# EDGAR Filing Document

**Accession Number:** 0001635295
**File Stem:** 0000940400-26-025727
**Filing Date:** 2026-6
**Character Count:** 353916
**Document Hash:** 24a797ca4724d7b927fd22b148205207
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025727.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-025727

**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:** BNY Mellon Absolute Insight Funds, Inc.
- **CENTRAL INDEX KEY:** 0001635295

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23036
- **FILM NUMBER:** 261125130

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** (212) 922-6400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

## Series and Classes Contracts Data

### BNY Mellon Core Plus Fund (Series ID: S000059721)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000195444 | Class A      | DCPAX           |
| C000195445 | Class C      | DCPCX           |
| C000195446 | Class I      | DCPIX           |
| C000195447 | Class Y      | DCPYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Absolute Insight Funds, Inc.

- **b. Investment Company Act file number:** 811-23036

- **c. CIK number of Registrant:** 0001635295

- **d. LEI of Registrant:** 549300FDPJFMG9QZEW26

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212-922-6400

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

- **a. Name of Series:** BNY Mellon Core Plus Fund

- **b. EDGAR series identifier (if any):** S000059721

- **c. LEI of Series:** 549300E4WKPQ5Z055X94

**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:** $2681895685.50

**Total Liabilities:** $138911475.42

**Net Assets:** $2542984210.08

**Delayed Delivery Securities:** $3947367.00

**Stand-by Commitments:** $27391420.83

**Cash Not Reported:** $33974980.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1211.44185000 | **1-Year:** 75409.36597000 | **5-Year:** 631193.64132000 | **10-Year:** 420126.76149000 | **30-Year:** 30934.88705000

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

- **3-Month:** 815.15350000 | **1-Year:** 24040.77433000 | **5-Year:** 72335.93025000 | **10-Year:** 30197.67864000 | **30-Year:** 672.62029000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195444 | 1.55%                | -2.17%               | 0.52%                |
| Class ID C000195445 | 1.38%                | -2.23%               | 0.45%                |
| Class ID C000195446 | 1.46%                | -2.04%               | 0.54%                |
| Class ID C000195447 | 1.46%                | -2.14%               | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1018598.92              | $26397906.50                               |
| Month 2  | $-1040521.61             | $-63950275.01                              |
| Month 3  | $-6419.92                | $12704002.00                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LEH:LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY & CO. LLC                                                                 | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-569400.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7056.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSEG FINANCE PLC                                                                         | LSELN 2.5 04/06/31 144A                                           | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     291000 | PA      | $263432.03    | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                             | WLAKE 2025-2A D                                                   | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3207000 | PA      | $3216878.20   | 0.13%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                                                    | EFF 2025-2 A3                                                     | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2031000 | PA      | $2035439.36   | 0.08%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                      | UAL 5.8 01/15/36                                                  | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    1761155 | PA      | $1831378.87   | 0.07%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                               | INTC 5.6 02/21/54                                                 | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $3611693.15   | 0.14%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BELRON UK FINANCE PLC                                                                    | BELRON 5.75 10/15/29 144a                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     720000 | PA      | $727683.40    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD7097                                                         | CUSIP: 3132DU3E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24994477 | PA      | $24943460.88  | 0.98%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA5048                                                         | CUSIP: 31418ETE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     838785 | PA      | $861747.93    | 0.03%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AC4643                                                         | CUSIP: 36179EEQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     760482 | PA      | $710826.26    | 0.03%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XLIII LTD                                                                     | APID 2022-39A A1R                                                 | CUSIP: 03766HAQ3<br>LEI: 549300NZQZOTNS7ILQ86 | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5006995.00   | 0.20%             | 2038-10-21      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | USD/SEK FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7741.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD1716                                                         | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3731892 | PA      | $3742689.11   | 0.15%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                       | URI 5.375 11/15/33 144A                                           | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    4238000 | PA      | $4194295.84   | 0.16%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FINANCE LLC                                                               | MS 0 04/10/28 1                                                   | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     400000 | PA      | $570324.82    | 0.02%             | 2028-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | TII 0.125 02/15/52                                                | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7794696 | PA      | $4064588.43   | 0.16%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CORMEDIX INC                                                                             | CRMD 4 08/01/30                                                   | CUSIP: 218939AA4<br>LEI: 5299006YIA3L0MBW8358 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99160.00     | 0.00%             | 2030-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                               | BRKHEC V7.125 08/15/56                                            | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $3021235.42   | 0.12%             | 2056-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                                | EOFP 6.75 09/15/33 144A                                           | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    5135000 | PA      | $5152443.60   | 0.20%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS 6.75 10/01/37                                                  | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9810000 | PA      | $10659964.40  | 0.42%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                | PCG 5.25 07/01/30                                                 | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    5135000 | PA      | $5085527.30   | 0.20%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V2.484 09/16/36                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9465000 | PA      | $8196626.11   | 0.32%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | Euro(FGBL) Bund Futures                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        271 | NC      | $-742495.43   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 710437                                                         | CUSIP: 36297FHN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     278307 | PA      | $279882.33    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK SHASTA CLO XIII LLC                                                            | BLKMM 2024-1A A1                                                  | CUSIP: 09263EAA0<br>LEI: 5299003T3Q2THT0GKA72 | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6007044.00   | 0.24%             | 2036-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 4.8 02/15/31                                                 | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2461000 | PA      | $2465694.78   | 0.10%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC MORTGAGE TRUST                                                              | DBC 2025-DBC A                                                    | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3724215 | PA      | $3731554.68   | 0.15%             | 2042-11-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1 LTD                                                                          | SLAM 2025-1A A                                                    | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1563516 | PA      | $1580675.66   | 0.06%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                                                 | DGFP 0.7 02/18/30                                                 | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $764126.92    | 0.03%             | 2030-02-18      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7043                                                         | CUSIP: 36179VZG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2148048 | PA      | $1815507.02   | 0.07%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS0898                                                         | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11533288 | PA      | $10198684.06  | 0.40%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                        | POST 6.375 03/01/33 144A                                          | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3705948.48   | 0.15%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC                                                                       | TIF 2021-1A A                                                     | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2124596 | PA      | $1943196.31   | 0.08%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                            | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3714.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AR1025                                                         | CUSIP: 36192UD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1737002 | PA      | $1605672.70   | 0.06%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MMG LTD                                                                                  | MMLTF 0 10/08/30                                                  | CUSIP: 000000000<br>LEI: 529900XB5IQXFMSWEC48 | Long             | DBT              | CORP              | HK        |     400000 | PA      | $484700.00    | 0.02%             | 2030-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IBIDEN CO LTD                                                                            | IBIDEN 0 03/14/31                                                 | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | DBT              | CORP              | JP        |   50000000 | PA      | $968828.85    | 0.04%             | 2031-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                                            | SDART 2025-4 C                                                    | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     814000 | PA      | $813939.76    | 0.03%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                     | BXP 5.75 01/15/35                                                 | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5628329.39   | 0.22%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                              | EXC V6.5 03/15/55                                                 | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5764000 | PA      | $5979158.59   | 0.24%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD6570                                                         | CUSIP: 3132DUJP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1593411 | PA      | $1626438.31   | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 6.625 05/16/36 144A                                        | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3600000 | PA      | $3639130.96   | 0.14%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CA6053                                                         | CUSIP: 3140QDWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5185588 | PA      | $4595442.03   | 0.18%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN BM6968                                                         | CUSIP: 3140JBW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1390010 | PA      | $1156697.64   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1619.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENFIN RESIDENTIAL SOLAR REC TR 24-1                                                      | ENFIN 2024-1A A                                                   | CUSIP: 29281LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1647820 | PA      | $1488890.74   | 0.06%             | 2055-02-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                     | FLTR 5.875 06/04/31 144A                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    5122000 | PA      | $5106838.88   | 0.20%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| DATABANK ISSUER LLC                                                                      | COLO 2021-2A A2                                                   | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4198000 | PA      | $4150982.40   | 0.16%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC                                                                      | HYPER 2025-1A A2                                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7645000 | PA      | $7539071.64   | 0.30%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7704                                                         | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1433133 | PA      | $1180634.38   | 0.05%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FERROTEC CORP                                                                            | FERTEC 0 06/23/28                                                 | CUSIP: 000000000<br>LEI: 3538005N4KWZD4R07U97 | Long             | DBT              | CORP              | JP        |   50000000 | PA      | $676439.59    | 0.03%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                          | DHI 5.5 10/15/35                                                  | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $3749974.08   | 0.15%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS8079                                                         | CUSIP: 3140XP6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5960911 | PA      | $5938115.78   | 0.23%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND                        | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   17934270 | NS      | $17934269.54  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTAR LEASING III LLC                                                                   | INSTR 2021-1A A                                                   | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1299696 | PA      | $1242021.49   | 0.05%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ASX 24                                                                                   | ASX 10 Year Treasury Bond Futures                                 | CUSIP: 000000000<br>LEI: 549300SDXT36XYPVWI79 | N/A              | DIR              | CORP              | AU        |       1639 | NC      | $-1833455.87  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| HON HAI PRECISION INDUSTRY COMPANY LTD                                                   | HONHAI 0 10/24/29                                                 | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | DBT              | CORP              | TW        |     400000 | PA      | $405400.00    | 0.02%             | 2029-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CX MORTGAGE TRUST                                                              | COMM 2020-CX D                                                    | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     705000 | PA      | $548011.09    | 0.02%             | 2046-11-10      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS8585                                                         | CUSIP: 3140XQRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7878852 | PA      | $8044903.57   | 0.32%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                             | INTNED V7 PERP .                                                  | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3627000 | PA      | $3761373.10   | 0.15%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                         | BANK5 2024-5YR12 A2                                               | CUSIP: 06644XBB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11436000 | PA      | $11699060.02  | 0.46%             | 2057-12-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FR SD7535                                                         | CUSIP: 3132DVLQ6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   21185634 | PA      | $18153924.70  | 0.71%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                                  | SASOL 8.75 04/10/33 144A                                          | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    2556000 | PA      | $2701244.70   | 0.11%             | 2033-04-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V5.299 07/24/29                                               | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3656000 | PA      | $3717443.80   | 0.15%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                                   | AES 4.25 05/01/30                                                 | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1814000 | PA      | $1752433.69   | 0.07%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                                 | HACLN 2025-1 B                                                    | CUSIP: 446438SX2<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    1838404 | PA      | $1844830.79   | 0.07%             | 2033-03-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10639.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING LLC                                                                    | BELL 2025-1A A2II                                                 | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4679602 | PA      | $4590626.86   | 0.18%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AK6871                                                         | CUSIP: 36183QT47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1232943 | PA      | $1127001.87   | 0.04%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                           | CRM 5.2 03/15/33                                                  | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    7504000 | PA      | $7492724.34   | 0.29%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                 | VDCR 2025-1A A2A                                                  | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    2158000 | PA      | $2108650.42   | 0.08%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                        | LYB 5.125 01/15/31                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1710759.56   | 0.07%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                         | FN BT4370                                                         | CUSIP: 3140LS2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14016947 | PA      | $11317962.08  | 0.45%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                             | NI V5.75 07/15/56                                                 | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    6337000 | PA      | $6358400.05   | 0.25%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                           | CVI 7.875 02/15/34 144A                                           | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    6418000 | PA      | $6441528.39   | 0.25%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                               | EVRG 4.5 12/15/27                                                 | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     500000 | PA      | $682125.00    | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 41 LTD                                                | NEUB 2021-41A AR                                                  | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4702100.90   | 0.18%             | 2034-04-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2855.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP OF VICTORIA                                                                | TCV 4.75 09/15/36 MTN                                             | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   34540000 | PA      | $22963747.23  | 0.90%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                                       | LNW 6.25 10/01/33 144A                                            | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    1926000 | PA      | $1911068.69   | 0.08%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                                    | LITE 0.375 03/15/32                                               | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     165000 | PA      | $808648.50    | 0.03%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 BW4928                                                         | CUSIP: 3617NWPM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6713218 | PA      | $5471128.42   | 0.22%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                          | DRVPNK 2025-1A C                                                  | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2709000 | PA      | $2741108.69   | 0.11%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 5.375 05/01/47                                               | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1156923.23   | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AL2866                                                         | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2141091 | PA      | $2013474.59   | 0.08%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2017-2AA                                            | AAL 3.35 10/15/29 AA                                              | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     163302 | PA      | $157410.60    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                      | LNT V5.75 04/01/56                                                | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    1688000 | PA      | $1660273.59   | 0.07%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                      | UAL 4.625 04/15/29 144A                                           | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1418387.60   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                                       | Long Gilt Future - ICEU, Jun26                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -350 | NC      | $2525082.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC                                                | AXIS 2022-2A A2                                                   | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |       9151 | PA      | $9157.61      | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                                                          | NBIS 1 09/15/30                                                   | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $323825.00    | 0.01%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                | APODS 5.2 12/08/28 144A                                           | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1246000 | PA      | $1233209.66   | 0.05%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                        | SM 8.75 07/01/31 144A                                             | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $5110743.58   | 0.20%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V4.431 01/23/30 GMTN                                           | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6852000 | PA      | $6819676.44   | 0.27%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                        | CI 5.25 01/15/36                                                  | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3120972.14   | 0.12%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                                              | ALNY 0 09/15/28                                                   | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     600000 | PA      | $557625.00    | 0.02%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2023-19 WB                                                    | CUSIP: 38383V4Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1122667 | PA      | $1151524.61   | 0.05%             | 2051-11-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AM5335                                                         | CUSIP: 36184S4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     170531 | PA      | $157595.34    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM5 MORTGAGE TRUST                                                           | CROSS 2026-NQM5 A1                                                | CUSIP: 22759BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1269690 | PA      | $1270011.49   | 0.05%             | 2071-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | USD/GBP FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-575653.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 713191                                                         | CUSIP: 36297JKC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     179357 | PA      | $178374.03    | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                                               | FLR 1.125 08/15/29                                                | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     300000 | PA      | $403125.00    | 0.02%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS0002                                                         | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4718443 | PA      | $4162280.33   | 0.16%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                       | VEGLPL 6.5 01/15/34 144A                                          | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     855000 | PA      | $896801.81    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                                    | AYR 5 09/15/30 144A                                               | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    4445000 | PA      | $4443698.42   | 0.17%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                                                           | TTEK 2.25 08/15/28                                                | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     200000 | PA      | $219070.00    | 0.01%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                              | EXC 5.45 03/15/34                                                 | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     882000 | PA      | $904060.16    | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHURCHILL MMSLF CLO-IV LTD                                                               | CHMML 2024-3A A                                                   | CUSIP: 171929AA0<br>LEI: 254900A0QSMCBR9GUF94 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6005202.00   | 0.24%             | 2035-10-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                 | Neuberger Berman Loan Advisers CLO 47 Ltd                         | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    5680688 | PA      | $5683409.05   | 0.22%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                             | CUBE 3 02/15/30                                                   | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    6420000 | PA      | $6057401.29   | 0.24%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | USD/HKD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1237.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        847 | NC      | $-646375.64   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| DAE FUNDING LLC                                                                          | DUBAEE 4.95 01/15/33 144A                                         | CUSIP: 23371DAM6<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    5029000 | PA      | $4838885.60   | 0.19%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                                                          | NBIS 2.75 09/15/32                                                | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $253800.00    | 0.01%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                       | MNET 2025-2A A2                                                   | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    1736133 | PA      | $1752014.45   | 0.07%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                               | EVRG V6.65 06/01/55                                               | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    6675000 | PA      | $6792273.08   | 0.27%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD1686                                                         | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3947411 | PA      | $4031014.10   | 0.16%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                       | CTRA 5.9 02/15/55                                                 | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    2536000 | PA      | $2442014.34   | 0.10%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                | PCG V6.85 09/15/56                                                | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    5135000 | PA      | $5136384.91   | 0.20%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                 | JPMMT 2024-CES1 A2                                                | CUSIP: 46658CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1905618 | PA      | $1918121.90   | 0.08%             | 2054-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7051                                                         | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6493565 | PA      | $5349488.14   | 0.21%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                                                                       | LBRT 0 03/01/32                                                   | CUSIP: 53115LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $27102.00     | 0.00%             | 2032-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-301086.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.875 08/15/45                                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5906000 | PA      | $5834482.00   | 0.23%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 764154                                                         | CUSIP: 36176EWP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     459365 | PA      | $423622.91    | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD5412                                                         | CUSIP: 3132DTAM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17159883 | PA      | $17154268.93  | 0.67%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD3516                                                         | CUSIP: 3132DQ3Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6264419 | PA      | $6422388.98   | 0.25%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC                                                                              | ZS 0 07/15/28                                                     | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |     250000 | PA      | $227375.00    | 0.01%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS1376                                                         | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8806993 | PA      | $7798998.27   | 0.31%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORP                                                                | NGGLN 5.664 01/17/54 144A                                         | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     878000 | PA      | $825267.81    | 0.03%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                                                  | ANIP 2.25 09/01/29                                                | CUSIP: 00182CAC7<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |     700000 | PA      | $893182.50    | 0.04%             | 2029-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                      | PSX V6.2 03/15/56 B                                               | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    5046000 | PA      | $5065109.20   | 0.20%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                                                                    | WAL V6.537 11/15/35                                               | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    6310000 | PA      | $6242451.45   | 0.25%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| OSAKA SECURITIES EXCHANGE                                                                | 10-YEAR JGB TRADE FUTURE, JUN 2026                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |       -105 | NC      | $1796642.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS INC                                                                              | COMP 0.25 04/15/31                                                | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |     500000 | PA      | $440250.00    | 0.02%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-REV1                                                   | FORDR 2024-1 A                                                    | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2394000 | PA      | $2430486.95   | 0.10%             | 2036-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN AG8936                                                         | CUSIP: 36182D4V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     550568 | PA      | $526281.57    | 0.02%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2022-9 P                                                      | CUSIP: 38383FP56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    4210726 | PA      | $3725676.92   | 0.15%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                                          | OSIS 0.5 02/01/31                                                 | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     550000 | PA      | $588885.00    | 0.02%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                  | HCA 5.45 09/15/34                                                 | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1904000 | PA      | $1927959.75   | 0.08%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                         | DUK 3 03/15/29                                                    | CUSIP: 26441CCL7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997250.00    | 0.04%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                     | IHOVER 7.375 05/15/33 144A                                        | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $305263.06    | 0.01%             | 2033-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                                      | BABS 2025-RM11 A1                                                 | CUSIP: 10638GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5696888 | PA      | $5626063.73   | 0.22%             | 2065-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOSAIC COMPANY (THE)                                                                     | MOS 4.6 11/15/30                                                  | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    3268000 | PA      | $3241230.64   | 0.13%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | USD/SEK FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3812.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD7182                                                         | CUSIP: 3132DU6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6892625 | PA      | $6853767.59   | 0.27%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CB8628                                                         | CUSIP: 3140QUSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13153770 | PA      | $13644440.10  | 0.54%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                                        | VNO 2.15 06/01/26                                                 | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4593861.73   | 0.18%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SL1438                                                         | CUSIP: 31427NS42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9069664 | PA      | $9191263.52   | 0.36%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS V3.091 05/14/32 144A                                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     722000 | PA      | $663719.46    | 0.03%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V5.518 10/25/35                                               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6260000 | PA      | $6309319.28   | 0.25%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 5.8 03/08/29                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4917676.66   | 0.19%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                               | FMCN 6.375 02/15/36 144A                                          | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     389000 | PA      | $382656.50    | 0.02%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA4779                                                         | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     541273 | PA      | $515654.02    | 0.02%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                                       | VOYA 5.05 03/02/36                                                | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    7779000 | PA      | $7531731.65   | 0.30%             | 2036-03-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2250.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS4267                                                         | CUSIP: 3140XKW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4832006 | PA      | $4860780.64   | 0.19%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                 | ACI 5.75 03/31/34 144A                                            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     878000 | PA      | $855845.87    | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                            | CRWV 9.75 10/01/31 144A                                           | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1879000 | PA      | $1891346.04   | 0.07%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DAIFUKU CO LTD                                                                           | DAIFKU 0 09/13/30 2030                                            | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $381335.63    | 0.01%             | 2030-09-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                                          | OSIS 2.25 08/01/29                                                | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     150000 | PA      | $245212.50    | 0.01%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                               | ACACN 5.25 04/01/29 144A                                          | CUSIP: 00909DAA1<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-O            | CORP              | CA        |     643132 | PA      | $648948.93    | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM19 TRUST                                                                     | OBX 2025-NQM19 A1                                                 | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-O            | CORP              | US        |    2732358 | PA      | $2718399.96   | 0.11%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1                                             | WLAKE 2026-1A C                                                   | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7533000 | PA      | $7475254.28   | 0.29%             | 2031-06-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4047                                                         | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6626772 | PA      | $5369396.75   | 0.21%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARES XLIX CLO LTD                                                                        | ARES 2018-49A XR                                                  | CUSIP: 04017JAL5<br>LEI: 549300FI9E5EZIMPA581 | Long             | ABS-CBDO         | CORP              | KY        |    4025000 | PA      | $4026968.23   | 0.16%             | 2036-10-22      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | USD/JPY FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17354.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 737111                                                         | CUSIP: 3620AQ3U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     362433 | PA      | $357026.42    | 0.01%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                   | CNP 2.875 05/15/29                                                | CUSIP: 15189TBT3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100960.00    | 0.00%             | 2029-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 6.25 05/22/36                                              | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4954000 | PA      | $4931707.00   | 0.19%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP                                | PECO 5.75 07/15/34                                                | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $2074148.75   | 0.08%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                    | NSC 5.55 03/15/34                                                 | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1605969.71   | 0.06%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                     | HOWARD 7.375 07/15/32 144A                                        | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4437000 | PA      | $4638186.89   | 0.18%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H3 MORTGAGE TRUST                                                             | CROSS 2024-H3 A2                                                  | CUSIP: 22758DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1684417 | PA      | $1698826.95   | 0.07%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                              | ABG 5 02/15/32 144A                                               | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    4791000 | PA      | $4596796.58   | 0.18%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND XII LTD                                               | IVYH 12A A2RR                                                     | CUSIP: 46600CBC3<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |     340000 | PA      | $340295.46    | 0.01%             | 2037-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 5.869 10/31/35                                                  | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3817000 | PA      | $3721537.21   | 0.15%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| CHICAGO BOARD OF TRADE                                                                   | 2-Year T-Note Futures, Jun-2026,ETH                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1364 | NC      | $-2384198.79  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V3.691 06/05/28                                                | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     700000 | PA      | $694221.03    | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| DAIFUKU CO LTD                                                                           | DAIFKU 0 09/14/28 2028                                            | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | DBT              | CORP              | JP        |   50000000 | PA      | $622784.32    | 0.02%             | 2028-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                           | PNW 4.25 03/01/49                                                 | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4338000 | PA      | $3407189.35   | 0.13%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1                                       | BVABS 2024-SN1 C                                                  | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1052000 | PA      | $1061472.00   | 0.04%             | 2028-12-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                       | CYRUS 2025-1A A2                                                  | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2264000 | PA      | $2276388.61   | 0.09%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                                     | CITPET 8.375 01/15/29 144A                                        | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    5449000 | PA      | $5610034.30   | 0.22%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 786894                                                         | CUSIP: 3622ACRP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6358881 | PA      | $6274881.87   | 0.25%             | 2053-07-20      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC                                                              | TUNES 2025-2A A                                                   | CUSIP: 20633KAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2029000 | PA      | $2046309.60   | 0.08%             | 2075-07-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H2 MORTGAGE TRUST                                                             | CROSS 2024-H2 A3                                                  | CUSIP: 22757BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     770838 | PA      | $775485.66    | 0.03%             | 2069-04-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                        | ILIADH 8.5 04/15/31 144A                                          | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    1849000 | PA      | $1962836.81   | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | EURO(FGBX) Buxl Futures                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -156 | NC      | $472930.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 7.25 01/12/56                                              | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4700000 | PA      | $4735955.00   | 0.19%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FM4450                                                         | CUSIP: 3140X75L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2219198 | PA      | $1800632.04   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                     | RY V6.75 08/24/85                                                 | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2450000 | PA      | $2494822.75   | 0.10%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                              | RCL 5.375 01/15/36                                                | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1117000 | PA      | $1098079.54   | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                | OLN 6.625 04/01/33 144A                                           | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2301201.27   | 0.09%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                                                    | C 0.8 02/05/30 GMTN                                               | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     200000 | PA      | $246303.10    | 0.01%             | 2030-02-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                                        | FDX 5.25 03/15/36 144A                                            | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1212444.37   | 0.05%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SOAF 7.25 12/11/55 144A                                           | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1626000 | PA      | $1534248.89   | 0.06%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING IX LLC                                                                       | CLIF 2025-1A A                                                    | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |    2236613 | PA      | $2246333.72   | 0.09%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                                 | QTC 5.25 07/21/36                                                 | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   34055000 | PA      | $23676933.37  | 0.93%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                             | EUR/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $79182.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GBX LEASING LLC 2022-1                                                                   | GBXL 2026-1A A                                                    | CUSIP: 361528AE2<br>LEI: 5493001GAGGFR30BP390 | Long             | ABS-O            | CORP              | US        |    1293398 | PA      | $1283985.91   | 0.05%             | 2056-02-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H2 MORTGAGE TRUST                                                             | CROSS 2024-H2 A2                                                  | CUSIP: 22757BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     595472 | PA      | $599489.01    | 0.02%             | 2069-04-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                            | GSKY 2024-2 A4                                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     763001 | PA      | $766030.42    | 0.03%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AR9158                                                         | CUSIP: 36193GE76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1542029 | PA      | $1424643.23   | 0.06%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2025-1 LLC                                                         | SCFET 2025-1A D                                                   | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     353000 | PA      | $356178.66    | 0.01%             | 2035-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                         | AIG 4.375 06/30/50                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3364811.04   | 0.13%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| LIBERTY MUTUAL GROUP INC                                                                 | LIBMUT 5.25 05/01/36 144A                                         | CUSIP: 53079EBR4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2868000 | PA      | $2821739.68   | 0.11%             | 2036-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                            | SDART 2025-1 C                                                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4215000 | PA      | $4246619.24   | 0.17%             | 2031-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H8 MORTGAGE TRUST                                                             | CROSS 2025-H8 A1                                                  | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2853748 | PA      | $2846895.02   | 0.11%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                    | AAL 3.15 02/15/32 AA                                              | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1522175 | PA      | $1428223.75   | 0.06%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | 5-Year T-Note Futures, Jun-2026,ETH                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       3031 | NC      | $-2876110.26  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| FERROVIAL NV                                                                             | FERSM 0.75 05/20/31                                               | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $727246.57    | 0.03%             | 2031-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 5.918 03/20/28                                                  | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6901000 | PA      | $6997088.83   | 0.28%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                                       | BATSLN 7.081 08/02/53                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3101000 | PA      | $3434177.11   | 0.14%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                                | BNS V7.35 04/27/85                                                | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5835000 | PA      | $6043472.88   | 0.24%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                      | AVIAGP 9.625 02/14/30 144A                                        | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |    3451000 | PA      | $3255587.13   | 0.13%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| KODIAK GAS SERVICES LLC                                                                  | KGS 6.5 10/01/33 144A                                             | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     528000 | PA      | $540374.74    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AT7496                                                         | CUSIP: 36194GKH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1122600 | PA      | $1047595.35   | 0.04%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM8                                                | BRAVO 2025-NQM8 A1                                                | CUSIP: 10571JAA4<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-O            | CORP              | US        |    1165919 | PA      | $1165441.42   | 0.05%             | 2065-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4976                                                         | CUSIP: 31418EQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1012601 | PA      | $1057678.39   | 0.04%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1                                            | NRZT 2022-NQM1 A1                                                 | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4686955 | PA      | $4239561.56   | 0.17%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS ITRAXX.EU.XO.45.V1                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-4829030.31  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | 10-Year T-Note Futures, Jun-2026,ETH                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         48 | NC      | $-28562.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AV1810                                                         | CUSIP: 36195CAK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1848329 | PA      | $1660207.21   | 0.07%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                               | ZBH 5.35 12/01/28                                                 | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2323000 | PA      | $2372890.05   | 0.09%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                 | CRBG V6.375 09/15/54                                              | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4149000 | PA      | $4127697.37   | 0.16%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                     | ENTERP 5.2 10/30/34 144A                                          | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2865768.68   | 0.11%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM16 TRUST                                                                     | OBX 2025-NQM16 A1                                                 | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-O            | CORP              | US        |    3450174 | PA      | $3440364.00   | 0.14%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                     | JBLU 4 11/15/32 1A                                                | CUSIP: 477164AA5<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-O            | CORP              | US        |    5349553 | PA      | $5056651.52   | 0.20%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR ZS4734                                                         | CUSIP: 3132A5HK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2050444 | PA      | $1835121.79   | 0.07%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                            | NSWTC 4.25 02/20/36                                               | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   36485000 | PA      | $23570504.28  | 0.93%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 5010 EA                                                       | CUSIP: 3137FVPE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2773638 | PA      | $2562693.26   | 0.10%             | 2047-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLAND 6.125 04/14/56 30Y                                         | CUSIP: 857524AL6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    3848000 | PA      | $3866109.30   | 0.15%             | 2056-04-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS SEK                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $180018.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                                        | AMCR 5.1 03/17/30                                                 | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3513000 | PA      | $3556029.23   | 0.14%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                                                   | PLNIJ 5.45 02/03/36 144A                                          | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    1273000 | PA      | $1240760.79   | 0.05%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | EPD V5.25 08/16/77 E                                              | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2363256.80   | 0.09%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                       | VICI 4.75 04/01/28                                                | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $2053114.90   | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.625 11/15/55                                                  | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $9432031.20   | 0.37%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CROSS 2025-H2 MORTGAGE TRUST                                                             | CROSS 2025-H2 A2                                                  | CUSIP: 22758PAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2554649 | PA      | $2556999.50   | 0.10%             | 2070-03-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                                        | VNO 5.75 02/01/33                                                 | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    5118000 | PA      | $5128097.15   | 0.20%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                              | ENOIGA 5.875 03/30/31                                             | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    2600000 | PA      | $2495750.27   | 0.10%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                                    | SUFP 1.625 06/28/31 SUFP                                          | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $918708.49    | 0.04%             | 2031-06-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AT3607                                                         | CUSIP: 36194CAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1054915 | PA      | $974556.87    | 0.04%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-727777.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                              | CQP 5.55 10/30/35                                                 | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2142000 | PA      | $2187936.60   | 0.09%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 775121                                                         | CUSIP: 36176S4E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     155718 | PA      | $155219.20    | 0.01%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HOLDINGS LLC                                                               | M 7.375 08/01/33 144A                                             | CUSIP: 55617LAS1<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3848182.92   | 0.15%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8513                                                         | CUSIP: 36179XN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4332669 | PA      | $4344643.60   | 0.17%             | 2052-11-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING VIII CLO LTD                                                               | CEDF 2017-8A DRR                                                  | CUSIP: 15032EBE8<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    4439232 | PA      | $4338945.31   | 0.17%             | 2038-01-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                                               | AESOP 2025-1A C                                                   | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     441000 | PA      | $444334.67    | 0.02%             | 2029-08-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2020-11 CB                                                    | CUSIP: 38382B5K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1633349 | PA      | $1504227.57   | 0.06%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                         | VTR 5.1 07/15/32                                                  | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    4843000 | PA      | $4898070.09   | 0.19%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                  | MPC 5.7 03/01/35                                                  | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $4121503.90   | 0.16%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                          | CMS V3.75 12/01/50                                                | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    5521000 | PA      | $5092386.83   | 0.20%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS IFS GBP                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-560787.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE                                               | JGB 2.8 06/20/55 87                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2980000000 | PA      | $15901994.19  | 0.63%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 5.75 03/15/31 144A                                            | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    5062000 | PA      | $5077165.75   | 0.20%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                             | ETR V6.1 06/15/56                                                 | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    7585000 | PA      | $7562591.63   | 0.30%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                                | CMC 5.75 11/15/33 144A                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $5021232.42   | 0.20%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA5331                                                         | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1062122 | PA      | $1043013.39   | 0.04%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                | SOBOCN 5.026 10/01/29                                             | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $2108336.08   | 0.08%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE                                               | JGB 2.2 06/20/54 83                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1355000000 | PA      | $6358862.54   | 0.25%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                             | NCLH 0.875 04/15/30                                               | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     200000 | PA      | $210750.00    | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 711075                                                         | CUSIP: 36297F6L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     111626 | PA      | $110462.96    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AR7648                                                         | CUSIP: 36193EP95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     521898 | PA      | $473104.33    | 0.02%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS SEK                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $424659.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                | HBAN V5.272 01/15/31                                              | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3577000 | PA      | $3637128.65   | 0.14%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 5.8 11/01/30                                                  | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1419413.29   | 0.06%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                   | PNC V5.3 01/21/28                                                 | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $2292792.79   | 0.09%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OBX Trust 2026-NQM2                                                                      | OBX 2026-NQM6 A3                                                  | CUSIP: 67124EAJ8<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |    3375147 | PA      | $3369546.28   | 0.13%             | 2066-04-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENLN 5.186 04/01/30 144A                                        | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4967000 | PA      | $5045674.20   | 0.20%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 6.625 01/29/38                                                | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4147000 | PA      | $4283021.60   | 0.17%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1                                             | WLAKE 2025-1A C                                                   | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2435000 | PA      | $2455297.19   | 0.10%             | 2030-10-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN AN8425                                                         | CUSIP: 36186SLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     172775 | PA      | $164878.35    | 0.01%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM18 TRUST                                                                     | OBX 2025-NQM18 A1A                                                | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-O            | CORP              | US        |    3622905 | PA      | $3622329.80   | 0.14%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                      | NEE V6.5 08/15/55 .                                               | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5844000 | PA      | $6094532.28   | 0.24%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-735875.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AS6275                                                         | CUSIP: 3138WF6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1164158 | PA      | $1138828.15   | 0.04%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                                                                       | LBRT 0 03/01/31                                                   | CUSIP: 53115LAA2<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |     300000 | PA      | $361650.00    | 0.01%             | 2031-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA3768                                                         | CUSIP: 31418DFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1315134 | PA      | $1265236.15   | 0.05%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2023-NQM1                                                   | IMPRL 2023-NQM1 A1                                                | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     774696 | PA      | $776173.78    | 0.03%             | 2068-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                         | FN FA2716                                                         | CUSIP: 3140W3AS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10605937 | PA      | $10542795.50  | 0.41%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                 | T 2.55 12/01/33                                                   | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9905000 | PA      | $8377597.59   | 0.33%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V5.468 01/23/35                                               | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2261000 | PA      | $2310705.71   | 0.09%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                       | STX 3.5 06/01/28                                                  | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      40000 | PA      | $325930.00    | 0.01%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 721746                                                         | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     286405 | PA      | $274490.25    | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 5.5 11/06/30                                               | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1266000 | PA      | $1290433.80   | 0.05%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 BP3987                                                         | CUSIP: 3617LANC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     458642 | PA      | $423913.08    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                   | CNP V6.7 05/15/55                                                 | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    5911000 | PA      | $6033304.50   | 0.24%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                                       | BATSLN 6.343 08/02/30                                             | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1648571.58   | 0.06%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                         | FN FA1918                                                         | CUSIP: 3140W2DY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8985825 | PA      | $7341246.46   | 0.29%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIPHER DIGITAL INC                                                                       | CIFR 0 10/01/31                                                   | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $139000.00    | 0.01%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN AA5906                                                         | CUSIP: 36178DR37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     303781 | PA      | $281651.09    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)                                     | USRE 2021-1 A1                                                    | CUSIP: 643821AA9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | ABS-O            | CORP              | US        |    4786000 | PA      | $4058528.00   | 0.16%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| MCF CLO VIII LTD                                                                         | MCFCL 2018-1A AR                                                  | CUSIP: 55281GAQ1<br>LEI: 254900KF5QOK0T8H4C54 | Long             | ABS-CBDO         | CORP              | KY        |    4550000 | PA      | $4563513.50   | 0.18%             | 2036-04-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYNGR 4.625 06/25/38 144A                                        | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1626809.50   | 0.06%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING III LLC                                                                      | TIF 2024-1A A                                                     | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3439125 | PA      | $3451194.27   | 0.14%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN BA2804                                                         | CUSIP: 3140E7DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     812754 | PA      | $792567.81    | 0.03%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER LLC                                                          | SIDC 2025-1A A2                                                   | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    5553938 | PA      | $5392332.29   | 0.21%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                        | MCAIRH 5.2 03/27/28 144A                                          | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    4971000 | PA      | $4994254.39   | 0.20%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 711076                                                         | CUSIP: 36297F6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     126531 | PA      | $125642.08    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                      | AHTLN 5.95 10/15/33 144A                                          | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2656000 | PA      | $2758746.86   | 0.11%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD0612                                                         | CUSIP: 3132DMVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11582702 | PA      | $9969901.72   | 0.39%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MTG BACKED 2024-HE1                                                                   | GSMBS 2024-HE1 A1                                                 | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000906 | PA      | $4013451.53   | 0.16%             | 2054-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                               | COF V6.183 01/30/36                                               | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6219000 | PA      | $6336904.09   | 0.25%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS V5.699 02/08/35 144A                                          | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2399000 | PA      | $2470036.41   | 0.10%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                                             | PSN 2.625 03/01/29                                                | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     400000 | PA      | $393800.00    | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                                          | SLAM 2021-1A A                                                    | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6435699 | PA      | $6121289.55   | 0.24%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U.S. LOGISTICS FUND LP                                                 | PLDTLF 4.75 01/15/36 144A                                         | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    5063000 | PA      | $4863783.40   | 0.19%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                                  | MTSI 0 12/15/29                                                   | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $1146275.00   | 0.05%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8265                                                         | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2055087 | PA      | $1835834.31   | 0.07%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINISO GROUP HOLDING LTD                                                                 | MINISO 0.5 01/14/32                                               | CUSIP: 000000000<br>LEI: 2549006PIKT2YKNBL092 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $185850.00    | 0.01%             | 2032-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS7125                                                         | CUSIP: 3140XN4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1347957 | PA      | $1396407.48   | 0.05%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS8813                                                         | CUSIP: 3140XQYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7256374 | PA      | $7001614.37   | 0.28%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF - MINISTRY OF FINANCE                                                   | ISRAEL 5.875 01/13/56 30Y                                         | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3070000 | PA      | $2949128.97   | 0.12%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 4.2 10/27/28                                                   | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     811000 | PA      | $804519.79    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FM6519                                                         | CUSIP: 3140XAG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8628150 | PA      | $7962102.74   | 0.31%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2023-1                                                         | TPMT 2023-1 A1                                                    | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     773470 | PA      | $740730.49    | 0.03%             | 2063-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                               | VZ 5.875 11/30/55                                                 | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3621773.25   | 0.14%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                      | AFRMT 2026-2A A                                                   | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2124000 | PA      | $2126816.42   | 0.08%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                       | META 5.625 11/15/55 .                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5108000 | PA      | $4693449.84   | 0.18%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H2 MORTGAGE TRUST                                                             | CROSS 2025-H2 A1                                                  | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1206833 | PA      | $1209809.44   | 0.05%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                              | TRGP 5 01/15/28                                                   | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    1136000 | PA      | $1134543.58   | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR SILVER CORP                                                                    | EDRCN 0.25 01/15/31 144A                                          | CUSIP: 29258YAA1<br>LEI: 549300IF2E29780PPV02 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $219100.00    | 0.01%             | 2031-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                                                     | BBIO 2.25 02/01/29                                                | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     200000 | PA      | $222570.00    | 0.01%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                                   | IBESM 1.5 03/27/30 IBE                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $819266.32    | 0.03%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| NCL CORP LTD                                                                             | NCLH 6.75 02/01/32 144A                                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    5578000 | PA      | $5555346.12   | 0.22%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| KILROY REALTY LP                                                                         | KRC 5.875 10/15/35                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $4824802.55   | 0.19%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                       | CYRUS 2023-2A A2                                                  | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2424000 | PA      | $2429666.34   | 0.10%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                        | ARCC 5.25 04/12/31                                                | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    4321000 | PA      | $4204363.55   | 0.17%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| OWL ROCK CLO XXI LLC                                                                     | OR 2025-21A A                                                     | CUSIP: 69120UAA1<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |    3695512 | PA      | $3698091.06   | 0.15%             | 2034-07-24      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | AUD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2315403.18  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC                                                             | INDV 0.625 03/15/31                                               | CUSIP: 45579UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $227780.00    | 0.01%             | 2031-03-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                          | CMS 3.375 05/01/28                                                | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     700000 | PA      | $784875.00    | 0.03%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                          | DANBNK V5.705 03/01/30 144A                                       | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6259000 | PA      | $6433916.14   | 0.25%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ENERGY FUELS INC                                                                         | EFRCN 0.75 11/01/31                                               | CUSIP: 292671AC8<br>LEI: 529900P0GCATXMGK8I62 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $400800.00    | 0.02%             | 2031-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 3.05 05/15/41                                                 | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2964000 | PA      | $2219702.67   | 0.09%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 6.834 10/23/55                                               | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3527429.78   | 0.14%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC                                            | POWSOL 6.75 02/15/30 144A                                         | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2170000 | PA      | $2242933.70   | 0.09%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2026-1CON                                                       | BHG 2026-1CON B                                                   | CUSIP: 05494TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5532000 | PA      | $5539037.81   | 0.22%             | 2037-06-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM4                                                             | ADMT 2026-NQM3 A1                                                 | CUSIP: 00248BAC1<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-O            | CORP              | US        |    6923170 | PA      | $6934288.61   | 0.27%             | 2071-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC                                                                        | Summit Issuer LLC                                                 | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4153225 | PA      | $4165148.49   | 0.16%             | 2055-11-20      | Fixed         | 5.21%                 | 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        |    4837000 | PA      | $5067444.35   | 0.20%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AS6811                                                         | CUSIP: 36193SR84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     496499 | PA      | $452517.31    | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SL0526                                                         | CUSIP: 31427MSQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16018884 | PA      | $16257183.77  | 0.64%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 5 05/15/45                                                      | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52830000 | PA      | $53052876.56  | 2.09%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST 2025-RRTL1                                                         | TRK 2025-RRTL1 A1                                                 | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-O            | CORP              | US        |    3652909 | PA      | $3668917.51   | 0.14%             | 2040-02-25      | Variable      | 5.52%                 | 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        |    2780545 | PA      | $2796022.46   | 0.11%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                                 | MEXPCP 5.5 08/17/30 144A                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    5412000 | PA      | $5460437.40   | 0.21%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3                                            | NRZT 2024-NQM3 A1                                                 | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-O            | CORP              | US        |    2278034 | PA      | $2298440.71   | 0.09%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2025-RTL3                                                           | LHOME 2025-RTL3 A1                                                | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-O            | CORP              | US        |    1336000 | PA      | $1336507.81   | 0.05%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                                     | KENINT 8.7 02/26/39 144A                                          | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    1719000 | PA      | $1624466.86   | 0.06%             | 2039-02-26      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                     | LVS 3.5 08/18/26                                                  | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4987581.00   | 0.20%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 5.875 10/28/35 144A                                        | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3750000 | PA      | $3674812.50   | 0.14%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                       | HPE 5.6 10/15/54                                                  | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $2447898.04   | 0.10%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                                             | TECPET 7.625 01/22/33 144A                                        | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    2400000 | PA      | $2489400.00   | 0.10%             | 2033-01-22      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-RTL1                                                                           | EFMT 2025-RTL1 A1                                                 | CUSIP: 26846FAA7<br>LEI: 254900NFBGFOBK1G2B84 | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4492718.10   | 0.18%             | 2040-11-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                            | HR 3.5 08/01/26                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7483470.38   | 0.29%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 5.2 12/01/47                                                 | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1049502.48   | 0.04%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                         | LSELN 5.25 03/23/36 144A                                          | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    1924000 | PA      | $1918034.29   | 0.08%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2014-145 KA                                                   | CUSIP: 38379GUF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1446713 | PA      | $1425593.71   | 0.06%             | 2038-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                               | PKAIR 2025-2 A                                                    | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1657659 | PA      | $1642100.30   | 0.06%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                 | EDF 6.9 05/23/53 144A                                             | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    3546000 | PA      | $3774038.19   | 0.15%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2024-204 EF                                                   | CUSIP: 38385BSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2286397 | PA      | $2307480.31   | 0.09%             | 2054-12-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2023-1                                                       | DTRT 2023-1 A3                                                    | CUSIP: 233868AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     469107 | PA      | $470135.08    | 0.02%             | 2027-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 367098                                                         | CUSIP: 36204DX38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     592276 | PA      | $567502.37    | 0.02%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 4.542 08/01/26                                                  | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3004000 | PA      | $3003792.66   | 0.12%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-9                                                        | VERUS 2024-9 A1                                                   | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-O            | CORP              | US        |    1710161 | PA      | $1718446.61   | 0.07%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                                  | ORLY 5.1 03/12/36                                                 | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     866000 | PA      | $857248.78    | 0.03%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                         | TMUS 6 06/15/54                                                   | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2574000 | PA      | $2532500.79   | 0.10%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL4 LLC                                                                       | PRPM 2025-RPL4 A1                                                 | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2860514 | PA      | $2721721.09   | 0.11%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS4016                                                         | CUSIP: 3140XKPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7956849 | PA      | $7074841.58   | 0.28%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                                                          | ZAYO 2025-2A A2                                                   | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8408645 | PA      | $8551776.96   | 0.34%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 710982                                                         | CUSIP: 36297F2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     279199 | PA      | $278700.21    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                                               | LRFP 1.5 06/23/33                                                 | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $682867.81    | 0.03%             | 2033-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                        | STOR 4.625 03/15/29                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2797589.62   | 0.11%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                                    | CUZ 5.375 02/15/32                                                | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4566365.44   | 0.18%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                            | NIPLIF V6.5 04/30/55 144a                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    4081000 | PA      | $4303385.93   | 0.17%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ALLIANZ SE                                                                               | ALVGR V6.5 PERP 144A                                              | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    2600000 | PA      | $2602750.80   | 0.10%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AASET 2025-1 LTD                                                                         | AASET 2025-1A A                                                   | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2431882 | PA      | $2456997.81   | 0.10%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                         | FN FA3875                                                         | CUSIP: 3140W4JV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6171556 | PA      | $6227289.58   | 0.24%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                           | PCG 5.05 10/15/32                                                 | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4302000 | PA      | $4290206.20   | 0.17%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                                                   | CRVNA 2025-P3 C                                                   | CUSIP: 14688AAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3044000 | PA      | $3036810.99   | 0.12%             | 2032-01-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MERIT 2026-1 DAC                                                                         | MERIT 2026-1A A                                                   | CUSIP: 590023AA5<br>LEI: 984500DC3B09FF840365 | Long             | ABS-O            | CORP              | IE        |    4145143 | PA      | $4099476.29   | 0.16%             | 2040-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XVI LLC                                                                 | OSCAR 2024-1A A3                                                  | CUSIP: 68784GAC7<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |    1254581 | PA      | $1257351.54   | 0.05%             | 2028-02-10      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                     | BAYNGR 6.5 11/21/33 144A                                          | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2230832.57   | 0.09%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                                 | IRM 6.25 01/15/33 144A                                            | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2560350.24   | 0.10%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FA0380                                                         | CUSIP: 3140W0M69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11920995 | PA      | $11869652.43  | 0.47%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                           | NRG 5.875 05/15/34 144A                                           | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    4132000 | PA      | $4119014.86   | 0.16%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                                               | EART 2025-4A C                                                    | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3171000 | PA      | $3164054.56   | 0.12%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 6.1 11/15/32                                                  | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     779000 | PA      | $823669.19    | 0.03%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2023-1                                                      | HGVT 2023-1A A                                                    | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     243851 | PA      | $247621.13    | 0.01%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS9012                                                         | CUSIP: 3140XRAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4914195 | PA      | $5087027.69   | 0.20%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                                           | NET 0 08/15/26                                                    | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     300000 | PA      | $349135.27    | 0.01%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                          | TMHC 5.75 11/15/32 144A                                           | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    1779000 | PA      | $1799682.65   | 0.07%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FM5369                                                         | CUSIP: 3140X86F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5919415 | PA      | $5322197.79   | 0.21%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                                         | MF1 2021-FL7 AS                                                   | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6578500 | PA      | $6579311.13   | 0.26%             | 2036-10-21      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | BTPS 4.3 10/01/54 30Y                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   19546000 | PA      | $22047779.09  | 0.87%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                             | MSTR 2.25 06/15/32                                                | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     250000 | PA      | $305475.00    | 0.01%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES XXXV CLO LTD                                               | FCO 2025-35A A1                                                   | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |    2348669 | PA      | $2350372.07   | 0.09%             | 2033-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                        | CPGX 4.999 11/17/32 144A                                          | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3722000 | PA      | $3697358.31   | 0.15%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MTP ABS FUNDING LLC                                                                      | Mtp Abs Funding LLC                                               | CUSIP: 55378HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3947367 | PA      | $3965096.60   | 0.16%             | 2026-05-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                                                    | CYBR 0 06/15/30                                                   | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |     900000 | PA      | $982080.00    | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD                                                 | FCO 2017-9A A1TR                                                  | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    1248726 | PA      | $1251451.93   | 0.05%             | 2033-10-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| KUWAIT, GOVERNMENT OF - MINISTRY OF FINANCE                                              | KUWIB 4.652 10/09/35 144A                                         | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    6377000 | PA      | $6230515.46   | 0.25%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                       | CAR 8.25 01/15/30 144A                                            | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4765000 | PA      | $4895227.45   | 0.19%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING LTD                                                                | BABA 0 09/15/32                                                   | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $599700.00    | 0.02%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                                                   | CRVNA 2024-P4 A4                                                  | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2405000 | PA      | $2418227.02   | 0.10%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7127                                                         | CUSIP: 36179V4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3605177 | PA      | $3046951.15   | 0.12%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE                                               | JGB 2.4 03/20/55 86                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1355000000 | PA      | $6630026.99   | 0.26%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC                                                            | ARWR 0 01/15/32                                                   | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |     300000 | PA      | $342120.00    | 0.01%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 723231                                                         | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     541292 | PA      | $519452.99    | 0.02%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Databank Issuer LLC / Databank Co-Issuer LLC                                             | COLO 2026-1A A2                                                   | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1907000 | PA      | $1911971.93   | 0.08%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                         | AIG 4.85 05/07/30                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     976000 | PA      | $986232.42    | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS8189                                                         | CUSIP: 3140XQC39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12925377 | PA      | $13182797.01  | 0.52%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                    | FABSJV 6.3 01/25/39                                               | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    8147000 | PA      | $8657590.74   | 0.34%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                       | MNET 2025-4A A2                                                   | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    1244192 | PA      | $1245978.41   | 0.05%             | 2055-12-22      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                                  | ENIIM 5.75 05/19/35 144A                                          | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    1634000 | PA      | $1693688.79   | 0.07%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V5.288 04/25/34                                               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6132000 | PA      | $6228704.52   | 0.24%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AASET MT-1 LTD                                                                           | AASET 2025-3A A                                                   | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1533728 | PA      | $1519192.27   | 0.06%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                               | UKRAIN 4 02/01/32 144A                                            | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2575000 | PA      | $1977266.25   | 0.08%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                               | PNW 5.15 05/15/30                                                 | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1878972.49   | 0.07%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING 2022 LLC                                                            | TRL 2026-1A A                                                     | CUSIP: 89657MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3923000 | PA      | $3924435.82   | 0.15%             | 2056-04-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Dreyfus Institutional Preferred Money Market Funds                                       | DREYFUS INSTITUTIONAL PREFERRED MONEY MARKET FUNDS INST PFD PL MM | CUSIP: 26200T208<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |    5403667 | NS      | $5403666.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND XVIII LTD                                             | IVYH 18A A1R                                                      | CUSIP: 46603PAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7850000 | PA      | $7852661.15   | 0.31%             | 2037-01-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SALZGITTER AG - STAHL UND TECHNOLOGIE                                                    | SZGGR 3.375 10/22/32                                              | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $166037.35    | 0.01%             | 2032-10-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STERIS IRISH FINCO PUC                                                                   | STE 2.7 03/15/31                                                  | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    3944000 | PA      | $3595592.05   | 0.14%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V11 MORTGAGE TRUST                                                        | BMARK 2024-V11 A2                                                 | CUSIP: 081921AY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5419070 | PA      | $5546707.33   | 0.22%             | 2057-11-19      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                              | MET V5.85 03/15/56 .                                              | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    7805000 | PA      | $7702713.13   | 0.30%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                               | SANUSA V6.499 03/09/29                                            | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     875000 | PA      | $902503.96    | 0.04%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                               | VMW 2.2 08/15/31                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3657000 | PA      | $3237865.42   | 0.13%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 5.375 03/22/33                                                | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3084000 | PA      | $3034810.20   | 0.12%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                                              | CDEL 6.3 09/08/53 144A                                            | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3735000 | PA      | $3814335.14   | 0.15%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 CE4755                                                         | CUSIP: 3617VTH86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20698460 | PA      | $17454748.54  | 0.69%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V3.814 04/23/29                                                | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1188116.87   | 0.05%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| DAILYPAY SECURITIZATION TRUST 2025-1                                                     | DLPY 2025-1A A                                                    | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     912000 | PA      | $914204.76    | 0.04%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCE CORP INTERNATIONAL LTD                                             | GS 0 03/07/30 700h                                                | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |     300000 | PA      | $301261.55    | 0.01%             | 2030-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| DAVIDE CAMPARI - MILANO NV                                                               | CPRIM 2.375 01/17/29                                              | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $459640.75    | 0.02%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD5865                                                         | CUSIP: 3132DTQS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4499581 | PA      | $4561355.66   | 0.18%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                           | AGKLN 7 05/21/30 144A                                             | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3523000 | PA      | $3641090.96   | 0.14%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRIORITY 1 ISSUER LOGISTICS DAC                                                          | PRPM 2025-RPL4 A2                                                 | CUSIP: 74448NAB0<br>LEI: 635400FLODFXG5M9HI42 | Long             | ABS-O            | CORP              | IE        |    1819702 | PA      | $1696170.44   | 0.07%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MB0256                                                         | CUSIP: 3618N5JA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11464871 | PA      | $10713629.78  | 0.42%             | 2055-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2362.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5                                                | BRAVO 2023-NQM5 A2                                                | CUSIP: 10569UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     733454 | PA      | $733984.94    | 0.03%             | 2063-06-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 5.625 04/04/32                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5007000 | PA      | $5137449.22   | 0.20%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                      | LNG 5.65 04/15/34                                                 | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1357151.66   | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD1657                                                         | CUSIP: 3132DNZW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12605225 | PA      | $10792367.03  | 0.42%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                                            | NRZT 2025-NQM2 A1                                                 | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-O            | CORP              | US        |    5571979 | PA      | $5609771.14   | 0.22%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.375 11/30/30                                                  | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15845000 | PA      | $16083603.36  | 0.63%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                                             | DASH 0 05/15/30                                                   | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     700000 | PA      | $669200.00    | 0.03%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 5.5 04/23/36                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3900000 | PA      | $4577646.95   | 0.18%             | 2036-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 6 09/24/44 144A                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2356000 | PA      | $2577951.21   | 0.10%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JUNIOR UNIVERSITY (THE)                                                  | STNFRD 2.413 06/01/50                                             | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $3053385.82   | 0.12%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 761209                                                         | CUSIP: 36176BN29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     372461 | PA      | $356959.24    | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                    | GSBD 5.1 01/28/29                                                 | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    2934000 | PA      | $2877727.38   | 0.11%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                                 | HACLN 2024-2 B1                                                   | CUSIP: 44644NAG4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |     495772 | PA      | $499509.59    | 0.02%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                         | FN FA3886                                                         | CUSIP: 3140W4J81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6818577 | PA      | $6929002.37   | 0.27%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES CLO IX LTD                                                                   | GRTLK 2025-9A A1                                                  | CUSIP: 390922AC6<br>LEI: 254900GD0BIHJ4BVAE98 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1250312.50   | 0.05%             | 2039-01-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                                                     | BBIO 0.75 02/01/33                                                | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99490.00     | 0.00%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2019-A-GS                                                  | CBSLT 2019-AGS A1                                                 | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1406791 | PA      | $1297850.28   | 0.05%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                                   | NXPI 3.25 05/11/41                                                | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    6525000 | PA      | $4915253.99   | 0.19%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLY BANK                                                                                | ABCLN 2025-B C                                                    | CUSIP: 02007G6Q1<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |    3006549 | PA      | $3005800.05   | 0.12%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                 | CRBG V6.875 PERP                                                  | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2528000 | PA      | $2601703.84   | 0.10%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                                                        | MPUS 3 03/01/30                                                   | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $315950.00    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 704928                                                         | CUSIP: 36296YD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     225547 | PA      | $209111.59    | 0.01%             | 2044-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                               | VZ 5.75 11/30/45                                                  | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5058000 | PA      | $4916894.14   | 0.19%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.M. SMUCKER COMPANY (THE)                                                               | SJM 6.5 11/15/53                                                  | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     921000 | PA      | $966413.43    | 0.04%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BANQUE OUEST AFRICAINE DE DEVELOPPEMENT                                                  | BOAD 4.7 10/22/31 REGS                                            | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | TG        |    2500000 | PA      | $2306444.60   | 0.09%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR QB3856                                                         | CUSIP: 3133AAH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6735603 | PA      | $5453733.19   | 0.21%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                                            | SNOW 0 10/01/27                                                   | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     500000 | PA      | $571000.00    | 0.02%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                | AMGN 5.65 03/02/53                                                | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1596409.03   | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA4963                                                         | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     573073 | PA      | $545836.25    | 0.02%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                           | WYNMAC 5.625 08/26/28 144A                                        | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    2235000 | PA      | $2220338.18   | 0.09%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                          | YALUNI 2.402 04/15/50 2020                                        | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    1241000 | PA      | $725196.38    | 0.03%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE ISSUER TRUST 2025-B                                                         | AQFIT 2025-B A                                                    | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1548460 | PA      | $1550852.60   | 0.06%             | 2051-05-17      | Fixed         | 4.79%                 | 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        |    1810000 | PA      | $1810935.52   | 0.07%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR QC0345                                                         | CUSIP: 3133AJL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2578213 | PA      | $2116226.16   | 0.08%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD5726                                                         | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5980660 | PA      | $5302611.84   | 0.21%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                        | OMC 5.3 06/02/36                                                  | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    7814000 | PA      | $7556207.94   | 0.30%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                          | CVS 1.3 08/21/27                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2627000 | PA      | $2524398.29   | 0.10%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                 | T 4.9 08/15/37                                                    | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1019113.43   | 0.04%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                     | RY V6.5 05/24/86                                                  | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3565000 | PA      | $3531908.24   | 0.14%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V2.58 04/22/32                                                | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4797158.84   | 0.19%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                        | ES V6.35 08/15/56 B                                               | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4777000 | PA      | $4777273.24   | 0.19%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                       | HPE 5.25 04/01/33                                                 | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    5323000 | PA      | $5341612.77   | 0.21%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 4.125 03/01/27                                               | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     855000 | PA      | $853956.51    | 0.03%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES NV                                                           | BESINA 1.875 04/06/29                                             | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $769460.53    | 0.03%             | 2029-04-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US BANK NA                                                                               | USCLN 2023-1 B                                                    | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |      65803 | PA      | $66322.27     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                               | ALVGR V3.2 PERP 144A                                              | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    1800000 | PA      | $1728954.72   | 0.07%             | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AR9148                                                         | CUSIP: 36193GEV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1055365 | PA      | $976463.05    | 0.04%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.625 11/15/45                                                  | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3355000 | PA      | $3206121.88   | 0.13%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8343                                                         | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3512068 | PA      | $3016281.43   | 0.12%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R                                           | NRZT 2021-NQ2R A1                                                 | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     517513 | PA      | $498978.76    | 0.02%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                         | FN FA3367                                                         | CUSIP: 3140W3W54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4440324 | PA      | $4480478.82   | 0.18%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                                                | DOCN 0 08/15/30                                                   | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     300000 | PA      | $773700.00    | 0.03%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YACIMIENTOS PETROLIFEROS FISCALES SA                                                     | YPFDAR 8.75 09/11/31 144A                                         | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    2160000 | PA      | $2294892.00   | 0.09%             | 2031-09-11      | Fixed         | 8.75%                 | 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        |    2424836 | PA      | $2435785.10   | 0.10%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO SA                                                         | ENAPCL 5.95 07/30/34 144A                                         | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     681000 | PA      | $704752.60    | 0.03%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | CM V6.5 07/28/86                                                  | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4369000 | PA      | $4357071.76   | 0.17%             | 2086-07-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CB1186                                                         | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30028864 | PA      | $24223146.43  | 0.95%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS9980                                                         | CUSIP: 3140XSCS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7949797 | PA      | $8168967.76   | 0.32%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC                                                                    | DNKN 2025-1A A2II                                                 | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    2112705 | PA      | $2087461.34   | 0.08%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                                                 | IREN 1 06/01/33 33                                                | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $222350.00    | 0.01%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD1674                                                         | CUSIP: 3132DN2F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2536498 | PA      | $2469874.32   | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 CD3170                                                         | CUSIP: 3617VDQX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2922796 | PA      | $2464778.12   | 0.10%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                         | DUK V6.45 09/01/54                                                | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4780000 | PA      | $4996347.58   | 0.20%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| SPIRE INC (US)                                                                           | SR V6.45 06/01/56                                                 | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3775391.25   | 0.15%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                           | BCRED 5.35 03/12/31                                               | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    8133000 | PA      | $7825848.96   | 0.31%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA INC                                                                       | DPABS 2025-1A A2II                                                | CUSIP: 25755TAR1<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |    1398000 | PA      | $1389927.39   | 0.05%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 4.45 09/26/30                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $7380275.99   | 0.29%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7935                                                         | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4566346 | PA      | $3761818.85   | 0.15%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VEECO INSTRUMENTS INC                                                                    | VECO 2.875 06/01/29                                               | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |     300000 | PA      | $548175.00    | 0.02%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 3.85 04/01/60                                                | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14280000 | PA      | $8280152.76   | 0.33%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                                     | WDC 3 11/15/28                                                    | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      65000 | PA      | $747210.75    | 0.03%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXIX LP                                                           | CERB 2022-3A AR                                                   | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |    1146610 | PA      | $1147418.42   | 0.05%             | 2033-01-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                                | JBL 4.75 02/01/33                                                 | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    1379000 | PA      | $1343511.61   | 0.05%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR 2025-1 AVIATION LTD                                                            | NAVTR 2025-1 A                                                    | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |    1424588 | PA      | $1397127.23   | 0.05%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| A10 NETWORKS INC                                                                         | ANETWK 2.75 04/01/30                                              | CUSIP: 002121AB7<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |     300000 | PA      | $397358.59    | 0.02%             | 2030-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                      | AHTLN 4 05/01/28 144A                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1386000 | PA      | $1367414.42   | 0.05%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2020-1A                                        | UAL 5.875 10/15/27 20-1                                           | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     472021 | PA      | $480730.84    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD4956                                                         | CUSIP: 3132DSQH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23461847 | PA      | $21635320.36  | 0.85%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                            | CCL 6.125 02/15/33 144A                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    6305000 | PA      | $6400896.34   | 0.25%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE SECURED LENDING FUND                                                          | BXSL 2.85 09/30/28                                                | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6356435.28   | 0.25%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2017-1AA                                            | AAL 3.65 02/15/29 AA                                              | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     113500 | PA      | $110862.45    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                      | GHOST 2025-1A A                                                   | CUSIP: 37556TAA4<br>LEI: 549300WTZWR07K8MNV44 | Long             | ABS-O            | CORP              | US        |    3441011 | PA      | $3455916.54   | 0.14%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                                             | ABIBB 4.7 02/01/36 *                                              | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1353739.37   | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 5.805 05/01/50                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5601000 | PA      | $5461382.98   | 0.21%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LCM 37 LTD                                                                               | LCM 37A A1R                                                       | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3454854 | PA      | $3454636.03   | 0.14%             | 2034-04-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-3                                                          | OCTL 2024-3A A2                                                   | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     549476 | PA      | $551996.04    | 0.02%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 4.625 03/04/33 144A                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2395000 | PA      | $2665250.62   | 0.10%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2010-89 Z                                                     | CUSIP: 38377GT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    3234731 | PA      | $3288597.48   | 0.13%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                      | CEG 5.8 03/01/33                                                  | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2736000 | PA      | $2869720.88   | 0.11%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                             | AM 5.75 10/15/33 144A                                             | CUSIP: 03690AAM8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2401627.23   | 0.09%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS AND ELECTRIC COMPANY                                                      | PPL 4.375 10/01/45 _                                              | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1173590.18   | 0.05%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                                                   | ORA 2.5 07/15/27                                                  | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |     700000 | PA      | $938420.00    | 0.04%             | 2027-07-15      | Fixed         | 2.50%                 | 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        |    1146000 | PA      | $1038047.45   | 0.04%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                                    | SUFP 1.97 11/27/30 SUFP                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $320728.38    | 0.01%             | 2030-11-27      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1                                               | EART 2025-1A C                                                    | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11144000 | PA      | $11229077.75  | 0.44%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AI8494                                                         | CUSIP: 36198VNK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     754484 | PA      | $699077.00    | 0.03%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                       | ALLY V7.1 PERP D                                                  | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $3893375.01   | 0.15%             | N/A             | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                             | NI 3.6 05/01/30                                                   | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1297000 | PA      | $1252372.02   | 0.05%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                               | AER V6.5 01/31/56                                                 | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    2414000 | PA      | $2459004.20   | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2024-A                                                                | AQFIT 2026-A A                                                    | CUSIP: 038410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2305714 | PA      | $2296113.06   | 0.09%             | 2051-04-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 5.9 01/07/35                                                   | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5839000 | PA      | $5997407.69   | 0.24%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                        | KMI 5.15 06/01/30                                                 | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2163000 | PA      | $2212090.63   | 0.09%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                    | TFC V5.711 01/24/35 MTN                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4765000 | PA      | $4905170.34   | 0.19%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                                  | OWLEF 2024-1A A2                                                  | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     169768 | PA      | $170324.02    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                               | GMABDC 6.25 12/15/32 144A                                         | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |    3715000 | PA      | $3814654.88   | 0.15%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2021-A                                                            | TLEVS 2025-A A4                                                   | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1577000 | PA      | $1578117.78   | 0.06%             | 2029-05-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 710904                                                         | CUSIP: 36297FX98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     230591 | PA      | $220744.14    | 0.01%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V5.198 01/23/30                                               | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2257000 | PA      | $2295521.73   | 0.09%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE LTD                                                               | MEDCIJ 8.625 05/19/30 144A                                        | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $1046994.27   | 0.04%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                                                       | AES 4.375 05/31/30 144A                                           | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1242501 | PA      | $1168640.17   | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1264 | NC      | $113003.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                             | CFG V5.718 07/23/32                                               | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3648000 | PA      | $3759480.80   | 0.15%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                                | IONS 0 12/01/30                                                   | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     750000 | PA      | $779531.25    | 0.03%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.M. SMUCKER COMPANY (THE)                                                               | SJM 4.25 03/15/35                                                 | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5573732.34   | 0.22%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2025-A                                               | PNFED 2025-A C                                                    | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     910000 | PA      | $905313.14    | 0.04%             | 2032-02-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                                     | KRG 4 10/01/26                                                    | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1068735.97   | 0.04%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                                     | SBRA 3.2 12/01/31                                                 | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2238097.33   | 0.09%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-6 LTD                                                                | CGMS 2021-6A A1R                                                  | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5900000 | PA      | $5907481.20   | 0.23%             | 2038-01-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                            | ENELIM 5.5 06/26/34 144A                                          | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1492000 | PA      | $1515031.29   | 0.06%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF MICHIGAN (MI)                                               | MI UNVHGR 3.6 04/01/2047                                          | CUSIP: 914455VJ6<br>LEI: 549300MFOB21PM9P9H72 | Long             | DBT              | MUN               | US        |    2449000 | PA      | $2007903.02   | 0.08%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CB3440                                                         | CUSIP: 3140QNZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4140642 | PA      | $3928356.06   | 0.15%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY (NORTH SEA) PLC                                                            | IAECN 8.125 10/15/29 144A                                         | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    2765000 | PA      | $2890962.34   | 0.11%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                 | AMH 5.25 03/15/35                                                 | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    4624000 | PA      | $4583542.87   | 0.18%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING AND METALLURGICAL CO JSC                                                    | NAVOIM 6.75 05/14/30 144A                                         | CUSIP: 63890CAC8<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |    1709000 | PA      | $1780424.77   | 0.07%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 682566                                                         | CUSIP: 36295WJK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     310793 | PA      | $307938.64    | 0.01%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                 | KSA 5.875 01/12/56 144A                                           | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    6250000 | PA      | $6019968.13   | 0.24%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY INC                                                            | HE 6 10/01/33 144A                                                | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    1611000 | PA      | $1617237.79   | 0.06%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                | JMIKE 2024-1A A2                                                  | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2560140 | PA      | $2591146.62   | 0.10%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| LG CHEMICAL LTD                                                                          | LGCHM 1.75 06/16/28                                               | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $270000.00    | 0.01%             | 2028-06-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                               | FIS 4.8 03/10/31                                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    3241000 | PA      | $3224370.40   | 0.13%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAGE TRUST                                                    | HY 2025-SPRL C                                                    | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1038000 | PA      | $1063724.75   | 0.04%             | 2040-01-13      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1                                                | RMIT 2024-1 A                                                     | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     981000 | PA      | $993767.81    | 0.04%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN AJ4150                                                         | CUSIP: 36182YTF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     728781 | PA      | $675673.27    | 0.03%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                    | AAL 4.9 05/11/38                                                  | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2267000 | PA      | $2218478.27   | 0.09%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                        | AXL 6.375 10/15/32 144A                                           | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    1466000 | PA      | $1464061.95   | 0.06%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                                                 | WOART 2024-C A3                                                   | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2675231 | PA      | $2682560.86   | 0.11%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                                    | AYR 5.75 10/01/31 144A                                            | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1539000 | PA      | $1578222.83   | 0.06%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                         | DINO 5.5 09/01/32                                                 | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2223336.35   | 0.09%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                             | AVGO 3.187 11/15/36 144A                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5994000 | PA      | $5032363.16   | 0.20%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                                         | VEDLN 9.125 10/15/32 144A                                         | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    2040000 | PA      | $2123556.24   | 0.08%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                       | MNET 2026-1A A2                                                   | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     831785 | PA      | $837115.08    | 0.03%             | 2056-04-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                              | TFC V4.632 09/17/29 BKNT                                          | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    6880000 | PA      | $6837193.33   | 0.27%             | 2029-09-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                                             | BRKHEC V6.2 12/15/55                                              | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    3062000 | PA      | $3023416.96   | 0.12%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AS3823                                                         | CUSIP: 36193NG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1405772 | PA      | $1301033.60   | 0.05%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES2                                                            | RCKT 2024-CES2 A2                                                 | CUSIP: 74938PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1441865 | PA      | $1454442.97   | 0.06%             | 2044-04-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                                                      | ASTS 2.25 04/15/36                                                | CUSIP: 00217DAG5<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |     300000 | PA      | $280200.00    | 0.01%             | 2036-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                                                                           | RHMGR 2.25 02/07/30 B                                             | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $515298.51    | 0.02%             | 2030-02-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HARVARD UNIVERSITY - PRESIDENT AND FELLOWS OF THE COLLEGE                                | HARVRD 3.3 07/15/56                                               | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $2968849.44   | 0.12%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XLV LLC                                                            | CERB 2024-1A A                                                    | CUSIP: 15675FAA6<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5013675.00   | 0.20%             | 2036-04-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                               | DOW 4.8 01/15/31                                                  | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6109000 | PA      | $6050452.57   | 0.24%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2                                                | RMIT 2024-2 A                                                     | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2573000 | PA      | $2582511.35   | 0.10%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | GS 0 05/07/30 .                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $1169365.94   | 0.05%             | 2030-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-3                                                          | AOMT 2024-3 A2                                                    | CUSIP: 03466HAB9<br>LEI: 254900F6KNKYG7I13E33 | Long             | ABS-O            | CORP              | US        |     304760 | PA      | $301865.50    | 0.01%             | 2068-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA INC                                                                       | DPABS 2021-1A A2I                                                 | CUSIP: 25755TAN0<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |    3427090 | PA      | $3253715.57   | 0.13%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 710702                                                         | CUSIP: 36297FRX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     382904 | PA      | $377689.25    | 0.01%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                         | MTNA 7 10/15/39                                                   | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1702000 | PA      | $1879384.99   | 0.07%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                               | FISV 5.6 03/02/33                                                 | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     795000 | PA      | $806494.71    | 0.03%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                                    | AMH 4.9 02/15/29                                                  | CUSIP: 02666TAB3<br>LEI: 549300ZJUO7A58PNUW40 | Long             | DBT              | CORP              | US        |    2533000 | PA      | $2550481.07   | 0.10%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-CAR1 LLC                                  | BVCLN 2024-CAR1 A                                                 | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     384457 | PA      | $384992.35    | 0.02%             | 2031-12-26      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| INSTAR LEASING V LLC                                                                     | INSTR 2026-1A A                                                   | CUSIP: 45791PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1821000 | PA      | $1818609.39   | 0.07%             | 2056-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2023-1 LLC                                                         | XCAP 2023-1A A2                                                   | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54336 | PA      | $54415.35     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                            | VST 5.25 10/15/35 144A                                            | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3532000 | PA      | $3429702.01   | 0.13%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                  | HCA 4.9 11/15/35                                                  | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5212000 | PA      | $5047033.42   | 0.20%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                               | USB V5.836 06/12/34                                               | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1217105.52   | 0.05%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                                       | GLP 8.25 01/15/32 144A                                            | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    6342000 | PA      | $6661319.70   | 0.26%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                          | NGPLCO 3.25 07/15/31 144A                                         | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    2644000 | PA      | $2426237.73   | 0.10%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LMDV ISSUER COMPANY LLC                                                                  | LMDV 2025-1A A2                                                   | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    7617000 | PA      | $7596414.30   | 0.30%             | 2055-12-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                     | BWXT 0 11/01/30                                                   | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     700000 | PA      | $758800.00    | 0.03%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 6.55 06/01/34                                                | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4418133.09   | 0.17%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 9.25 01/29/39 144A                                           | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     543000 | PA      | $563362.50    | 0.02%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                        | VENTGL 3.875 11/01/33 144A                                        | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    5505000 | PA      | $4908935.67   | 0.19%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS Q007 APT1                                                    | CUSIP: 3137FHQB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     214686 | PA      | $215103.86    | 0.01%             | 2047-10-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                       | RPRX 2.15 09/02/31                                                | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2258000 | PA      | $1980386.08   | 0.08%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                            | SDART 2025-3 C                                                    | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1844000 | PA      | $1845497.51   | 0.07%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                    | TFC V4.964 10/23/36 MTN                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   12564000 | PA      | $12146576.93  | 0.48%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: —       |
| AUTOZONE INC                                                                             | AZO 4.75 02/01/33                                                 | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2173027.59   | 0.09%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                                | HALO 1 08/15/28                                                   | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     200000 | PA      | $254900.00    | 0.01%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2019-59 KA                                                    | CUSIP: 38381VH45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |     543517 | PA      | $499320.09    | 0.02%             | 2048-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD7563                                                         | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4984152 | PA      | $4863455.21   | 0.19%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | HSBC V7 PERP .                                                    | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3146000 | PA      | $3211326.69   | 0.13%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-INV1                                                                | NYMT 2026-INV2 A1                                                 | CUSIP: 62957XAE0<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-O            | CORP              | US        |    2709164 | PA      | $2722024.68   | 0.11%             | 2061-04-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N1                                                   | CRVNA 2021-N1 C                                                   | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     403449 | PA      | $400706.95    | 0.02%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                    | UBER 0 05/15/28                                                   | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     200000 | PA      | $219010.00    | 0.01%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FINANCING DAC                                                           | SW 5.418 01/15/35                                                 | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    1137000 | PA      | $1144414.96   | 0.05%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                     | WEC V5.625 05/15/56                                               | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1853000 | PA      | $1842281.88   | 0.07%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                        | LAD 5.5 10/01/30 144A                                             | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    7874000 | PA      | $7836362.28   | 0.31%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GABON, REPUBLIC OF - MINISTRY OF PUBLIC ACCOUNTS AND DEBT                                | GABON 7 11/24/31 144A                                             | CUSIP: 362420AE1<br>LEI: 213800ZIWIDL1KU8MB19 | Long             | DBT              | NUSS              | GA        |    2200000 | PA      | $1830748.46   | 0.07%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                         | PSD V7.25 09/15/56 144a                                           | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $4457071.73   | 0.18%             | 2056-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                   | EXR 4.95 01/15/33                                                 | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    3418000 | PA      | $3390470.06   | 0.13%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLT 2025-3 MORTGAGE LOAN TRUST                                                          | COLT 2025-3 A1                                                    | CUSIP: 12674LAA1<br>LEI: 2138001CIB6QBPMZRF93 | Long             | ABS-O            | CORP              | US        |    1609474 | PA      | $1616377.12   | 0.06%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| IRV TRUST 2025-200P                                                                      | IRV 2025-200P C                                                   | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1062865 | PA      | $1064810.89   | 0.04%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                        | CI 4.8 08/15/38                                                   | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $7385772.51   | 0.29%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-2                                                        | VERUS 2026-2 A3                                                   | CUSIP: 92490GAM0<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-O            | CORP              | US        |    4054635 | PA      | $4014762.81   | 0.16%             | 2071-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                                       | GLP 6.875 01/15/29                                                | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    1224000 | PA      | $1235919.31   | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES                                                      | ENFIN 2024-2A A                                                   | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     749206 | PA      | $675711.33    | 0.03%             | 2055-09-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7135                                                         | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4053273 | PA      | $3339142.47   | 0.13%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                                                                 | GVA 3.25 06/15/30                                                 | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     550000 | PA      | $1014062.50   | 0.04%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                                   | AES 5.75 04/01/34                                                 | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    7329000 | PA      | $7276786.30   | 0.29%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                      | GPN 5.55 11/15/35                                                 | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3082000 | PA      | $2974315.81   | 0.12%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WENDY'S FUNDING LLC                                                                      | WEN 2025-1A A2I                                                   | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    6534622 | PA      | $6461634.03   | 0.25%             | 2055-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                | JMIKE 2025-1A A2                                                  | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1598965 | PA      | $1622322.04   | 0.06%             | 2055-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2022-3                                                       | ABCLN 2025-A C                                                    | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1159953 | PA      | $1163142.35   | 0.05%             | 2033-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN BM5256                                                         | CUSIP: 3140J9ZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1417144 | PA      | $1386221.38   | 0.05%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                                                                  | SPIEFP 2 01/17/28                                                 | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $534105.30    | 0.02%             | 2028-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 1.5 07/31/53                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   42467000 | PA      | $24327465.58  | 0.96%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                                | HALO 0 02/15/31                                                   | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194800.00    | 0.01%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN BP9369                                                         | CUSIP: 3140KHMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3561772 | PA      | $2884637.19   | 0.11%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD                                                                             | DPWDU 6.85 07/02/37 REGS                                          | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     690000 | PA      | $742687.52    | 0.03%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR 4.75 12/15/26                                                 | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5000274.05   | 0.20%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                               | USB V5.678 01/23/35                                               | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3734000 | PA      | $3860025.67   | 0.15%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                      | NEE 3 03/01/27                                                    | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     700000 | PA      | $1018325.00   | 0.04%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF - MINISTRY OF FINANCE                                                   | ISRAEL 5.75 03/12/54 30Y                                          | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2650000 | PA      | $2491784.53   | 0.10%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                              | NGERIA 8.6308 01/13/36 144A                                       | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    3698000 | PA      | $4057349.12   | 0.16%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA-30YR                                                         | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -72113000 | PA      | $-71054714.32 | -2.79%            | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA-30YR                                                         | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27500000 | PA      | $27096427.05  | 1.07%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR QC2992                                                         | CUSIP: 3133AMKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12809378 | PA      | $10822740.33  | 0.43%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                                 | AZURGY 8.125 01/23/30 144A                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    2220000 | PA      | $2291801.46   | 0.09%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                                                  | MIR 0 10/01/31                                                    | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     600000 | PA      | $595800.00    | 0.02%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                            | ENELIM 7.5 10/14/32 144A                                          | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     871000 | PA      | $983944.54    | 0.04%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM18 TRUST                                                                     | OBX 2024-NQM18 A1                                                 | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-O            | CORP              | US        |    1181533 | PA      | $1186823.73   | 0.05%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE SECURITIZATION TRUST                                                       | WESTF 2021-A A                                                    | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3668080 | PA      | $3451781.23   | 0.14%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                | AUD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-379.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                       | VEGLPL 6.125 12/15/30 144A                                        | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    8191000 | PA      | $8451006.91   | 0.33%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                   | SRE V6.55 04/01/55                                                | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2435941.24   | 0.10%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2                                                  | OMFIT 2019-2A A                                                   | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3801000 | PA      | $3729608.10   | 0.15%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA9491                                                         | CUSIP: 36179YRL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     634189 | PA      | $659452.97    | 0.03%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2018-120 PU                                                   | CUSIP: 38380YWQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     375122 | PA      | $336498.30    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                          | CNSL 2025-1A A2                                                   | CUSIP: 209031AA1<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |     837532 | PA      | $851854.72    | 0.03%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANPACK SA / CANPACK US LLC                                                              | CANPCK 3.875 11/15/29 144A                                        | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    4890000 | PA      | $4629751.76   | 0.18%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                          | PAA 4.7 01/15/31                                                  | CUSIP: 72650RBR2<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1480007.51   | 0.06%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                            | VST 5.35 01/31/36 144A                                            | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2311643.00   | 0.09%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                      | PEG 5.45 04/01/34                                                 | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2456375.80   | 0.10%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                     | KD 2.05 10/15/26                                                  | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    5221000 | PA      | $5153216.12   | 0.20%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                                       | FWONK 2.25 08/15/27                                               | CUSIP: 531229AQ5<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |     500000 | PA      | $585250.00    | 0.02%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V5.574 07/25/29 MTN                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3779000 | PA      | $3862720.38   | 0.15%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                           | PANAMA 5.662 02/23/38                                             | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1160000 | PA      | $1169280.00   | 0.05%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                  | HCA 3.125 03/15/27                                                | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     851000 | PA      | $843116.56    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COLT 2023-3 MORTGAGE LOAN TRUST                                                          | COLT 2023-3 A2                                                    | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-O            | CORP              | US        |    1489120 | PA      | $1497259.88   | 0.06%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AP4921                                                         | CUSIP: 36188SPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     130050 | PA      | $120005.33    | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 47(M) LP                                                      | GOCAP 2020-47A CR                                                 | CUSIP: 381948AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5481000 | PA      | $5487878.66   | 0.22%             | 2037-08-05      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| US BANK NA                                                                               | USCLN 2025-SUP2 B1                                                | CUSIP: 90355PAB2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    1588033 | PA      | $1579197.56   | 0.06%             | 2032-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                                                      | ASTS 2.375 10/15/32                                               | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |     200000 | PA      | $278350.00    | 0.01%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                                     | KRG 4.95 12/15/31                                                 | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    2393000 | PA      | $2392808.42   | 0.09%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                                                           | VOEAV 2.75 04/28/28                                               | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | DBT              | CORP              | AT        |     400000 | PA      | $565641.80    | 0.02%             | 2028-04-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 5.625 02/19/36                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3292000 | PA      | $3663669.77   | 0.14%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                                                        | AVAV 0 07/15/30                                                   | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305100.00    | 0.01%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS9008                                                         | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3177487 | PA      | $3240068.97   | 0.13%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                               | AER V6.95 03/10/55                                                | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     778000 | PA      | $805973.88    | 0.03%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR RJ2652                                                         | CUSIP: 3142GS5N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11489430 | PA      | $11448895.48  | 0.45%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC                                                                    | DNKN 2021-1A A2I                                                  | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    4177572 | PA      | $4125045.37   | 0.16%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                                   | SO V6.375 03/15/55 2025                                           | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    7975000 | PA      | $8218963.23   | 0.32%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET V6.75 02/15/56                                                 | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5088000 | PA      | $5126928.29   | 0.20%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP                                    | AROC 6 02/01/34 144A                                              | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5115000 | PA      | $5150604.95   | 0.20%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC COMPANY                                                         | EXC 2.25 06/15/31                                                 | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    5026000 | PA      | $4511988.37   | 0.18%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                 | SNAP 6.875 03/01/33 144A                                          | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2513390.08   | 0.10%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AT7614                                                         | CUSIP: 36194GN75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     800251 | PA      | $739064.59    | 0.03%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA9669                                                         | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3038376 | PA      | $3111350.60   | 0.12%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA0392                                                         | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     797273 | PA      | $749443.27    | 0.03%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NY COMMERCIAL MORTGAGE TRUST 2025-299P                                                   | NY 2025-299P A                                                    | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1003000 | PA      | $1041941.58   | 0.04%             | 2047-02-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                                                 | PERHUL 5.25 05/21/30 144A                                         | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    4799000 | PA      | $4852361.04   | 0.19%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2017-93 GY                                                    | CUSIP: 38380FHM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    4322064 | PA      | $3988476.66   | 0.16%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V5.389 04/24/34                                               | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6330000 | PA      | $6445853.94   | 0.25%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| COLT 2025-11 MORTGAGE LOAN TRUST                                                         | COLT 2026-3 A1                                                    | CUSIP: 19689GAF9<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-O            | CORP              | US        |     192912 | PA      | $193530.28    | 0.01%             | 2071-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU' - PETROPERU SA                                                       | PETRPE 4.75 06/19/32 144A                                         | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    6220000 | PA      | $5042305.20   | 0.20%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                                      | AEP V6.95 12/15/54                                                | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    7985000 | PA      | $8510085.62   | 0.33%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL II AIRCRAFT LEASE LTD                                                  | BBIRD 2021-1A A                                                   | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3203305 | PA      | $3046798.23   | 0.12%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA3873                                                         | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3152181 | PA      | $2825206.21   | 0.11%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                             | CFG V6.645 04/25/35                                               | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1712000 | PA      | $1841948.38   | 0.07%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                       | HBRLN 6.327 04/01/35 144A                                         | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    6065000 | PA      | $6244006.78   | 0.25%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V6.491 10/23/34                                               | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6190000 | PA      | $6709876.56   | 0.26%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FA1352                                                         | CUSIP: 3140W1QE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6123685 | PA      | $5002216.91   | 0.20%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                 | EDF 5.7 05/23/28 144A                                             | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     583000 | PA      | $596171.13    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY                                                           | GT 5 07/15/29                                                     | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4473068.29   | 0.18%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD / DELTA AIR LINE INC                                                     | DAL 4.75 10/20/28 144A                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1674167 | PA      | $1675845.29   | 0.07%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA4002                                                         | CUSIP: 36179SNT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14428847 | PA      | $12625950.73  | 0.50%             | 2046-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SL0846                                                         | CUSIP: 31427M5G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9605705 | PA      | $7845419.11   | 0.31%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE (GROUP) COMPANY OF CHINA LTD                                           | PINGRP 0 06/11/30                                                 | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |    2000000 | PA      | $313437.60    | 0.01%             | 2030-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR QD3229                                                         | CUSIP: 3133B0SS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13744343 | PA      | $11058567.33  | 0.43%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                          | VDC 2021-1A A2                                                    | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3750000 | PA      | $3697899.75   | 0.15%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                                                         | MF1 2022-FL8 A                                                    | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1287841 | PA      | $1289023.72   | 0.05%             | 2037-02-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-5C1                              | MSBAM 2025-5C1 A2                                                 | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5656000 | PA      | $5698079.51   | 0.22%             | 2058-03-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                                              | TENINC 8 11/17/28 144A                                            | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2404597.25   | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  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        |    3625000 | PA      | $2506687.50   | 0.10%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA) LLC                                                             | SYENS 5.85 06/04/34 144A                                          | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $3746032.70   | 0.15%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 783403                                                         | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49443 | PA      | $45904.80     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aspire Mortgage Trust 2026-1                                                             | SPIRE 2026-1 A1                                                   | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3622949 | PA      | $3603848.80   | 0.14%             | 2066-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                      | SIRI 5.875 04/15/32 144A                                          | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    3242000 | PA      | $3189762.30   | 0.13%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                      | PEG 6.125 10/15/33                                                | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1574000 | PA      | $1671255.71   | 0.07%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MCF CLO VIII LTD                                                                         | MCFCL 2018-1A CR                                                  | CUSIP: 55281GAU2<br>LEI: 254900KF5QOK0T8H4C54 | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6508528.00   | 0.26%             | 2036-04-18      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 AM8052                                                         | CUSIP: 36184Y5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     775719 | PA      | $719034.08    | 0.03%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US) INC                                                      | GFLCN 5.5 02/01/34 144A                                           | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1364000 | PA      | $1343442.75   | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                             | ECOPET 7.75 02/01/32                                              | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2505000 | PA      | $2568727.20   | 0.10%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                          | NGPLCO 7.768 12/15/37 144A                                        | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    6792000 | PA      | $7879061.09   | 0.31%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN BK9888                                                         | CUSIP: 3140HP7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     834595 | PA      | $812382.10    | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                             | CFG V5.841 01/23/30                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1300965.97   | 0.05%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                              | MFF 2024-1A D                                                     | CUSIP: 588926AJ4<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    2980000 | PA      | $3014792.69   | 0.12%             | 2037-04-20      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST SERIES 2024-BPL2                                                         | NYMT 2024-BPL2 A1                                                 | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-O            | CORP              | US        |    4605000 | PA      | $4626593.31   | 0.18%             | 2039-05-25      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                                  | EA 7.25 07/01/33 144A                                             | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $1109217.24   | 0.04%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                                | CFII 2023-2A A1                                                   | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     336755 | PA      | $339157.25    | 0.01%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                                   | ICECR 6 08/01/32 144a                                             | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    6350000 | PA      | $6284090.81   | 0.25%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANTARES CLO 2017-1 LTD                                                                   | ANTR 2017-1A CRR                                                  | CUSIP: 03665JAU2<br>LEI: 254900CUTGFKE890WB58 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4005072.00   | 0.16%             | 2037-01-21      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                            | OC 3.5 02/15/30                                                   | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     368000 | PA      | $353671.20    | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                    | UBER 0.875 12/01/28 2028                                          | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     500000 | PA      | $612125.00    | 0.02%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                                       | VOYA 5.7 07/15/43                                                 | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    5090000 | PA      | $4904231.03   | 0.19%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                                      | THS 7.75 02/11/33 144A                                            | CUSIP: 456142AA6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    5037000 | PA      | $5094100.24   | 0.20%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                                              | DDOG 0 12/01/29                                                   | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504625.00    | 0.02%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                           | CVI 5.75 02/15/28 144A                                            | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    1552000 | PA      | $1552358.67   | 0.06%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2019-1                                         | UAL 4.15 08/25/31 AA                                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     727488 | PA      | $711872.77    | 0.03%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                    | AAL 5.75 04/20/29 144A                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4843000 | PA      | $4849824.27   | 0.19%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | Euro(FOAT) OAT Futures                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -351 | NC      | $917912.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST                                                                          | SBATOW 2.593 10/15/31 144A                                        | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3251000 | PA      | $2905925.53   | 0.11%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-CP1                                                                 | NYMT 2025-CP1 A1                                                  | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-O            | CORP              | US        |    1631478 | PA      | $1573509.42   | 0.06%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                         | PSD 2.379 06/15/28                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    1709000 | PA      | $1633788.43   | 0.06%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MB0202                                                         | CUSIP: 3618N5GL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11470438 | PA      | $10718832.22  | 0.42%             | 2055-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM                                                                    | BXHPP 2021-FILM C                                                 | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1181000 | PA      | $1036548.94   | 0.04%             | 2036-08-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                                | BABA 0.5 06/01/31                                                 | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     150000 | PA      | $216787.50    | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                                | QGEN 2.5 09/10/31                                                 | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $196549.74    | 0.01%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                             | CFG V5.299 01/29/36                                               | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     398000 | PA      | $394660.93    | 0.02%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                             | CUBE 5.125 11/01/35                                               | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    7058000 | PA      | $6991674.35   | 0.27%             | 2035-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 5.8 03/05/27                                                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2491000 | PA      | $2509052.38   | 0.10%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | JPY/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1085.55      | 0.00%             |  |  |  | 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        |   25476006 | PA      | $23662072.08  | 0.93%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                       | EIX 5.25 03/15/30                                                 | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4782125.68   | 0.19%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                          | MRFGBZ 3.95 01/29/31 144A                                         | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     898000 | PA      | $805421.77    | 0.03%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                | APODS 5.7 01/23/31 144A                                           | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1482000 | PA      | $1457224.43   | 0.06%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                                                | AFFRM 2025-X2 C                                                   | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     367000 | PA      | $367490.39    | 0.01%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8147                                                         | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4892878 | PA      | $4201940.66   | 0.17%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                        | ES 5.5 01/01/34                                                   | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1220652.61   | 0.05%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                             | NCLH 0.75 09/15/30                                                | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $93717.26     | 0.00%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                             | ENBCN V7.375 03/15/55                                             | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5806000 | PA      | $6142347.39   | 0.24%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                                   | NOG 3.625 04/15/29                                                | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     900000 | PA      | $957600.00    | 0.04%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** BNY Mellon Absolute Insight Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer