7.42% PAY JIBAR3M 17-JUN-2027                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     2743000 | OU      | $-33.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 7.52% 17-JUN-2029                                                      | IRS_CCP ZAR RCV JIBAR3M PAY 7.52% 17-JUN-2029                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     2743000 | OU      | $33.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV 4.436% PAY PRBOR6M 17-JUN-2031                                                     | IRS_CCP CZK RCV 4.436% PAY PRBOR6M 17-JUN-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |      803764 | OU      | $54.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV 4.556% PAY PRBOR6M 17-JUN-2036                                                     | IRS_CCP CZK RCV 4.556% PAY PRBOR6M 17-JUN-2036                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |      345150 | OU      | $32.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 6.448% PAY MIBOR1D 17-JUN-2028                                                     | OIS_CCP INR RCV 6.448% PAY MIBOR1D 17-JUN-2028                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | IN        |    35219453 | OU      | $803.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV 4.595% PAY PRBOR6M 17-JUN-2036                                                     | IRS_CCP CZK RCV 4.595% PAY PRBOR6M 17-JUN-2036                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |      185850 | OU      | $46.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.228% PAY SOFR1D 11-DEC-2027                                                      | OIS_CCP USD RCV 3.228% PAY SOFR1D 11-DEC-2027                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     7299000 | OU      | $-37027.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 8.27% PAY MXIBTIEF1D 05-DEC-2035                                                   | OIS_CCP MXN RCV 8.27% PAY MXIBTIEF1D 05-DEC-2035                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |      807478 | OU      | $98.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.556% PAY CNRR07D 18-MAR-2029                                                     | IRS_CCP CNY RCV 1.556% PAY CNRR07D 18-MAR-2029                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CN        |      160242 | OU      | $51.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 6.72% 17-DEC-2026                                                      | IRS_CCP ZAR RCV JIBAR3M PAY 6.72% 17-DEC-2026                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     3917000 | OU      | $657.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV WIBOR6M PAY 4.05% 17-DEC-2030                                                      | IRS_CCP PLN RCV WIBOR6M PAY 4.05% 17-DEC-2030                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |      350000 | OU      | $1965.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 13.02% PAY BZDIO1D 02-JAN-2029                                                     | OIS_CCP BRL RCV 13.02% PAY BZDIO1D 02-JAN-2029                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |      415000 | OU      | $-1925.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.638% PAY CNRR07D 18-MAR-2031                                                     | IRS_CCP CNY RCV 1.638% PAY CNRR07D 18-MAR-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CN        |      129554 | OU      | $84.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 5.76% PAY BUBOR6M 18-MAR-2028                                                      | IRS_CCP HUF RCV 5.76% PAY BUBOR6M 18-MAR-2028                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |     6615883 | OU      | $-209.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 5.98% PAY BUBOR6M 18-MAR-2031                                                      | IRS_CCP HUF RCV 5.98% PAY BUBOR6M 18-MAR-2031                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |     1364358 | OU      | $16.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 7.53% PAY MXIBTIEF1D 03-JAN-2031                                                   | OIS_CCP MXN RCV 7.53% PAY MXIBTIEF1D 03-JAN-2031                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |      449583 | OU      | $-291.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 8% PAY MXIBTIEF1D 28-DEC-2035                                                      | OIS_CCP MXN RCV 8% PAY MXIBTIEF1D 28-DEC-2035                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |       89154 | OU      | $-83.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV COOVI1D PAY 10.595% 18-MAR-2030                                                        | IRS COP RCV COOVI1D PAY 10.595% 18-MAR-2030                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |    47802285 | OU      | $545.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 13.695% 04-JAN-2027                                                    | OIS_CCP BRL RCV BZDIO1D PAY 13.695% 04-JAN-2027                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |      146659 | OU      | $170.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV WIBOR6M PAY 4.12% 17-JUN-2031                                                      | IRS_CCP PLN RCV WIBOR6M PAY 4.12% 17-JUN-2031                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |      371000 | OU      | $2048.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV WIBOR6M PAY 4.402% 17-JUN-2031                                                     | IRS_CCP PLN RCV WIBOR6M PAY 4.402% 17-JUN-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |      371000 | OU      | $795.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV CNRR07D PAY 1.611% 16-SEP-2031                                                     | IRS_CCP CNY RCV CNRR07D PAY 1.611% 16-SEP-2031                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CN        |     3160000 | OU      | $-849.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQIX RCV IBOXX $ LI PAY SOFR 1D 22-06-26                                                           | EQIX RCV IBOXX $ LI PAY SOFR 1D 22-06-26                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2115600 | OU      | $5831.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQIX RCV SOFR 1D PAY IBOXX USD 22-06-26                                                            | EQIX RCV SOFR 1D PAY IBOXX USD 22-06-26                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2899000 | OU      | $-29133.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQIX RCV SOFR 1D PAY IBOXX USD 22-06-26                                                            | EQIX RCV SOFR 1D PAY IBOXX USD 22-06-26                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      989545 | OU      | $-7901.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQIX RCV IBOXX $ LI PAY SOFR 1D 22-06-26                                                           | EQIX RCV IBOXX $ LI PAY SOFR 1D 22-06-26                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      646000 | OU      | $-2023.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQIX RCV SOFR 1D PAY IBOXX USD 22-06-26                                                            | EQIX RCV SOFR 1D PAY IBOXX USD 22-06-26                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      323000 | OU      | $-3413.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 6.5082% PAY MIBOR1D 17-JUN-2031                                                    | OIS_CCP INR RCV 6.5082% PAY MIBOR1D 17-JUN-2031                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | IN        |     6519109 | OU      | $-432.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV 1.61786% PAY THBRO1D 17-JUN-2031                                                   | OIS_CCP THB RCV 1.61786% PAY THBRO1D 17-JUN-2031                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | TH        |     4168122 | OU      | $-543.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 13.8% PAY BZDIO1D 03-JAN-2028                                                      | OIS_CCP BRL RCV 13.8% PAY BZDIO1D 03-JAN-2028                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |      541000 | OU      | $-38.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV MXIBTIEF1D PAY 6.905% 11-SEP-2026                                                  | OIS_CCP MXN RCV MXIBTIEF1D PAY 6.905% 11-SEP-2026                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     7976463 | OU      | $-527.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CLP RCV CAMAR1D PAY 5.415% 17-JUN-2036                                                         | IRS CLP RCV CAMAR1D PAY 5.415% 17-JUN-2036                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CL        |    15937000 | OU      | $-124.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS CLP RCV CAMAR1D PAY 5.415% 17-JUN-2036                                                         | IRS CLP RCV CAMAR1D PAY 5.415% 17-JUN-2036                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CL        |    15863000 | OU      | $-123.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 13.75% PAY BZDIO1D 03-JAN-2028                                                     | OIS_CCP BRL RCV 13.75% PAY BZDIO1D 03-JAN-2028                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |     1076000 | OU      | $-201.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQIX RCV IBOXX USD PAY SOFR 1D 22-06-26                                                            | EQIX RCV IBOXX USD PAY SOFR 1D 22-06-26                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1049000 | OU      | $-2957.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 7.675% PAY MXIBTIEF1D 07-APR-2031                                                  | OIS_CCP MXN RCV 7.675% PAY MXIBTIEF1D 07-APR-2031                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     1363000 | OU      | $-547.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 13.39875% PAY BZDIO1D 03-JAN-2028                                                  | OIS_CCP BRL RCV 13.39875% PAY BZDIO1D 03-JAN-2028                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | BR        |     2580000 | OU      | $-3226.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 7.1725% PAY MXIBTIEF1D 11-APR-2028                                                 | OIS_CCP MXN RCV 7.1725% PAY MXIBTIEF1D 11-APR-2028                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     8000000 | OU      | $-485.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV MXIBTIEF1D PAY 7.5525% 10-APR-2031                                                 | OIS_CCP MXN RCV MXIBTIEF1D PAY 7.5525% 10-APR-2031                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     1527248 | OU      | $1078.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS COP RCV COOVI1D PAY 9.42% 17-DEC-2029                                                          | IRS COP RCV COOVI1D PAY 9.42% 17-DEC-2029                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |    77857140 | OU      | $1633.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.7937% 16-MAY-2026                                                     | OIS_CCP USD RCV SOFR1D PAY 3.7937% 16-MAY-2026                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     7578000 | OU      | $21372.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.8% PAY SOFR1D 16-MAY-2026                                                        | OIS_CCP USD RCV 3.8% PAY SOFR1D 16-MAY-2026                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     7578000 | OU      | $-20887.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20310620                                                        | CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20310620                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     2800000 | OU      | $-63625.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.46 1% 20310620                                                                | CDS_IX_CCP CDX.NA.IG.46 1% 20310620                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     3300000 | OU      | $69148.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20301220                                                       | CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20301220                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |      807800 | OU      | $92880.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.HY.46 5% 20310620                                                                | CDS_IX_CCP CDX.NA.HY.46 5% 20310620                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |       37433 | OU      | $-2662.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX ITRAXX EUROPE CROSSOV 5% 20291220                                                           | CDS_IX ITRAXX EUROPE CROSSOV 5% 20291220                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |       53000 | OU      | $3099.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN PACIFICORP 3.3% 03/15 0.130164% 20270929                                                    | CDS_SN PACIFICORP 3.3% 03/15 0.130164% 20270929                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      142500 | OU      | $-161.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN DOMINION ENERGY INC 4 1% 20291220                                                           | CDS_SN DOMINION ENERGY INC 4 1% 20291220                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      346000 | OU      | $-8702.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN AMERICAN EXPRESS CO 4 1% 20291220                                                           | CDS_SN AMERICAN EXPRESS CO 4 1% 20291220                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      360000 | OU      | $-8634.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN AMERICAN ELECTRIC POW 1% 20291220                                                           | CDS_SN AMERICAN ELECTRIC POW 1% 20291220                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      703000 | OU      | $-17654.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20310620                                                       | CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20310620                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |       88311 | OU      | $-9262.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP UNITED MEXICAN STATES 1% 20310620                                                       | CDS_SN_CCP UNITED MEXICAN STATES 1% 20310620                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      200778 | OU      | $-1091.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP REPUBLIC OF COLOMBIA 1% 20310620                                                        | CDS_SN_CCP REPUBLIC OF COLOMBIA 1% 20310620                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      114430 | OU      | $5340.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP SAUDI INTERNATIONAL B 1% 20310620                                                       | CDS_SN_CCP SAUDI INTERNATIONAL B 1% 20310620                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |       53225 | OU      | $798.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP FED REPUBLIC OF BRAZI 1% 20310620                                                       | CDS_SN_CCP FED REPUBLIC OF BRAZI 1% 20310620                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      188635 | OU      | $1764.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP OMAN GOV INTERNTL BON 1% 20310620                                                       | CDS_SN_CCP OMAN GOV INTERNTL BON 1% 20310620                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |       26676 | OU      | $-329.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP KINGDOM OF MOROCCO 3% 1% 20310620                                                       | CDS_SN_CCP KINGDOM OF MOROCCO 3% 1% 20310620                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |       26670 | OU      | $-263.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN ALTICE FRANCE SA 4.75 5% 20270620                                                           | CDS_SN ALTICE FRANCE SA 4.75 5% 20270620                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |       12000 | OU      | $505.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220                                                           | CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |       53000 | OU      | $7531.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN REPUBLIC OF ARGENTINA 5% 20271220                                                           | CDS_SN REPUBLIC OF ARGENTINA 5% 20271220                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |        3000 | OU      | $-25.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN ALTICE FRANCE SA 4.75 5% 20270620                                                           | CDS_SN ALTICE FRANCE SA 4.75 5% 20270620                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |       13000 | OU      | $547.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

**Name of Applicant:** Morningstar Funds Trust

**Signature:** D. Scott Schilling

**Name of Signer:** D. Scott Schilling

**Title:** Chief Compliance Officer