# EDGAR Filing Document

**Accession Number:** 0000929523
**File Stem:** 0000940400-26-025770
**Filing Date:** 2026-6
**Character Count:** 1595951
**Document Hash:** d53d4f5cfc72dc9824d295a17f830060
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025770.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-025770

**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**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS, INC. 17
- **CENTRAL INDEX KEY:** 0000929523

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07215
- **FILM NUMBER:** 261125247

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 802-5032

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL TOTAL RETURN BOND FUND, INC.
- **DATE OF NAME CHANGE:** 20100216

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN TOTAL RETURN BOND FUND INC
- **DATE OF NAME CHANGE:** 20030709

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL TOTAL RETURN BOND FUND INC
- **DATE OF NAME CHANGE:** 20010209

## Series and Classes Contracts Data

### PGIM TOTAL RETURN BOND FUND (Series ID: S000004536)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012434 | Class A      | PDBAX           |
| C000012436 | Class C      | PDBCX           |
| C000012437 | Class Z      | PDBZX           |
| C000057394 | Class R      | DTBRX           |
| C000095380 | Class R6     | PTRQX           |
| C000196667 | Class R2     | PDBRX           |
| C000196668 | Class R4     | PDBSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Investment Portfolios, Inc. 17

- **b. Investment Company Act file number:** 811-07215

- **c. CIK number of Registrant:** 0000929523

- **d. LEI of Registrant:** 54930028RC1CXKGYQ890

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-800-225-1852

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

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

- **b. EDGAR series identifier (if any):** S000004536

- **c. LEI of Series:** TMK5EH3X0S88LKHCV210

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $55461215754.30

**Total Liabilities:** $2742859426.41

**Net Assets:** $52718356327.89

**Delayed Delivery Securities:** $72143801.45

**Stand-by Commitments:** $780334288.64

**Cash Not Reported:** $260758176.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 110720.36498000 | **1-Year:** 1819292.86804000 | **5-Year:** 8674789.39002000 | **10-Year:** 4649698.23214000 | **30-Year:** 509430.08795000

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

- **3-Month:** 20570.23653000 | **1-Year:** 476933.96768000 | **5-Year:** 801509.70851000 | **10-Year:** 136347.21675000 | **30-Year:** 488.48009000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012434 | 1.71%                | -2.00%               | 0.36%                |
| Class ID C000012436 | 1.57%                | -1.99%               | 0.21%                |
| Class ID C000012437 | 1.65%                | -1.91%               | 0.30%                |
| Class ID C000057394 | 1.69%                | -2.02%               | 0.34%                |
| Class ID C000095380 | 1.74%                | -1.98%               | 0.39%                |
| Class ID C000196667 | 1.62%                | -1.94%               | 0.35%                |
| Class ID C000196668 | 1.72%                | -2.00%               | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4512642.82              | $490460654.51                              |
| Month 2  | $35848959.29             | $-1119590238.08                            |
| Month 3  | $5901154.91              | $98188858.30                               |

**Designated Index Information**

- **Index Name:** PGIM Total Return Bond Fund_Ex Derivatives BM

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS CDX.NA.HY.45.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $38988502.93   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS KINGDOM OF MOROCCO                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22122.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ILIAD HOLDING SASU                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5958.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET V6.5 PERP H                                                                                                                                         | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    19835000 | PA      | $19888272.81   | 0.04%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS1182                                                                                                                                              | CUSIP: 3140XGJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25157482 | PA      | $23083879.07   | 0.04%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                        | SM 8.625 11/01/30 144A                                                                                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     9575000 | PA      | $10130435.61   | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                     | ENTERP 7 10/15/37 144A                                                                                                                                 | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     4090000 | PA      | $4649885.91    | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                         | TMUS 2.625 02/15/29                                                                                                                                    | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    14375000 | PA      | $13678610.26   | 0.03%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB V5.373 01/10/29 .                                                                                                                                   | CUSIP: 25160PAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7070000 | PA      | $7147022.70    | 0.01%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PENTA CLO 3 DAC                                                                          | PENTA 2017-3A A1RR                                                                                                                                     | CUSIP: 000000000<br>LEI: 6354005OXNNWWOAOCX44 | Long             | ABS-O            | CORP              | IE        |    34750000 | PA      | $40723083.50   | 0.08%             | 2038-10-17      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.125 08/15/44                                                                                                                                       | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   681975000 | PA      | $613031589.84  | 1.16%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARROW HANLEY CLO III LTD                                                                | BARHN 2024-3A A1                                                                                                                                       | CUSIP: 06875VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    43250000 | PA      | $43316803.95   | 0.08%             | 2037-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP V2.591 01/20/28 144A                                                                                                                               | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    19375000 | PA      | $19104463.00   | 0.04%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SULTANATE OF OMAN                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27067.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                               | MAR 3.125 06/15/26 R                                                                                                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    37700000 | PA      | $37634010.94   | 0.07%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                       | BX 2024-AIR2 A                                                                                                                                         | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    70643617 | PA      | $70776074.24   | 0.13%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 2.9 02/10/29                                                                                                                                         | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3279000 | PA      | $3079429.59    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 11/15/45                                                                                                                                           | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    76475000 | PA      | $27583573.52   | 0.05%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V3.964 11/15/48                                                                                                                                    | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7285000 | PA      | $5676475.11    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C10                                                   | UBSCM 2018-C10 A3                                                                                                                                      | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    59378106 | PA      | $58729619.90   | 0.11%             | 2051-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                       | VEGLPL 7.75 05/01/35 144A                                                                                                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    10098000 | PA      | $11341199.19   | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2015-165 IB                                                                                                                                        | CUSIP: 38379FE39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2122783 | PA      | $181535.73     | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: B                                                              | HPS SLF VI IM - UNFUNDED: B                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    37349636 | PA      | $37349636.00   | 0.07%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35                                           | WFCM 2016-C35 XB                                                                                                                                       | CUSIP: 95000FAX4<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-O            | CORP              | US        |    55952000 | PA      | $48392.88      | 0.00%             | 2048-07-17      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS AMKOR TECHNOLOGY INC                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22168.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8293                                                                                                                                              | CUSIP: 3132DWGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      476640 | PA      | $503294.47     | 0.00%             | 2053-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                            | PFG 4.625 09/15/42                                                                                                                                     | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      275000 | PA      | $238695.18     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                                            | RCKT 2024-CES9 A1A                                                                                                                                     | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    38751382 | PA      | $38937524.53   | 0.07%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                        | OKE 6.85 10/15/37                                                                                                                                      | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    10910000 | PA      | $11894573.63   | 0.02%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8196                                                                                                                                              | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6253081 | PA      | $5728804.92    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                                              | JEFFIN 5 08/15/28                                                                                                                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4696602.44    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                        | SM 8.75 07/01/31 144A                                                                                                                                  | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      882000 | PA      | $925124.66     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA4321                                                                                                                                              | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3391123 | PA      | $3145298.17    | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4255                                                                                                                                              | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17095111 | PA      | $13820721.26   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES3                                                            | RCKT 2024-CES3 A1A                                                                                                                                     | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2971641 | PA      | $3000359.32    | 0.01%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | KRW/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-72740.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2004-HE7                             | ABSHE 2004-HE9 M1                                                                                                                                      | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      890647 | PA      | $842063.24     | 0.00%             | 2034-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 656032                                                                                                                                              | CUSIP: 31390TY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          37 | PA      | $38.25         | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29                                                           | BBCMS 2024-5C29 A3                                                                                                                                     | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    57800000 | PA      | $58652214.76   | 0.11%             | 2057-09-17      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR QD7076                                                                                                                                              | CUSIP: 3133B42H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      416742 | PA      | $356679.05     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP V3.132 01/20/33 144A                                                                                                                               | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    15150000 | PA      | $13671481.20   | 0.03%             | 2033-01-20      | Fixed         | 3.13%                 | 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        |     6005000 | PA      | $6290748.00    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REGATTA XXIX FUNDING LTD                                                                 | REG29 2024-3A A                                                                                                                                        | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    76500000 | PA      | $76659142.95   | 0.15%             | 2037-09-08      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                      | ARE 1.875 02/01/33                                                                                                                                     | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     9640000 | PA      | $7777699.01    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPITALS                                                              | KPERM 3.266 11/01/49 2019                                                                                                                              | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    21296000 | PA      | $14585416.52   | 0.03%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                        | POST 4.5 09/15/31 144A                                                                                                                                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1335430.32    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS SOCIALIST REPUBLIC OF VIETNAM                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $476264.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2016-1 ZP                                                                                                                                          | CUSIP: 38379TZS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     7148126 | PA      | $5738501.77    | 0.01%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                         | KMI 6.5 09/01/39                                                                                                                                       | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1355001.97    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                                   | CMLTI 2025-RP1 A1                                                                                                                                      | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   138007154 | PA      | $128138193.58  | 0.24%             | 2064-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                       | MNET 2025-2A A2                                                                                                                                        | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    59420000 | PA      | $59890445.97   | 0.11%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CFK TRUST 2019-FAX                                                                       | CFK 2019-FAX B                                                                                                                                         | CUSIP: 12528XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21052000 | PA      | $20323419.75   | 0.04%             | 2039-01-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| REGATTA XXV FUNDING LTD                                                                  | REG25 2023-1A A1R                                                                                                                                      | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    34750000 | PA      | $34837841.05   | 0.07%             | 2038-07-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL             | UNSEAM 4.625 06/01/28 144A                                                                                                                             | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27490000 | PA      | $27083972.70   | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 660060                                                                                                                                              | CUSIP: 31390YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15794 | PA      | $16374.50      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO III DAC                                                                       | HNLY 3A AR                                                                                                                                             | CUSIP: 000000000<br>LEI: 635400GBWJ33C3GSJK66 | Long             | ABS-O            | CORP              | IE        |    17250000 | PA      | $20225658.39   | 0.04%             | 2035-12-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| PLATINUM SECURITIES CAYMAN SPC LTD                                                       | BZBLUE 4.47 10/20/40 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 549300NYPBZU1RQXOM37 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1765520.00    | 0.00%             | 2040-10-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS LAMB WESTON HOLDINGS INC                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15584.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO INC                                                                                  | QXO INC                                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25320000 | PA      | $25320000.00   | 0.05%             | 2079-12-31      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                                              | KPERM 4.15 05/01/47                                                                                                                                    | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    15275000 | PA      | $12373970.38   | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCEGP V5.936 05/30/35 144A                                                                                                                            | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    14539000 | PA      | $14849382.93   | 0.03%             | 2035-05-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                                          | TSQ 2018-20TS G                                                                                                                                        | CUSIP: 90137LAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39245000 | PA      | $33358642.45   | 0.06%             | 2035-05-17      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C43                                           | WFCM 2018-C43 A4                                                                                                                                       | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $989830.50     | 0.00%             | 2051-03-17      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                  | HYNMTR 4.55 09/26/29 144A                                                                                                                              | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3984377.49    | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                                   | CMLTI 2025-RP1 M2                                                                                                                                      | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3564466 | PA      | $2412639.82    | 0.00%             | 2064-01-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA5108                                                                                                                                              | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14367366 | PA      | $14738517.29   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 6 06/15/35                                                                                                                                         | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4387773.16    | 0.01%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                               | VZ 2.355 03/15/32                                                                                                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    12105000 | PA      | $10585626.69   | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FORVIA SE                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1961.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 5 07/31/40 S28                                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2428614 | PA      | $1687887.08    | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB V7.146 07/13/27                                                                                                                                     | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8015000 | PA      | $8055466.13    | 0.02%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                           | FFHCN 6.35 03/22/54                                                                                                                                    | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    38720000 | PA      | $39507940.38   | 0.07%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                             | QHEL 9.375 04/15/30 +HK                                                                                                                                | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | MUN               | CA        |     7700000 | PA      | $9033573.01    | 0.02%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COMPANIES INC                                                                 | ACI 5.75 03/31/34 144A                                                                                                                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3679848.56    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD3978                                                                                                                                              | CUSIP: 3132E0M33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    53233699 | PA      | $47394922.38   | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                            | CRWV 9.75 10/01/31 144A                                                                                                                                | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    13310000 | PA      | $13392462.51   | 0.03%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   157000000 | PA      | $131440845.88  | 0.25%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Trust 2017-1                                             | ODART 2025-1A A                                                                                                                                        | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    67700000 | PA      | $69309479.49   | 0.13%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C11                                                   | UBSCM 2018-C11 A4                                                                                                                                      | CUSIP: 90276XAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    34636682 | PA      | $34341175.34   | 0.07%             | 2051-06-16      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF MOROCCO                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26803.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                                   | CMLTI 2025-RP1 B1                                                                                                                                      | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2673633 | PA      | $1700840.72    | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                   | PNC V5.582 06/12/29                                                                                                                                    | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    30325000 | PA      | $31054947.74   | 0.06%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                              | CRGYFN 9.75 10/15/30 144A                                                                                                                              | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    10515000 | PA      | $11230549.84   | 0.02%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL US LLC/BROOKFIELD RESIDENTIAL PROPERTIES INC                      | BRPCN 4.875 02/15/30 144A                                                                                                                              | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $935070.00     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO V DAC                                                                      | FIOS 5A A                                                                                                                                              | CUSIP: 000000000<br>LEI: 635400XTLUEP5OTL4N08 | Long             | ABS-O            | CORP              | IE        |    31000000 | PA      | $36401341.58   | 0.07%             | 2038-08-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP3                                      | JPMCC 2016-JP3 A4                                                                                                                                      | CUSIP: 46590RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3822007 | PA      | $3809893.92    | 0.01%             | 2049-08-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-9                                                        | VERUS 2025-9 A1                                                                                                                                        | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-O            | CORP              | US        |    23207312 | PA      | $23151475.30   | 0.04%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36                                           | WFCM 2016-C36 A3                                                                                                                                       | CUSIP: 95000MBN0<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-O            | CORP              | US        |    22102402 | PA      | $21996167.18   | 0.04%             | 2059-11-18      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| NEW YORK & NEW JERSEY PORT AUTHORITY (THE) (NY)                                          | NY PORTRN 4.81 10/15/2065                                                                                                                              | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     8650000 | PA      | $7547055.71    | 0.01%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                              | PNC 4.05 07/26/28 BKNT                                                                                                                                 | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1190393.69    | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | THB/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $375530.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARINGS CLO 2025-III LTD                                                                 | BABSN 2025-3A A1                                                                                                                                       | CUSIP: 06764PAA5<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |    30000000 | PA      | $30078489.00   | 0.06%             | 2038-03-31      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                 | ACI 5.5 03/31/31 144A                                                                                                                                  | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2383047.26    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 3.6 05/01/34                                                                                                                                        | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14772000 | PA      | $13273900.68   | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                             | QHEL 8.5 12/01/29 +HH                                                                                                                                  | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | MUN               | CA        |    15025000 | PA      | $16930099.38   | 0.03%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 11/15/42                                                                                                                                           | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12510000 | PA      | $5380012.17    | 0.01%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                          | GEN 6.25 04/01/33 144A                                                                                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     3762000 | PA      | $3666215.83    | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                | DUK 4 09/30/42                                                                                                                                         | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $840790.26     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL US LLC/BROOKFIELD RESIDENTIAL PROPERTIES INC                      | BRPCN 5 06/15/29 144a                                                                                                                                  | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6025000 | PA      | $5789000.75    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2022-2 LTD                                                                 | WELF 2022-2A AR                                                                                                                                        | CUSIP: 94949FAL7<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |    47690000 | PA      | $47797502.80   | 0.09%             | 2037-10-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                             | NEM 5.35 03/15/34                                                                                                                                      | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2579667.96    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2547.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN CLO 2021-2 DAC                                                    | PLMER 2021-2A BR                                                                                                                                       | CUSIP: 000000000<br>LEI: 5493008YA044FHERJ655 | Long             | ABS-O            | CORP              | IE        |    24300000 | PA      | $28540200.66   | 0.05%             | 2038-03-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XLIV LTD                                                                      | APID 2023-44A A1R                                                                                                                                      | CUSIP: 037989AL4<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | JE        |    35350000 | PA      | $35419533.45   | 0.07%             | 2037-10-26      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR CLO VI DAC                                                                  | CFOUR 6A AR                                                                                                                                            | CUSIP: 000000000<br>LEI: 549300QO4S9JIYQOSV53 | Long             | ABS-O            | CORP              | IE        |   127100000 | PA      | $148997578.40  | 0.28%             | 2038-01-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                                   | CMLTI 2025-RP1 A2                                                                                                                                      | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6684082 | PA      | $5001148.46    | 0.01%             | 2064-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GM 6.75 04/01/46                                                                                                                                       | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3172000 | PA      | $3298458.11    | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                                                                     | TRGP 4.35 04/15/31                                                                                                                                     | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1205496.87    | 0.00%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                      | D 2.85 08/15/26 D                                                                                                                                      | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     5685000 | PA      | $5662993.96    | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WARWICK CAPITAL CLO 2 LTD                                                                | WWICK 2023-2A A1                                                                                                                                       | CUSIP: 936557AA5<br>LEI: 254900MNDJAT8Y3XZ919 | Long             | ABS-CBDO         | CORP              | JE        |    50000000 | PA      | $50000000.00   | 0.09%             | 2037-01-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34                              | MSBAM 2017-C34 A3                                                                                                                                      | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18615000 | PA      | $18374395.54   | 0.03%             | 2052-11-18      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                                                                    | ADNA 6.875 05/01/29                                                                                                                                    | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    11989000 | PA      | $12759724.85   | 0.02%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF EL SALVADOR                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $180080.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS ORACLE CORP                                                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-460280.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                     | TRGP 5.4 07/30/36                                                                                                                                      | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    24215000 | PA      | $24101055.22   | 0.05%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS LLC                                                                | DUK 4.25 12/15/41                                                                                                                                      | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    12105000 | PA      | $10442684.61   | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                               | VMED 4 01/31/29 REGS                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     5100000 | PA      | $6548661.76    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                    | AAL 3.7 10/01/26 A                                                                                                                                     | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1296292 | PA      | $1292445.08    | 0.00%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                                                                     | DIGICEL INTL FIN LTD                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      110440 | NS      | $1427260.30    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TRIMARAN CAVU 2025-2 LTD                                                                 | CAVU 2025-2A A                                                                                                                                         | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    70750000 | PA      | $70921115.95   | 0.13%             | 2038-03-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                          | BANK 2023-BNK46 A21                                                                                                                                    | CUSIP: 06541DBB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    74030000 | PA      | $76373641.74   | 0.14%             | 2056-08-17      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR RA3611                                                                                                                                              | CUSIP: 3133KKAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5858190 | PA      | $4911132.91    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                   | MSI 4.6 05/23/29                                                                                                                                       | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    16480000 | PA      | $16484685.15   | 0.03%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA9543                                                                                                                                              | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7329720 | PA      | $7681317.84    | 0.01%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-254016.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                      | SPB 3.875 03/15/31 144A                                                                                                                                | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     3955000 | PA      | $3459518.27    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                                   | CMLTI 2025-RP1 M1                                                                                                                                      | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5703938 | PA      | $4040892.70    | 0.01%             | 2064-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                 | ACI 6.5 02/15/28 144A                                                                                                                                  | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5109727.96    | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GM 6.6 04/01/36                                                                                                                                        | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3489604.80    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Connect Holdings 2 LLC                                                                   | CONNECT HOLDING II LLC                                                                                                                                 | CUSIP: 20752KAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    15237152 | PA      | $14483568.25   | 0.03%             | 2031-04-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST 2007-3                                                            | BSARM 2007-3 1A1                                                                                                                                       | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90318 | PA      | $81842.09      | 0.00%             | 2047-05-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2003-4                                         | NCHET 2003-A A                                                                                                                                         | CUSIP: 64352VDR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      735679 | PA      | $760033.14     | 0.00%             | 2033-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 5.5 02/22/29 144A                                                                                                                               | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    51930000 | PA      | $51976737.00   | 0.10%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                | DUK 3.75 06/01/45                                                                                                                                      | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3045000 | PA      | $2326880.67    | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                          | DANBNK V5.019 03/04/31 144A                                                                                                                            | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     4470000 | PA      | $4491081.86    | 0.01%             | 2031-03-04      | Fixed         | 5.02%                 | 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        |        9078 | NC      | $-8771062.06   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWOODS CAPITAL 20 LTD                                                                | WOODS 2019-20A AR2                                                                                                                                     | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    75000000 | PA      | $75166387.50   | 0.14%             | 2038-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTHORITY (CA)                                                             | CA BAYTRN 6.91 10/01/2050                                                                                                                              | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      525000 | PA      | $579775.65     | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR5                                     | JPMCC 2019-COR5 A3                                                                                                                                     | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22100000 | PA      | $21273981.56   | 0.04%             | 2052-06-14      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                                   | CMLTI 2025-RP1 B3                                                                                                                                      | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2138906 | PA      | $1076657.90    | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                             | WMB 4.9 01/15/45                                                                                                                                       | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     5902000 | PA      | $5182805.65    | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FR SD7543                                                                                                                                              | CUSIP: 3132DVLY9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    68525521 | PA      | $58682758.50   | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 4 03/15/28                                                                                                                                        | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6490000 | PA      | $6439666.36    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                                   | ESKOM 6.35 08/10/28 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    22062000 | PA      | $22385980.47   | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                               | ABBV 4.5 05/14/35                                                                                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3711000 | PA      | $3580977.05    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2014-5 AI                                                                                                                                          | CUSIP: 3136AH5A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1296761 | PA      | $179579.59     | 0.00%             | 2043-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | USD/ZAR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1178948.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-HE1                                             | GSMBS 2025-HE1 A1                                                                                                                                      | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-O            | CORP              | US        |    16177704 | PA      | $16217934.22   | 0.03%             | 2055-10-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                                  | QXO Inc                                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    50640000 | PA      | $56343305.19   | 0.11%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET 6.55 12/01/33                                                                                                                                       | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    14895000 | PA      | $16136652.49   | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.75 05/15/55                                                                                                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20850000 | PA      | $20045320.31   | 0.04%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GM 5.2 04/01/45                                                                                                                                        | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2327863.70    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                          | DANBNK V4.613 10/02/30 144A                                                                                                                            | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    19490000 | PA      | $19388924.86   | 0.04%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MONUMENT CLO 1 DAC                                                                       | MNMNT 1A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-O            | CORP              | IE        |   102500000 | PA      | $120537136.82  | 0.23%             | 2037-05-15      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 3.9 05/01/49                                                                                                                                        | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    44475000 | PA      | $32533023.30   | 0.06%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 02/15/49                                                                                                                                           | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19925000 | PA      | $6071213.18    | 0.01%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED CERTIFICATES SERIES 2002-4                                            | CWHL 2005-HYB9 3A2A                                                                                                                                    | CUSIP: 126670JY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        3872 | PA      | $3446.13       | 0.00%             | 2036-02-20      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SEALED AIR CORP                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11467.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2017-134 ZK                                                                                                                                        | CUSIP: 38380GG81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     6799602 | PA      | $5410545.44    | 0.01%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                                   | CMLTI 2025-RP1 B4                                                                                                                                      | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1988659 | PA      | $818846.14     | 0.00%             | 2064-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2021-2 LTD                                                                      | EMIR 2021-2 M1C                                                                                                                                        | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     5077561 | PA      | $5085803.47    | 0.01%             | 2034-04-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FR SD7544                                                                                                                                              | CUSIP: 3132DVLZ6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    14804406 | PA      | $13215365.29   | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8169                                                                                                                                              | CUSIP: 3132DWCE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3287808 | PA      | $3004984.80    | 0.01%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8168                                                                                                                                              | CUSIP: 3132DWCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11405525 | PA      | $10032882.12   | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C 4.75 05/18/46                                                                                                                                        | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    42640000 | PA      | $36070412.74   | 0.07%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                            | CRWV 9 02/01/31 144A                                                                                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    16470000 | PA      | $16370615.78   | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 3.85 01/05/28                                                                                                                                       | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    20453000 | PA      | $20266489.09   | 0.04%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                               | ABBV 4.7 05/14/45                                                                                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    43711000 | PA      | $38609288.24   | 0.07%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS MGM RESORTS INTERNATIONAL                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2745.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                                 | CIACN 7.875 07/15/32 144A                                                                                                                              | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    13420000 | PA      | $14064562.60   | 0.03%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V3.65 PERP U                                                                                                                                        | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5965000 | PA      | $5940130.87    | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                 | T 2.55 12/01/33                                                                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    11315000 | PA      | $9556960.66    | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4736 IP                                                                                                                                            | CUSIP: 3137FCHS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1313701 | PA      | $225118.91     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH ALLIANCE                                                                | ASCHEA 3.945 11/15/46                                                                                                                                  | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     2565000 | PA      | $2030540.84    | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR V7.437 11/02/33                                                                                                                                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4130000 | PA      | $4619469.84    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2003-BC7                                          | SAIL 2003-BC7 3A2                                                                                                                                      | CUSIP: 86358ECW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      358834 | PA      | $352304.52     | 0.00%             | 2033-07-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                     | GTLS 7.5 01/01/30 144A                                                                                                                                 | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5581093.50    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                            | CCL 5.75 08/01/32 144A                                                                                                                                 | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    13450000 | PA      | $13518595.00   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 5.125 11/05/26                                                                                                                                       | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      864000 | PA      | $865157.19     | 0.00%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS UNITI GROUP INC                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14059.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K101 X1                                                                                                                                           | CUSIP: 3137FQ4B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   452430408 | PA      | $11186568.05   | 0.02%             | 2029-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | HSBC V5.887 08/14/27                                                                                                                                   | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1625000 | PA      | $1630531.18    | 0.00%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                       | URI 3.875 02/15/31                                                                                                                                     | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1135260.19    | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                 | T 3.8 12/01/57                                                                                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7661000 | PA      | $5104340.28    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                            | PFG 4.3 11/15/46                                                                                                                                       | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     3583000 | PA      | $2911421.00    | 0.01%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                                   | CMLTI 2025-RP1 B2                                                                                                                                      | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1693489 | PA      | $972495.88     | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D                                              | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D                                                                                                            | CUSIP: 51889BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14402187 | PA      | $13839047.35   | 0.03%             | 2043-11-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                           | AMZN 5.95 03/13/66                                                                                                                                     | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    13545000 | PA      | $13361485.45   | 0.03%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB V2.552 01/07/28                                                                                                                                     | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2170000 | PA      | $2138259.84    | 0.00%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                    | EGBLFN 11 11/30/28 144a                                                                                                                                | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    64400000 | PA      | $79502797.49   | 0.15%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6454.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LINEAGE EUROPE FINCO BV                                                                  | LINE 4.125 11/26/31                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |    66325000 | PA      | $76666322.26   | 0.15%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2019-C3                                                             | BBCMS 2019-C3 A3                                                                                                                                       | CUSIP: 05550MAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    24500000 | PA      | $23782742.90   | 0.05%             | 2052-05-17      | Variable      | 3.32%                 | 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        |    43015000 | PA      | $44179166.56   | 0.08%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CB1879                                                                                                                                              | CUSIP: 3140QMCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18906976 | PA      | $17291714.09   | 0.03%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                            | CCL 5.125 05/01/29 144A                                                                                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1545000 | PA      | $1536075.00    | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS7746                                                                                                                                              | CUSIP: 3140XPTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6303254 | PA      | $5398705.02    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.625 06/15/38                                                                                                                                   | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1916000 | PA      | $1782838.00    | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL US LLC/BROOKFIELD RESIDENTIAL PROPERTIES INC                      | BRPCN 6.25 09/15/27 144A                                                                                                                               | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1526769.00    | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                                  | STACR 2021-DNA6 M2                                                                                                                                     | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-O            | USGSE             | US        |     2266468 | PA      | $2271378.40    | 0.00%             | 2041-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET 6.4 12/01/30                                                                                                                                        | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1377491.91    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $538672.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                         | KMI 4.7 11/01/42                                                                                                                                       | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6977615.84    | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                          | PM 3.125 03/02/28                                                                                                                                      | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1802000 | PA      | $1766405.71    | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET 5.15 03/15/45                                                                                                                                       | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1070690.82    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 24 LTD                                                | NEUB 2017-24A AR2                                                                                                                                      | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |    28850000 | PA      | $28905980.54   | 0.05%             | 2038-10-19      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                               | VZ 2.65 11/20/40                                                                                                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    16417000 | PA      | $11493848.95   | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                                                                  | AMCSRV 6.034 01/16/42 144A                                                                                                                             | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |   112000000 | PA      | $113391241.60  | 0.22%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIVERSITY HEALTH INC                                                            | INUHLT 3.97 11/01/48                                                                                                                                   | CUSIP: 455170AA8<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |    10475000 | PA      | $8216739.73    | 0.02%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                                           | BBCMS 2018-CHRS C                                                                                                                                      | CUSIP: 05491VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10055000 | PA      | $9384714.60    | 0.02%             | 2038-08-06      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRX 4.125 05/15/29                                                                                                                                     | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    22019000 | PA      | $21754783.15   | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V4.995 07/22/30                                                                                                                                    | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8490000 | PA      | $8594893.89    | 0.02%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS ALTICE FRANCE SA                                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $129693.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                                                 | MARS 5.7 05/01/55 144A                                                                                                                                 | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6392994.79    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2025-RPL1                                              | CHASE 2025-RPL1 A1A                                                                                                                                    | CUSIP: 16160VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31492401 | PA      | $28213673.34   | 0.05%             | 2065-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                 | LLOYDS 3.75 01/11/27                                                                                                                                   | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    14595000 | PA      | $14554542.66   | 0.03%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                         | TMUS 2.55 02/15/31                                                                                                                                     | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    28800000 | PA      | $26176229.22   | 0.05%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR QC6811                                                                                                                                              | CUSIP: 3133ARR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    38516702 | PA      | $32515578.86   | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 02/15/43                                                                                                                                           | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2100000 | PA      | $889727.09     | 0.00%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LINCT 2024-1 A1X                                                                         | LINCT 2024-1 A1X                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    61857000 | PA      | $61857000.00   | 0.12%             | 2027-06-27      | Floating      | 2.75%                 | No            |                  3 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                                   | BG 2.75 05/14/31                                                                                                                                       | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5938546.98    | 0.01%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                   | WCC 6.625 03/15/32 144A                                                                                                                                | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     6770000 | PA      | $7008545.50    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                                               | VSTJET 6.375 02/01/30 144A                                                                                                                             | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |     1925000 | PA      | $1805265.00    | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $157027.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS CDX.EM.35.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $76015.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                             | NCLH 7.75 02/15/29 144A                                                                                                                                | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     5000000 | PA      | $5217850.00    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                                                                   | MSI 2.3 11/15/30                                                                                                                                       | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     6271000 | PA      | $5659634.99    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                     | TRGP 5.2 07/01/27                                                                                                                                      | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     5510000 | PA      | $5550516.74    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                               | DLLTD 0 12/31/30 3B14                                                                                                                                  | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      111153 | PA      | $0.11          | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES5                                                            | RCKT 2024-CES5 A1A                                                                                                                                     | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14229241 | PA      | $14302782.48   | 0.03%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                       | PRPM 2025-RPL1 A1                                                                                                                                      | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    48758515 | PA      | $47704038.51   | 0.09%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                        | EOG 5.35 01/15/36                                                                                                                                      | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    33500000 | PA      | $33977964.36   | 0.06%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 2.35 01/08/31                                                                                                                                       | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    45370000 | PA      | $40605282.28   | 0.08%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2015-51 CI                                                                                                                                         | CUSIP: 3136APJF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     2325696 | PA      | $363327.64     | 0.00%             | 2045-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA (CA), STATE OF                                                                | CA CAS 7.3 10/01/2039                                                                                                                                  | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      835000 | PA      | $954433.31     | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF SERBIA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-196506.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.875 08/31/32                                                                                                                                       | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   181135000 | PA      | $178248160.94  | 0.34%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8649                                                                                                                                              | CUSIP: 36179XTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25785208 | PA      | $26498183.36   | 0.05%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                                               | AESOP 2023-4A A                                                                                                                                        | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    13963000 | PA      | $14212941.89   | 0.03%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019-C17                                                   | UBSCM 2019-C17 A3                                                                                                                                      | CUSIP: 90278MAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    80671458 | PA      | $76155437.24   | 0.14%             | 2052-10-18      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA4                                                  | STACR 2022-DNA4 M1B                                                                                                                                    | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-O            | USGSE             | US        |      800000 | PA      | $818000.00     | 0.00%             | 2042-05-27      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 609371                                                                                                                                              | CUSIP: 36202T6G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1823 | PA      | $1861.38       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 3.95 08/01/59                                                                                                                                       | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14670000 | PA      | $10163436.91   | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                 | MARS 5.2 03/01/35 144A                                                                                                                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     7605000 | PA      | $7666787.23    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                   | WCC 6.375 03/15/29 144A                                                                                                                                | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     9075000 | PA      | $9265377.97    | 0.02%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                    | ETR 4.2 09/01/48                                                                                                                                       | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    29046000 | PA      | $22965538.72   | 0.04%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17113.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                   | PSD 4.223 06/15/48                                                                                                                                     | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $9015040.68    | 0.02%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                            | NEE 3.7 12/01/47                                                                                                                                       | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    10130000 | PA      | $7564914.36    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                       | MNET 2025-4A A2                                                                                                                                        | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $9991153.00    | 0.02%             | 2055-12-22      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| VENDEE MORTGAGE TRUST 2011-2                                                             | VENDE 2011-2 DZ                                                                                                                                        | CUSIP: 92262BAF2<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     1779258 | PA      | $1660185.81    | 0.00%             | 2041-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H7                                                   | MSC 2019-H7 A3                                                                                                                                         | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    66390289 | PA      | $63395044.86   | 0.12%             | 2052-07-17      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.75 08/15/32                                                                                                                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   116170000 | PA      | $107139597.66  | 0.20%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8279                                                                                                                                              | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5428359 | PA      | $5581461.82    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 4.5 04/15/38                                                                                                                                      | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    15767000 | PA      | $14215373.36   | 0.03%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRX 3.9 03/15/27                                                                                                                                       | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4288939.29    | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 3.75 02/01/50                                                                                                                                       | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18903000 | PA      | $13505092.41   | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                            | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $536045.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                   | WCC 7.25 06/15/28 144A                                                                                                                                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3595000 | PA      | $3606143.02    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4513                                                                                                                                              | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   126083218 | PA      | $110550872.54  | 0.21%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 3 LTD                                                                  | KLLM 3A A1R3                                                                                                                                           | CUSIP: 48936JAA4<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-CBDO         | CORP              | KY        |    35105000 | PA      | $35098101.87   | 0.07%             | 2036-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4500 ZX                                                                                                                                            | CUSIP: 3137BL4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1678072 | PA      | $1619832.11    | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | 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        |    16800000 | PA      | $16560352.24   | 0.03%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO II DAC                                                                 | ALBAC 2A A2                                                                                                                                            | CUSIP: 000000000<br>LEI: 549300WN8XXHR94EX575 | Long             | ABS-O            | CORP              | IE        |     9000183 | PA      | $10476103.36   | 0.02%             | 2034-06-15      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                             | QHEL 9.5 11/15/30 +HQ                                                                                                                                  | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | MUN               | CA        |    28350000 | PA      | $34005751.29   | 0.06%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                     | ENTERP 3.3 12/01/26 144A                                                                                                                               | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    10390000 | PA      | $10336746.05   | 0.02%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA5553                                                                                                                                              | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   169376625 | PA      | $170322282.25  | 0.32%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                            | NEE 3.95 03/01/48                                                                                                                                      | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     8210000 | PA      | $6401846.06    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $30304.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                          | CMS V4.75 06/01/50                                                                                                                                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    23485000 | PA      | $22965207.22   | 0.04%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                                           | BBCMS 2018-CHRS B                                                                                                                                      | CUSIP: 05491VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7345000 | PA      | $6927048.20    | 0.01%             | 2038-08-06      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 6 03/15/34 144A                                                                                                                                    | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3429360.45    | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| U.S. INTERNATIONAL DEVELOPMENT FINANCE CORP                                              | DFC 3.37 10/05/34                                                                                                                                      | CUSIP: 6903532V8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | ABS-O            | USGA              | US        |     5027942 | PA      | $4776695.32    | 0.01%             | 2034-10-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                      | EXC 4.375 08/15/52                                                                                                                                     | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3264102.89    | 0.01%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (IL), STATE OF                                                                  | IL ILS 5.1 06/01/2033                                                                                                                                  | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    16617696 | PA      | $16871762.80   | 0.03%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 5.875 11/07/29                                                                                                                                       | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12690542.66   | 0.02%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET 6.125 12/15/45                                                                                                                                      | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9720000 | PA      | $9502382.52    | 0.02%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                | DUK 4.95 01/15/33                                                                                                                                      | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     9637000 | PA      | $9758825.85    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 5 07/31/40 S26                                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      911300 | PA      | $692482.04     | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | SWOP CDS ITRAXX.XO.44.V1                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -800000000 | OU      | $-63512709.08  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST                                                                  | PNMSR 2024-FT1 A                                                                                                                                       | CUSIP: 693968AA7<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |    20000000 | PA      | $20037472.00   | 0.04%             | 2027-12-27      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                                        | GSCRED 5.875 01/31/31 144A                                                                                                                             | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1052287.22    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                                                  | RFCO 8.625 01/15/30 A                                                                                                                                  | CUSIP: 761157AB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      429000 | PA      | $494689.41     | 0.00%             | 2030-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                       | PRPM 2025-RPL1 M1A                                                                                                                                     | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5879000 | PA      | $5629558.73    | 0.01%             | 2055-03-25      | Variable      | 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        |      500000 | PA      | $497069.25     | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                                | ASSDLN 8 07/01/31 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    39135000 | PA      | $43792944.00   | 0.08%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DIAMOND SPORTS GRP LLC- CS                                                               | DIAMOND SPORTS GRP LLC- CS                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      791890 | NS      | $163129.34     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8349                                                                                                                                              | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    20126656 | PA      | $20460246.49   | 0.04%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 05/15/46                                                                                                                                           | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23485000 | PA      | $8257449.69    | 0.02%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G04599                                                                                                                                              | CUSIP: 3128M6NQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         155 | PA      | $156.18        | 0.00%             | 2031-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7432.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                            | DISH 5.125 06/01/29                                                                                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14950000 | PA      | $13747325.77   | 0.03%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE XLII LTD                                                                       | MAGNE 2024-42A A1                                                                                                                                      | CUSIP: 55955XAA4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |    70000000 | PA      | $70179865.00   | 0.13%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2                                            | GSKY 2025-2A A4                                                                                                                                        | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10250178 | PA      | $10222228.20   | 0.02%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                             | MPW 3.5 03/15/31                                                                                                                                       | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      900000 | PA      | $646600.51     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-18                                   | SARM 2004-18 3A1                                                                                                                                       | CUSIP: 863579FU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2568042 | PA      | $2409128.03    | 0.00%             | 2034-12-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4466                                                                                                                                              | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    58204905 | PA      | $49136418.76   | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 2.7 08/20/27                                                                                                                                        | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2435000 | PA      | $2380700.09    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES LTD                                                                  | BMCAUS 4.75 01/15/28 144A                                                                                                                              | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1325000 | PA      | $1317320.66    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                                     | ASHWOO 4.625 04/01/30 144A                                                                                                                             | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1689413.41    | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                               | DCP 6.75 09/15/37                                                                                                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10802582.41   | 0.02%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                      | SGD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1348335.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO IV LTD                                                                    | TKO 2023-1A A1R                                                                                                                                        | CUSIP: 88675CAN2<br>LEI: 254900RN10DV5689GE29 | Long             | ABS-CBDO         | CORP              | BM        |    50000000 | PA      | $50105100.00   | 0.10%             | 2038-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                              | MAYOCL 4.128 11/15/52 2016                                                                                                                             | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     8312000 | PA      | $6599578.76    | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET 5.3 04/15/47                                                                                                                                        | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6095000 | PA      | $5375491.79    | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                       | PRPM 2025-RPL1 M1B                                                                                                                                     | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2072000 | PA      | $1970918.10    | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                            | SATS 10.75 11/30/29 .                                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    84559000 | PA      | $91707218.01   | 0.17%             | 2029-11-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | ET 5.3 04/01/44                                                                                                                                        | CUSIP: 86765BAP4<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $3730066.97    | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: B                                                                         | HPS SLF VI IM: B                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12942942 | PA      | $12942942.00   | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| EAGLE RE 2023-1 LTD                                                                      | EMIR 2023-1 M1A                                                                                                                                        | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      928917 | PA      | $929450.59     | 0.00%             | 2033-09-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 552760                                                                                                                                              | CUSIP: 36213FB51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12401 | PA      | $12742.73      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                          | SANLTD 5.4 08/08/28                                                                                                                                    | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     3263000 | PA      | $3297674.92    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-11850.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                     | TRGP 4.9 09/15/30                                                                                                                                      | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3815000 | PA      | $3843026.10    | 0.01%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                       | PRPM 2025-RPL1 A2                                                                                                                                      | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10215000 | PA      | $9860192.19    | 0.02%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 5.805 05/01/50                                                                                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7263000 | PA      | $7070326.62    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                    | EGBLFN 12 11/30/28 144A                                                                                                                                | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    17900000 | PA      | $19097152.00   | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                                      | S 8.75 03/15/32                                                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    29300000 | PA      | $34850481.47   | 0.07%             | 2032-03-15      | Fixed         | 8.75%                 | 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        |    49000000 | PA      | $54471663.86   | 0.10%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                        | NWG V5.115 05/23/31                                                                                                                                    | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1585000 | PA      | $1603566.69    | 0.00%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXIII LTD                                                                  | BATLN 2022-23A A1R                                                                                                                                     | CUSIP: 07135LAL0<br>LEI: 54930050XKM90CCQIQ92 | Long             | ABS-CBDO         | CORP              | KY        |    27500000 | PA      | $27559171.75   | 0.05%             | 2037-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                   | NYC 2025-3BP D                                                                                                                                         | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25000000 | PA      | $25031250.00   | 0.05%             | 2042-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                                     | ASHWOO 4.625 08/01/29 144A                                                                                                                             | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7675000 | PA      | $7344094.34    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | USD/COP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2779019.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS X-R LTD                                                              | OAKC 2014-10RA AR2                                                                                                                                     | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    50300000 | PA      | $50252074.16   | 0.10%             | 2038-04-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 313783                                                                                                                                              | CUSIP: 31374GRC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1870 | PA      | $1851.28       | 0.00%             | 2036-05-01      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                            | DISH 7.375 07/01/28                                                                                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $337139.50     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | ET 5.35 05/15/45                                                                                                                                       | CUSIP: 86765BAQ2<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2007532.54    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS0532                                                                                                                                              | CUSIP: 3140XFSW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14034611 | PA      | $12857862.49   | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                                           | BBCMS 2018-CHRS D                                                                                                                                      | CUSIP: 05491VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19295000 | PA      | $17368795.59   | 0.03%             | 2038-08-06      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                            | CCL 5.75 03/15/30 144A                                                                                                                                 | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    15609000 | PA      | $15835174.41   | 0.03%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8317                                                                                                                                              | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20298017 | PA      | $20853405.51   | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G61843                                                                                                                                              | CUSIP: 31335CBL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6932538 | PA      | $7025681.81    | 0.01%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                                   | NXPI 3.15 05/01/27                                                                                                                                     | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     7190000 | PA      | $7105948.90    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | USD/CLP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $524222.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF SLOVAKIA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $252890.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 726938                                                                                                                                              | CUSIP: 31402ES33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1748 | PA      | $1739.50       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                     | ENTERP 6.7 06/01/34 144A                                                                                                                               | CUSIP: 26882PAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $2041649.39    | 0.00%             | 2034-06-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| BOEING COMPANY (THE)                                                                     | BA 5.705 05/01/40                                                                                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    22420000 | PA      | $22621882.08   | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V5.875 PERP FF                                                                                                                                     | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5595000 | PA      | $5619736.55    | 0.01%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| PRPM 2025-RPL1 LLC                                                                       | PRPM 2025-RPL1 A3                                                                                                                                      | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6023000 | PA      | $5798297.53    | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LIX LTD                                                             | MDPK 2021-59A A1R                                                                                                                                      | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   126465000 | PA      | $126700300.78  | 0.24%             | 2037-04-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A16765                                                                                                                                              | CUSIP: 31296RQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14962 | PA      | $15528.43      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                             | AEP 3.65 04/01/50 M                                                                                                                                    | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     7206000 | PA      | $5208841.13    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                        | CF 4.95 06/01/43                                                                                                                                       | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     6755000 | PA      | $6054459.17    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR RA6094                                                                                                                                              | CUSIP: 3133KMXX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3277669 | PA      | $2784579.27    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53816.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8152                                                                                                                                              | CUSIP: 3132DWBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10650814 | PA      | $9381148.30    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                           | BRASKM 4.5 01/10/28 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $1615900.00    | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2019-GSA1                                                   | GSMS 2019-GSA1 A3                                                                                                                                      | CUSIP: 36261PAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    42000000 | PA      | $40050549.00   | 0.08%             | 2052-11-13      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS1658                                                                                                                                              | CUSIP: 3140XGZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26397592 | PA      | $25006388.93   | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                   | NYC 2025-3BP C                                                                                                                                         | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18945000 | PA      | $18921318.75   | 0.04%             | 2042-02-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                              | PETBRA 5.375 10/01/29 .                                                                                                                                | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     9150000 | PA      | $12251648.70   | 0.02%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                       | DTE 2.85 10/01/26                                                                                                                                      | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    37340000 | PA      | $37128570.78   | 0.07%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                              | EXC 3.7 03/01/45                                                                                                                                       | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2036751.52    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                      | GILD 5.65 12/01/41                                                                                                                                     | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1215845.68    | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2001-29 Z                                                                                                                                          | CUSIP: 313920GP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        5270 | PA      | $5385.43       | 0.00%             | 2031-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                    | USD/CNH FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $916949.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA9174                                                                                                                                              | CUSIP: 36179YFP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1309255 | PA      | $1358827.48    | 0.00%             | 2053-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 6 07/19/28 144A                                                                                                                                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    10493000 | PA      | $10650395.00   | 0.02%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | ISPIM V7.778 06/20/54 144A                                                                                                                             | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    14870000 | PA      | $17105017.51   | 0.03%             | 2054-06-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                    | ETR 3.25 04/01/28                                                                                                                                      | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4915694.09    | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 508352                                                                                                                                              | CUSIP: 36211BWM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          59 | PA      | $59.45         | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO IV DAC                                                                  | INVSC 4A B2                                                                                                                                            | CUSIP: 000000000<br>LEI: 549300LLUOZ9GWTWJV80 | Long             | ABS-O            | CORP              | IE        |    10000000 | PA      | $11338626.78   | 0.02%             | 2033-04-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                          | BMCAUS 3.375 01/15/31 144A                                                                                                                             | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    13125000 | PA      | $11916198.70   | 0.02%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                              | PETBRA 6.625 01/16/34                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    27600000 | PA      | $37655286.34   | 0.07%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                      | SUMIBK V5.246 07/08/36                                                                                                                                 | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    66685000 | PA      | $66703765.16   | 0.13%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 5.93 05/01/60                                                                                                                                       | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    52200000 | PA      | $50443276.05   | 0.10%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  2000000000 | OU      | $2135926.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                     | TRGP 6.15 03/01/29                                                                                                                                     | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13545090.40   | 0.03%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KAYNE CLO 10 LTD                                                                         | RAD 2021-10A B                                                                                                                                         | CUSIP: 48662LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $12018207.60   | 0.02%             | 2034-04-24      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXX LTD                                                             | MDPK 2025-70A A1                                                                                                                                       | CUSIP: 557913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    50000000 | PA      | $50120320.00   | 0.10%             | 2038-09-07      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                             | AEP 3.8 06/15/49                                                                                                                                       | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     7345000 | PA      | $5398443.26    | 0.01%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 05/15/43                                                                                                                                           | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13155000 | PA      | $5483318.04    | 0.01%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8195                                                                                                                                              | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    97574862 | PA      | $85654399.81   | 0.16%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                             | SYK 2.125 11/30/27                                                                                                                                     | CUSIP: 863667AT8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    16050000 | PA      | $18564014.50   | 0.04%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO (THE)                                                              | UNICHI 2.761 04/01/45 20B                                                                                                                              | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     6560000 | PA      | $5144377.51    | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: —       |
| CARLYLE GROUP INC (THE)                                                                  | CGMS 2017-3A A1R2                                                                                                                                      | CUSIP: 14314FAY4<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | US        |    16250000 | PA      | $16286149.75   | 0.03%             | 2037-10-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 70(B)-R LTD                                                   | GCBSL 2023-70A A1R                                                                                                                                     | CUSIP: 38182HAA0<br>LEI: 254900Y43PI32U9YGF14 | Long             | ABS-CBDO         | CORP              | JE        |    50000000 | PA      | $49957850.00   | 0.09%             | 2037-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-59402.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC                                            | RFMSI 2003-S9 A1                                                                                                                                       | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2326 | PA      | $2355.78       | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4786                                                                                                                                              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4054650 | PA      | $4093052.60    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR QD6013                                                                                                                                              | CUSIP: 3133B3VE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1706603 | PA      | $1500691.27    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA4586                                                                                                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11019118 | PA      | $10208919.44   | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                                  | PRIMBP 8.75 12/31/30 144A                                                                                                                              | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     4487840 | PA      | $4259419.50    | 0.01%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OCTAGON LTD                                                                              | OCT32 2017-1A BR3                                                                                                                                      | CUSIP: 67573CAW9<br>LEI: 5493009LQ0GMI27K0355 | Long             | ABS-CBDO         | CORP              | KY        |    18750000 | PA      | $18831511.88   | 0.04%             | 2037-11-02      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                      | SUMIBK V4.494 01/15/32                                                                                                                                 | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    14450000 | PA      | $14220619.26   | 0.03%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                      | DAL 2 06/10/28 AA                                                                                                                                      | CUSIP: 247361ZV3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    20576949 | PA      | $19900069.44   | 0.04%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                             | AEP 3.75 12/01/47                                                                                                                                      | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     5595000 | PA      | $4143052.99    | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                          | BMCAUS 4.375 07/15/30 144A                                                                                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2483014.48    | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |    84560000 | OU      | $770801.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                    | ETR 3.12 09/01/27                                                                                                                                      | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    12955000 | PA      | $12781578.86   | 0.02%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                     | RGCARE 7 05/01/34 144A                                                                                                                                 | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6536566.68    | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                                | WIN 8.25 10/01/31 144A                                                                                                                                 | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4961938.25    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| SV RNO PROPERTY OWNER 1 LLC                                                              | TRACTC 5.875 03/01/31 144A                                                                                                                             | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    55921000 | PA      | $55019354.64   | 0.10%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                                                              | INTERNATIONAL PARK HLDGS BV                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    45000000 | PA      | $52154071.88   | 0.10%             | 2031-12-31      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| NORTHWOODS CAPITAL XI-B LTD                                                              | WOODS 2018-11BA A1R                                                                                                                                    | CUSIP: 66860JAN8<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |    84529000 | PA      | $84637129.50   | 0.16%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED CERTIFICATES SERIES 2002-4                                            | CWL 2004-6 2A5                                                                                                                                         | CUSIP: 126673BR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      246714 | PA      | $241266.84     | 0.00%             | 2034-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4468 IO                                                                                                                                            | CUSIP: 3137BJLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     3328905 | PA      | $445222.34     | 0.00%             | 2045-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST                                                | CSAIL 2019-C16 A2                                                                                                                                      | CUSIP: 12596WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20132612 | PA      | $19401228.06   | 0.04%             | 2052-06-17      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4                                               | NRZT 2018-4A A1S                                                                                                                                       | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5784724 | PA      | $5709892.14    | 0.01%             | 2048-01-27      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $41371.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CRM1                                                      | TPMT 2025-CRM1 A1                                                                                                                                      | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    47908567 | PA      | $48084290.71   | 0.09%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A55159                                                                                                                                              | CUSIP: 3128KHWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         661 | PA      | $693.94        | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                            | ENELIM 3.5 04/06/28 144A                                                                                                                               | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    13415000 | PA      | $13159303.39   | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM7                                                | BRAVO 2025-NQM7 A1                                                                                                                                     | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-O            | CORP              | US        |    49110769 | PA      | $49334930.15   | 0.09%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                              | EXC 4.35 11/15/45                                                                                                                                      | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2780000 | PA      | $2300815.52    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                  | HYNMTR 5.35 03/19/29 144A                                                                                                                              | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     7175000 | PA      | $7303947.74    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO COMPANY (THE)                                                         | SMG 4.375 02/01/32                                                                                                                                     | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1678795.02    | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FR SD8148                                                                                                                                              | CUSIP: 3132DWBR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4946139 | PA      | $4357054.47    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 725205                                                                                                                                              | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176204 | PA      | $177104.87     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8190                                                                                                                                              | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    38071334 | PA      | $33453403.86   | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CECONOMY AG                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3499.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG Q46351                                                                                                                                              | CUSIP: 3132WLBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      577982 | PA      | $537732.22     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GABON BLUE BOND MASTER TRUST                                                             | GABBMT 6.097 08/01/38 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    28006000 | PA      | $27767108.82   | 0.05%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                             | AEP 3.1 12/01/26                                                                                                                                       | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1291849.76    | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHLMC 6.25 07/15/32                                                                                                                                    | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    25297000 | PA      | $28123626.01   | 0.05%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                   | NYC 2025-3BP A                                                                                                                                         | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    49015000 | PA      | $48861828.13   | 0.09%             | 2042-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 1.65 03/03/33 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     6252000 | PA      | $6117773.86    | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD1011                                                                                                                                              | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2433533 | PA      | $2046782.17    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR V2.667 03/10/32                                                                                                                                   | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7000000 | PA      | $6297370.10    | 0.01%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                      | SUMIBK V5.046 01/15/37                                                                                                                                 | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    14245000 | PA      | $13959963.25   | 0.03%             | 2037-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| MIDAMERICAN ENERGY COMPANY                                                               | BRKHEC 4.25 07/15/49                                                                                                                                   | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1494815.57    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS ARAB REPUBLIC OF EGYPT                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $413051.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN BQ7766                                                                                                                                              | CUSIP: 3140KTTY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1694169 | PA      | $1367649.90    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                                   | ESKOM 6.35 08/10/28 144a                                                                                                                               | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    22487000 | PA      | $22817221.60   | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | ISPIM 7.8 11/28/53 144A                                                                                                                                | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1820000 | PA      | $2160911.84    | 0.00%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                    | PRIME 2004-CL1 1A2                                                                                                                                     | CUSIP: 74160MDL3<br>LEI: 549300FSD8T39P5Q0O47 | Long             | ABS-O            | CORP              | US        |        2060 | PA      | $1973.68       | 0.00%             | 2034-02-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8191                                                                                                                                              | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8894657 | PA      | $8129150.98    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K-1513 X1                                                                                                                                         | CUSIP: 3137FPJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   328304109 | PA      | $15739818.26   | 0.03%             | 2034-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-7                                            | SAIL 2004-BNC1 A4                                                                                                                                      | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      366506 | PA      | $389493.42     | 0.00%             | 2034-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.7 02/16/32                                                                                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    44083000 | PA      | $44237290.50   | 0.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V5.073 01/30/37                                                                                                                                     | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    19160000 | PA      | $18802530.24   | 0.04%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                       | BX 2025-SPOT A                                                                                                                                         | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    38731751 | PA      | $38755841.91   | 0.07%             | 2040-04-16      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | COP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-86726.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2024-1                                         | GOOD 2024-1GS A                                                                                                                                        | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39481454 | PA      | $37919994.05   | 0.07%             | 2057-06-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7938                                                                                                                                              | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    57920387 | PA      | $52837265.19   | 0.10%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA5595                                                                                                                                              | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      257707 | PA      | $245170.37     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                             | HNDLIN 6.375 08/15/33 144A                                                                                                                             | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     3905000 | PA      | $3920623.22    | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                      | ELV 4.65 01/15/43                                                                                                                                      | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1442796.66    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 0.75 07/09/30                                                                                                                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    54057245 | PA      | $46651402.47   | 0.09%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FRESTP 0 07/15/32 PRIN                                                                                                                                 | CUSIP: 3134A4KY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     4205000 | PA      | $3193587.59    | 0.01%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C 4.45 09/29/27                                                                                                                                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      470000 | PA      | $470236.39     | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                                        | CADEPO 5.6 11/25/39 144A                                                                                                                               | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |     2195000 | PA      | $2318864.51    | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA TURNPIKE COMMISSION (PA)                                                    | PA PASTRN 6.11 12/01/2039                                                                                                                              | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |      400000 | PA      | $425382.14     | 0.00%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46831.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $159025.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                         | PHILIP 9.5 02/02/30                                                                                                                                    | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3500000 | PA      | $4103750.00    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 5 01/09/38                                                                                                                                      | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    26062000 | PA      | $20237143.00   | 0.04%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CALEDONIA GENERATING LLC                                                                 | NEWCAL 1.95 02/28/34 144A                                                                                                                              | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11206355 | PA      | $9751958.09    | 0.02%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4644                                                                                                                                              | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    30910553 | PA      | $29091812.57   | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                                         | (PIPA070) PGIM Core Government Money Market Fund                                                                                                       | CUSIP: 74440W862<br>LEI: FDBJO5TMSRMHJL5YKP11 | Long             | STIV             | RF                | US        |  1394146190 | NS      | $1394146189.94 | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CD 2018-CD7 MORTGAGE TRUST                                                               | CD 2018-CD7 A3                                                                                                                                         | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25927013 | PA      | $25654706.54   | 0.05%             | 2051-08-17      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC                                                     | MLMI 2004-WMC3 M2                                                                                                                                      | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      819936 | PA      | $803750.24     | 0.00%             | 2035-01-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                                                  | RFCS 0 04/15/30                                                                                                                                        | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    18610000 | PA      | $15763915.23   | 0.03%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2024-WRHS                                                                     | BFLD 2024-WRHS A                                                                                                                                       | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39026575 | PA      | $39050783.62   | 0.07%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R7 | AMSI 2001-2 M3                                                                                                                                         | CUSIP: 03072SBE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24864 | PA      | $28392.33      | 0.00%             | 2031-10-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $21305.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B13 MORTGAGE TRUST                                                        | BMARK 2019-B13 A3                                                                                                                                      | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    38700000 | PA      | $36464970.51   | 0.07%             | 2057-08-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-7                                            | SAIL 2004-BNC1 A2                                                                                                                                      | CUSIP: 86358EKV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      488192 | PA      | $510534.00     | 0.00%             | 2034-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| RECTOR AND VISITORS OF THE UNIVERSITY OF VIRGINIA (THE) (VA)                             | VA UNIHGR 4.18 09/01/2117                                                                                                                              | CUSIP: 915217WX7<br>LEI: 549300H2U5XHL1CLTN62 | Long             | DBT              | MUN               | US        |     8135000 | PA      | $5798879.88    | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                                                     | BRKHEC 5.375 09/15/40                                                                                                                                  | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      500000 | PA      | $487051.85     | 0.00%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 725162                                                                                                                                              | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39263 | PA      | $40525.40      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC CORP                                                            | AGR 3.1 06/01/27 144A                                                                                                                                  | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    17545000 | PA      | $17327155.24   | 0.03%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 600018                                                                                                                                              | CUSIP: 36200FSF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8246 | PA      | $8509.33       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                      | SOFTBK 5.875 07/10/31 .                                                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    27000000 | PA      | $31229066.03   | 0.06%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V4.223 05/01/29                                                                                                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9936443.39    | 0.02%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HONG KONG BRANCH                                                        | KBANK V3.343 10/02/31 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     8650000 | PA      | $8577253.50    | 0.02%             | 2031-10-02      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS SULTANATE OF OMAN                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30562.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 6 08/03/55                                                                                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6230000 | PA      | $5212575.87    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                    | THC 5.125 11/01/27                                                                                                                                     | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      730000 | PA      | $729767.59     | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                              | NTRCN 5.25 01/15/45                                                                                                                                    | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     8000000 | PA      | $7310877.60    | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS 3.85 01/26/27                                                                                                                                       | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    31440000 | PA      | $31373082.73   | 0.06%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 08/15/41                                                                                                                                           | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33805000 | PA      | $15696781.15   | 0.03%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                 | LW 4.125 01/31/30 144A                                                                                                                                 | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     3940000 | PA      | $3775126.03    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                       | URI 3.75 01/15/32                                                                                                                                      | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4896384.35    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2013-57 MI                                                                                                                                         | CUSIP: 3136AEHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      240006 | PA      | $3770.34       | 0.00%             | 2028-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.875 04/15/29                                                                                                                                       | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2795000 | PA      | $2792161.33    | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 3.25 02/01/28                                                                                                                                       | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14855000 | PA      | $14569149.35   | 0.03%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3073.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 1 07/09/29                                                                                                                                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    84799891 | PA      | $75726303.02   | 0.14%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD                                                                             | DPWDU 2.375 09/25/26 144a                                                                                                                              | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    22944000 | PA      | $26800855.09   | 0.05%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL INC                                                                | EAT 8.25 07/15/30 144A                                                                                                                                 | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     7472000 | PA      | $7818345.35    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                                                      | D 3.375 04/01/30 C                                                                                                                                     | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      665000 | PA      | $635545.31     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-4                                         | GOOD 2023-4C A                                                                                                                                         | CUSIP: 38237YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22066590 | PA      | $21293833.68   | 0.04%             | 2057-03-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                                  | JPM 5.11 12/08/26                                                                                                                                      | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2848899.88    | 0.01%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                                               | AESOP 2023-8A A                                                                                                                                        | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    43300000 | PA      | $44766705.23   | 0.08%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                 | LW 4.375 01/31/32 144A                                                                                                                                 | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $5958376.48    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2018-1AA                                       | UAL 3.5 03/01/30 AA                                                                                                                                    | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7649516 | PA      | $7418304.25    | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ARMADA EURO CLO VII DAC                                                                  | ARMDA 7A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900X3N0A6IK91HI28 | Long             | ABS-O            | CORP              | IE        |    85900000 | PA      | $100769000.00  | 0.19%             | 2039-04-15      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CONSTELLIUM SE                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6670.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                            | FWRD 9.5 10/15/31 144A                                                                                                                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    87557000 | PA      | $89690199.36   | 0.17%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SHOPS AT CRYSTALS TRUST 2016-CSTL                                                        | SHOPS 2016-CSTL A                                                                                                                                      | CUSIP: 82510WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20955000 | PA      | $20906396.97   | 0.04%             | 2036-07-08      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                   | FANG 5.4 04/18/34                                                                                                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    22885000 | PA      | $23360404.07   | 0.04%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-12 LTD                                                                | AWPT 2021-12A A1R                                                                                                                                      | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    32300000 | PA      | $32344370.51   | 0.06%             | 2037-04-20      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.375 02/15/42                                                                                                                                       | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31085000 | PA      | $22492911.72   | 0.04%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK - UNFUNDED                                                           | CLOUDHQ VA B1 QUICK - UNFUNDED                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24385491 | PA      | $24385491.13   | 0.05%             | 2030-01-29      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ONEOK INC                                                                                | OKE 4.2 03/15/45                                                                                                                                       | CUSIP: 682680BW2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2153010.23    | 0.00%             | 2045-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                           | BRASKM 4.5 01/31/30 144A                                                                                                                               | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    11857000 | PA      | $6995630.00    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 7.35 03/06/30                                                                                                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1815000 | PA      | $1921718.80    | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES2                                                      | TPMT 2024-CES2 A1A                                                                                                                                     | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6277255 | PA      | $6303022.76    | 0.01%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105377.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO SAU                                                                 | LORCAT 5.75 04/30/29 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    53875000 | PA      | $64959112.72   | 0.12%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CORP 2006-OPT1 TRUST                                                | ABFC 2003-OPT1 A1                                                                                                                                      | CUSIP: 04542BDD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      682540 | PA      | $683510.08     | 0.00%             | 2033-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 642347                                                                                                                                              | CUSIP: 31390CTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4423 | PA      | $4665.43       | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                 | CE 7.05 11/15/30                                                                                                                                       | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4696840.40    | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                             | WMB 5.1 09/15/45                                                                                                                                       | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1023491.35    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 08/15/51                                                                                                                                           | CUSIP: 912834XG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $13444875.78   | 0.03%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 684745                                                                                                                                              | CUSIP: 31400DWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12089 | PA      | $12533.96      | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B21 MORTGAGE TRUST                                                        | BMARK 2020-B21 A4                                                                                                                                      | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    37450000 | PA      | $33592620.04   | 0.06%             | 2053-12-17      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                            | VST 7.75 10/15/31 144A                                                                                                                                 | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5244185.30    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE 42 CLO LTD                                                                       | VENTR 2021-42A A1A                                                                                                                                     | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9999988.00    | 0.02%             | 2034-04-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $53204.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST        | WAMU 2004-AR8 A1                                                                                                                                       | CUSIP: 92922FTJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      399803 | PA      | $403046.29     | 0.00%             | 2044-06-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 5.15 10/15/43                                                                                                                                      | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9557000 | PA      | $8447500.43    | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASSURANT COMMERCIAL MORTGAGE TRUST 2016-1                                                | ACM 2016-1A B                                                                                                                                          | CUSIP: 04624UAJ0<br>LEI: 549300SPKO3Z7ZWM8X71 | Long             | ABS-O            | CORP              | US        |     1610217 | PA      | $1593174.43    | 0.00%             | 2049-05-17      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                 | CE 6.85 11/15/28                                                                                                                                       | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2790000 | PA      | $2915728.34    | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                                       | BATSLN 7.75 10/19/32                                                                                                                                   | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5729858.50    | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                  | STACR 2021-HQA4 M2                                                                                                                                     | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |    37280000 | PA      | $37563779.09   | 0.07%             | 2041-12-26      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1                                         | GDLP 2024-1A A                                                                                                                                         | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11427677 | PA      | $11491825.97   | 0.02%             | 2046-10-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                                   | COXENT 3.35 09/15/26 144A                                                                                                                              | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    15505000 | PA      | $15439682.35   | 0.03%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                             | WMB 3.75 06/15/27                                                                                                                                      | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    43926000 | PA      | $43628495.74   | 0.08%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                      | GPN 4.95 08/15/27                                                                                                                                      | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     9080000 | PA      | $9106706.48    | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                            | CDS ARAB REPUBLIC OF EGYPT                                                                                                                             | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $726556.74     | 0.00%             |  |  |  | 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        |      216000 | PA      | $234504.42     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39                                           | WFCM 2017-C39 A4                                                                                                                                       | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35829998 | PA      | $35384140.28   | 0.07%             | 2050-09-16      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                           | PCG 3.3 08/01/40                                                                                                                                       | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1970000 | PA      | $1472489.66    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR 4.836 05/09/28                                                                                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7715000 | PA      | $7715994.46    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG C69973                                                                                                                                              | CUSIP: 31287WCJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         861 | PA      | $893.67        | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-2R                                                   | PMTCR 2024-2R A                                                                                                                                        | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    77472121 | PA      | $78044593.48   | 0.15%             | 2027-03-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.875 04/30/31                                                                                                                                       | CUSIP: 91282CQK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      465000 | PA      | $461912.11     | 0.00%             | 2031-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO 2023-I LTD                                                                  | NWML 2023-IA A1R                                                                                                                                       | CUSIP: 81785EAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    32250000 | PA      | $32310275.25   | 0.06%             | 2038-04-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                             | HNDLIN 6.875 01/30/30 144A                                                                                                                             | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    14615000 | PA      | $14979303.45   | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB V3.729 01/14/32                                                                                                                                     | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15400000 | PA      | $14305993.24   | 0.03%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS SASOL LTD                                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $212046.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 4.2 12/01/42                                                                                                                                       | CUSIP: 682680BU6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1251153.77    | 0.00%             | 2042-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FM4165                                                                                                                                              | CUSIP: 3140X7TX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26911513 | PA      | $23773476.67   | 0.05%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                     | TRGP 4.2 02/01/33                                                                                                                                      | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6795000 | PA      | $6450100.03    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                             | WMB 4.85 03/01/48                                                                                                                                      | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3274000 | PA      | $2807151.82    | 0.01%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                         | XOM 4.114 03/01/46                                                                                                                                     | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     5335000 | PA      | $4414816.41    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                        | ILIADH 7 10/15/28 144A                                                                                                                                 | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     9175000 | PA      | $9221884.25    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V3.772 01/24/29 GMTN                                                                                                                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    50085000 | PA      | $49456341.79   | 0.09%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2025/2 LTD                                                            | ROCKT 2025-2A A1                                                                                                                                       | CUSIP: 77342RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    32000000 | PA      | $32067734.40   | 0.06%             | 2038-03-31      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCEGP 3.5 10/23/27 144A                                                                                                                               | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4330000 | PA      | $4268055.89    | 0.01%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                               | IVYCST 4.875 01/30/32 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    34367000 | PA      | $38739990.39   | 0.07%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                            | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1403986.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                         | MKL 5 03/30/43                                                                                                                                         | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      300000 | PA      | $268793.65     | 0.00%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                             | HNDLIN 4.75 01/30/30 144A                                                                                                                              | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     3680000 | PA      | $3526595.04    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED CERTIFICATES SERIES 2002-4                                            | CWL 2004-4 1A                                                                                                                                          | CUSIP: 1266715E2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2619666 | PA      | $2585853.28    | 0.00%             | 2034-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.25 03/31/33                                                                                                                                        | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   106940000 | PA      | $107240768.75  | 0.20%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                         | MKL 5 04/05/46                                                                                                                                         | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     7530000 | PA      | $6581649.90    | 0.01%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                             | WPC 5.375 06/30/34                                                                                                                                     | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     9697000 | PA      | $9758580.93    | 0.02%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR4                                     | JPMCC 2019-COR4 A4                                                                                                                                     | CUSIP: 48128YAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31675000 | PA      | $30664957.10   | 0.06%             | 2052-03-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                                  | BLKPRL 6.125 02/15/31 144A                                                                                                                             | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20143000 | PA      | $20445447.70   | 0.04%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KRE COMMERCIAL MORTGAGE TRUST 2025-AIP4                                                  | KRE 2025-AIP4 A                                                                                                                                        | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31862188 | PA      | $31832472.82   | 0.06%             | 2042-03-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                       | URI 5.25 01/15/30                                                                                                                                      | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     6492000 | PA      | $6501848.36    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                                                        | CDS BANCO SANTANDER SA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-664525.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $193874.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-HE3                                                      | JPMMT 2023-HE3 A1                                                                                                                                      | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     2832520 | PA      | $2840469.63    | 0.01%             | 2054-05-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                        | KMI 2 02/15/31                                                                                                                                         | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $31018372.99   | 0.06%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                                  | KBH 4 06/15/31                                                                                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2979694.55    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS COMPANY LLC                                                            | VST 6.875 04/15/32 144A                                                                                                                                | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2095000 | PA      | $2186699.40    | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MB0308                                                                                                                                              | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    21961282 | PA      | $22153308.24   | 0.04%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TN)                                                          | TVAS 0 09/15/27 0000                                                                                                                                   | CUSIP: 88059E4Z4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1878000 | PA      | $1772030.56    | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2024-1 DAC                                                     | RFTE 2024-1A A                                                                                                                                         | CUSIP: 000000000<br>LEI: 635400WHKG8Q1Z8MAE80 | Long             | ABS-O            | CORP              | IE        |    44500000 | PA      | $52237504.89   | 0.10%             | 2038-07-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                    | BATSLN 5.7 08/15/35                                                                                                                                    | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      737000 | PA      | $757902.57     | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4                                           | UBSBB 2013-C5 XB                                                                                                                                       | CUSIP: 90270YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    41314082 | PA      | $78.50         | 0.00%             | 2046-03-12      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                    | ACM 6 08/01/33 144A                                                                                                                                    | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1257048.26    | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS CANADIAN IMPERIAL BANK OF COMMERCE                                                                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $101966.75     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SIXTH STREET CLO XII LTD                                                                 | SIXST 2018-12A A1R2                                                                                                                                    | CUSIP: 829928AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    64350000 | PA      | $64362915.05   | 0.12%             | 2039-01-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                 | EIB V0 12/29/26 EMTN                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |     3500000 | PA      | $3421989.90    | 0.01%             | 2026-12-29      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                                    | ODART 2022-1A D                                                                                                                                        | CUSIP: 68269DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8465000 | PA      | $8492670.39    | 0.02%             | 2030-12-16      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                     | RGCARE 9.875 08/15/30 144A                                                                                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5197675.82    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                  | KEY 2.55 10/01/29 MTN                                                                                                                                  | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    13917000 | PA      | $13032110.72   | 0.02%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                                       | BATSLN 2.259 03/25/28                                                                                                                                  | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    41745000 | PA      | $40094569.68   | 0.08%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                                  | KBH 4.8 11/15/29                                                                                                                                       | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49030.23      | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR4                                     | JPMCC 2019-COR4 A5                                                                                                                                     | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4797000 | PA      | $4599973.30    | 0.01%             | 2052-03-12      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8162                                                                                                                                              | CUSIP: 3132DWB77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1148917 | PA      | $1007211.51    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                           | BRASKM 8.5 01/12/31 144A                                                                                                                               | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    47933000 | PA      | $28532118.25   | 0.05%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS ARAB REPUBLIC OF EGYPT                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15308.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                | INVH 4.875 02/01/35                                                                                                                                    | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $964786.35     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS1172                                                                                                                                              | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6367668 | PA      | $5624361.79    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                | PCG V7.375 03/15/55                                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1361354.06    | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2025-IND3                                                                     | ARES1 2025-IND3 A                                                                                                                                      | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    47990000 | PA      | $48049987.50   | 0.09%             | 2042-04-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55                                           | WFCM 2020-C55 A4                                                                                                                                       | CUSIP: 95002EBA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    58725000 | PA      | $54486382.19   | 0.10%             | 2053-02-18      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4802 EZ                                                                                                                                            | CUSIP: 3137FG2C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     3226224 | PA      | $3039805.24    | 0.01%             | 2048-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                         | CFELEC 4.688 05/15/29 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     5000000 | PA      | $4935000.00    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2019-159 IJ                                                                                                                                        | CUSIP: 38382BLB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     8056264 | PA      | $1208810.25    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C8                                                             | BBCMS 2020-C8 XB                                                                                                                                       | CUSIP: 05552ABH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   119592000 | PA      | $5170428.57    | 0.01%             | 2053-10-20      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 2.4 10/15/28                                                                                                                                        | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1596605.13    | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-164076.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V4.542 09/19/30                                                                                                                                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    21090000 | PA      | $21005371.92   | 0.04%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                      | UAL 4.625 04/15/29 144A                                                                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     9665000 | PA      | $9535612.21    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hurricane Cleanco Limited                                                                | HURRICANE CLEANCO LIMITED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    38614543 | PA      | $54357532.25   | 0.10%             | 2029-10-31      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMAP 0 07/15/37 PRIN                                                                                                                                  | CUSIP: 31358DJP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     5105000 | PA      | $2929056.93    | 0.01%             | 2037-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS1171                                                                                                                                              | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11796138 | PA      | $10431089.33   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.5 01/23/29                                                                                                                                     | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    16725000 | PA      | $17051137.50   | 0.03%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| JBS NV / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO HOLDINGS                     | JBS 5.625 03/10/37 144A                                                                                                                                | CUSIP: 46590XBA3<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | US        |    55775000 | PA      | $55614925.75   | 0.11%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.875 03/31/31                                                                                                                                       | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   131055000 | PA      | $130194951.56  | 0.25%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST 2019-OBP                                                           | OBP 2019-OBP A                                                                                                                                         | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7000000 | PA      | $6478735.90    | 0.01%             | 2054-09-13      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V4.271 07/23/29 MTN                                                                                                                                | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1024498.13    | 0.00%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $174791.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2019-GSA1                                                   | GSMS 2019-GSA1 A2                                                                                                                                      | CUSIP: 36261PAR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4941349 | PA      | $4895998.22    | 0.01%             | 2052-11-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                                     | CANTOR 7.2 12/12/28 144A                                                                                                                               | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    37660000 | PA      | $39317573.34   | 0.07%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC (THE)                                                       | HIG 5.95 10/15/36                                                                                                                                      | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      755000 | PA      | $799320.83     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2015-2                                              | AAL 3.6 09/22/27                                                                                                                                       | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6590818 | PA      | $6512367.99    | 0.01%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                               | VZ 5.401 07/02/37                                                                                                                                      | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    85257000 | PA      | $84848425.70   | 0.16%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR4                                     | JPMCC 2019-COR4 A3                                                                                                                                     | CUSIP: 48128YAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31250000 | PA      | $30842262.35   | 0.06%             | 2052-03-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| VENTURE XIX CLO LTD                                                                      | VENTR 2014-19A ARR                                                                                                                                     | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |     6524747 | PA      | $6527984.12    | 0.01%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B11 MORTGAGE TRUST                                                        | BMARK 2019-B11 A4                                                                                                                                      | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    57598759 | PA      | $55741048.94   | 0.11%             | 2052-05-17      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                         | MKL 5 05/20/49                                                                                                                                         | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    14057000 | PA      | $12044467.05   | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG C70904                                                                                                                                              | CUSIP: 31287YAD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3967 | PA      | $4117.03       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-118805.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8121                                                                                                                                              | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18985263 | PA      | $15354856.91   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB V2.311 11/16/27                                                                                                                                     | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      815000 | PA      | $805309.65     | 0.00%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                                  | STACR 2021-HQA3 M2                                                                                                                                     | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |    51600000 | PA      | $51728117.64   | 0.10%             | 2041-09-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                            | VST 5 07/31/27 144A                                                                                                                                    | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    48211000 | PA      | $48210941.16   | 0.09%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V2.496 02/13/31 MTN                                                                                                                                | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   224880000 | PA      | $208197688.89  | 0.39%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC (THE)                                                       | HIG 6.1 10/01/41                                                                                                                                       | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1041706.32    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                    | EGBLFN 11 11/30/28 REGs                                                                                                                                | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $18584454.34   | 0.04%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V2.522 04/22/31                                                                                                                                    | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    63170000 | PA      | $58426848.88   | 0.11%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K091 X1                                                                                                                                           | CUSIP: 3137FLNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   534849088 | PA      | $7945290.17    | 0.02%             | 2029-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| STAR LEASING COMPANY LLC                                                                 | TRAILR 7.625 02/15/30 144A                                                                                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    47041000 | PA      | $45454380.13   | 0.09%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $31264.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                | AET 6.75 12/15/37                                                                                                                                      | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     5365000 | PA      | $5836935.27    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-64 IA                                                                                                                                         | CUSIP: 38379PE37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     6356761 | PA      | $1301251.23    | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                                           | PMT Credit Risk Transfer Trust 2024-3R                                                                                                                 | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    66528591 | PA      | $67293849.34   | 0.13%             | 2028-09-27      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                                 | HST 3.5 09/15/30 I                                                                                                                                     | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    36393000 | PA      | $34378696.02   | 0.07%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                          | BALN 3.4 04/15/30 144A                                                                                                                                 | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    17620000 | PA      | $16911586.14   | 0.03%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V6.875 PERP GG                                                                                                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    46837000 | PA      | $47586336.56   | 0.09%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                    | TFC V6.669 PERP N                                                                                                                                      | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    34643000 | PA      | $34696016.37   | 0.07%             | N/A             | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH                                                                              | PEAHEA 3.218 11/15/50 2020                                                                                                                             | CUSIP: 70462GAC2<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    14445000 | PA      | $9440120.56    | 0.02%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 11/15/42                                                                                                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30330000 | PA      | $27244870.31   | 0.05%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B2 QUICK                                                                      | CLOUDHQ VA B2 QUICK                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12026229 | PA      | $12026228.81   | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |   169120000 | OU      | $1541603.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GALLATIN CLO X LTD 2023-1                                                                | GALL 2023-1A AR                                                                                                                                        | CUSIP: 36362MAN7<br>LEI: 984500E5ACG7837D0749 | Long             | ABS-CBDO         | CORP              | BM        |    86000000 | PA      | $86207449.20   | 0.16%             | 2036-10-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 11/15/44                                                                                                                                           | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49085000 | PA      | $18731285.94   | 0.04%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                             | MPW 8.5 02/15/32 144a                                                                                                                                  | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1272422.45    | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS COMPANY LLC                                                            | VST 3.7 01/30/27 144A                                                                                                                                  | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1788642.58    | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                                                          | DUKES EDUCATION GROUP LTD                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      931570 | PA      | $1267633.47    | 0.00%             | 2028-11-27      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| BROADCOM INC                                                                             | AVGO 4.35 02/15/30                                                                                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    33095000 | PA      | $32967370.02   | 0.06%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4047                                                                                                                                              | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    81823768 | PA      | $66240847.45   | 0.13%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                           | PCG 4.95 07/01/50                                                                                                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    23061000 | PA      | $19148513.50   | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SKEENA RESOURCES LTD                                                                     | SKECN 8.5 04/01/31 144A                                                                                                                                | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |    17510000 | PA      | $18333845.50   | 0.03%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4900                                                                                                                                              | CUSIP: 31418ENS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      574314 | PA      | $606359.46     | 0.00%             | 2053-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TEVA PHARMACEUTICAL INDUSTRIES LIMITED                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18327.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA4778                                                                                                                                              | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7916230 | PA      | $7274922.97    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 11/15/52                                                                                                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   315545000 | PA      | $267818818.75  | 0.51%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52                                           | WFCM 2019-C52 A4                                                                                                                                       | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    82824417 | PA      | $78723523.45   | 0.15%             | 2052-08-16      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                              | EXC 6.45 01/15/38                                                                                                                                      | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      690000 | PA      | $756476.23     | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO 17 LTD                                                                     | BATLN 2021-17A A1R                                                                                                                                     | CUSIP: 07133PAL3<br>LEI: 549300QQUW46V6EB1N30 | Long             | ABS-CBDO         | CORP              | KY        |    49500000 | PA      | $49544530.20   | 0.09%             | 2034-03-09      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                                | DONCASTERS US FIN LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10590000 | PA      | $10616475.00   | 0.02%             | 2030-04-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BEAR STEARNS ARM TRUST 2004-6                                                            | BSARM 2005-4 3A1                                                                                                                                       | CUSIP: 07387ABR5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       44563 | PA      | $41880.80      | 0.00%             | 2035-08-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B17 MORTGAGE TRUST                                                        | BMARK 2020-B17 A4                                                                                                                                      | CUSIP: 08162MAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    78000000 | PA      | $71118028.80   | 0.13%             | 2053-03-17      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 11/15/41                                                                                                                                           | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   160330000 | PA      | $73322337.83   | 0.14%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                       | CVECN 5.4 03/20/36                                                                                                                                     | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    11560000 | PA      | $11514661.68   | 0.02%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-59402.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                            | VST 4.375 05/01/29 144A                                                                                                                                | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $25544118.63   | 0.05%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                                    | QNTELE 5.75 08/15/32 144A                                                                                                                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4042716.97    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE PLC                                                         | BATSLN 5.931 02/02/29                                                                                                                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    23565000 | PA      | $24410564.04   | 0.05%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 6.625 09/01/53                                                                                                                                     | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      400000 | PA      | $411769.90     | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH & HOSPITALS CORP                                                         | ADVHEA 4.272 08/15/48                                                                                                                                  | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    12775000 | PA      | $10434888.83   | 0.02%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                                   | CMLTI 2024-RP2 A2                                                                                                                                      | CUSIP: 173106AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8814670 | PA      | $7565476.12    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4946 KB                                                                                                                                            | CUSIP: 3137FQQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     5554598 | PA      | $4978333.42    | 0.01%             | 2048-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCEGP 3.25 01/11/28 144A                                                                                                                              | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     6850000 | PA      | $6723654.49    | 0.01%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FR SD8135                                                                                                                                              | CUSIP: 3132DWBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   118887427 | PA      | $100539543.49  | 0.19%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                    | GSMS 2018-GS9 A3                                                                                                                                       | CUSIP: 36255NAS4<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    10441230 | PA      | $10338364.76   | 0.02%             | 2051-03-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF ANGOLA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $524931.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ARAMARK SERVICES INC                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21659.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                     | PPC 3.5 03/01/32                                                                                                                                       | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     5560000 | PA      | $5079063.61    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-HE2 TRUST                                                                       | OBX 2025-HE2 A1                                                                                                                                        | CUSIP: 67121YAA6<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-O            | CORP              | US        |    34129294 | PA      | $34276630.27   | 0.07%             | 2055-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-5 LTD                                                       | BCC 2022-5A ARR                                                                                                                                        | CUSIP: 05685JAW9<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | JE        |    89850000 | PA      | $89729187.69   | 0.17%             | 2037-01-26      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SIGNAL HARMONIC CLO I DAC                                                                | SHCLO 1A BR                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400CPGNMPPUYRUY64 | Long             | ABS-O            | CORP              | IE        |    24600000 | PA      | $28871212.56   | 0.05%             | 2038-07-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V3.591 07/22/28                                                                                                                                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    29190000 | PA      | $28865001.81   | 0.05%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                              | STWD 6.5 10/15/30 144A                                                                                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      575000 | PA      | $591317.95     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BV0513                                                                                                                                              | CUSIP: 3140MDSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202898 | PA      | $179292.89     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROAD RIVER BSL FUNDING CLO LTD 2020-1                                                   | BDRVR 2020-1A AR                                                                                                                                       | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    19410000 | PA      | $19416649.87   | 0.04%             | 2034-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL EUROPE CLO 6 DAC                                                       | ANCHE 6A ARR                                                                                                                                           | CUSIP: 000000000<br>LEI: 635400ZNDJ8ARDAHOM33 | Long             | ABS-O            | CORP              | IE        |    64200000 | PA      | $75429080.81   | 0.14%             | 2038-10-22      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4467                                                                                                                                              | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2391614 | PA      | $2106254.97    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $245745.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                                    | QNTELE 6.25 08/15/33 144A                                                                                                                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3732724.10    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. INTERNATIONAL DEVELOPMENT FINANCE CORP                                              | DFC 3 10/05/34 4                                                                                                                                       | CUSIP: 690353X85<br>LEI: 254900QI8QTIK0FY6E92 | Long             | ABS-O            | USGA              | US        |     4944590 | PA      | $4614510.83    | 0.01%             | 2034-10-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                                   | CMLTI 2024-RP2 A1                                                                                                                                      | CUSIP: 173106AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    86371255 | PA      | $80971954.90   | 0.15%             | 2063-02-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Kinbane 2024-RPL 2 Designated Activity Co.                                               | KINBN 2024-RPL2A A                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400B9FSRJAFAZIY56 | Long             | ABS-O            | CORP              | IE        |    31600495 | PA      | $37158239.18   | 0.07%             | 2063-01-24      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V3.194 07/23/30 MTN                                                                                                                                | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    40320000 | PA      | $38654667.63   | 0.07%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                                       | BATSLN 5.834 02/20/31                                                                                                                                  | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4183364.40    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                                   | SO 5.15 09/15/41                                                                                                                                       | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      725000 | PA      | $684196.65     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.25 05/15/42                                                                                                                                        | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    90665000 | PA      | $74189469.53   | 0.14%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OBX 2025-HE2 TRUST                                                                       | OBX 2025-HE2 M1                                                                                                                                        | CUSIP: 67121YAB4<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-O            | CORP              | US        |     6750000 | PA      | $6782811.08    | 0.01%             | 2055-08-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                     | RKT 7.125 02/01/32 144A                                                                                                                                | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2249032.96    | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $605.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                                                       | CALTEC 4.7 11/01/11                                                                                                                                    | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     2105000 | PA      | $1674262.11    | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                               | DVA 4.625 06/01/30 144A                                                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     7345000 | PA      | $7110705.12    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| ADVOCATE HEALTH & HOSPITALS CORP                                                         | ADVHEA 2.211 06/15/30 2020                                                                                                                             | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    14025000 | PA      | $12840324.86   | 0.02%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                              | UNSEAM 6 06/01/29 144A                                                                                                                                 | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14025000 | PA      | $13921226.00   | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                                   | COXENT 2.6 06/15/31 144A                                                                                                                               | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     1804000 | PA      | $1600281.22    | 0.00%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | CAS 2024-R05 2M2                                                                                                                                       | CUSIP: 20754XAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     5660501 | PA      | $5679973.08    | 0.01%             | 2044-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL             | UNSEAM 4.625 06/01/28 144a                                                                                                                             | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14970000 | PA      | $14745450.00   | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                             | RIG 8.5 05/15/31 144A                                                                                                                                  | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    17990000 | PA      | $19040256.20   | 0.04%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARES LXX CLO LTD                                                                         | ARES 2023-70A A1R                                                                                                                                      | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    75000000 | PA      | $75155610.00   | 0.14%             | 2039-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                           | PCG 4.5 07/01/40                                                                                                                                       | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    32080000 | PA      | $27566863.60   | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS WELLS FARGO & COMPANY                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11139.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERICA                                      | TIAAGL 4.9 09/15/44 144A                                                                                                                               | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    16598000 | PA      | $14733677.87   | 0.03%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                                         | KZOKZ 4.75 04/19/27 144A                                                                                                                               | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     3000000 | PA      | $3004500.00    | 0.01%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG C69972                                                                                                                                              | CUSIP: 31287WCH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1558 | PA      | $1617.23       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                               | DVA 3.75 02/15/31 144A                                                                                                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     9775000 | PA      | $9069511.27    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.875 05/15/52                                                                                                                                       | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   444130000 | PA      | $304090259.38  | 0.58%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS0344                                                                                                                                              | CUSIP: 3140XFL25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150075 | PA      | $132131.46     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FR SD7552                                                                                                                                              | CUSIP: 3132DVL94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    40146950 | PA      | $34272445.95   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 5.8 11/01/30                                                                                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $5411409.42    | 0.01%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                | AET 4.5 05/15/42                                                                                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     9540000 | PA      | $7981271.70    | 0.02%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2016-2                                         | UAL 2.875 10/07/28 AA                                                                                                                                  | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9600702 | PA      | $9243406.82    | 0.02%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF EL SALVADOR                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $360161.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 3.8 11/15/37                                                                                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    18135000 | PA      | $14340223.15   | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                                     | BZH 7.25 10/15/29                                                                                                                                      | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1361308.43    | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8268                                                                                                                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6549626 | PA      | $6365399.43    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH & HOSPITALS CORP                                                         | ADVHEA 3.387 10/15/49                                                                                                                                  | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     8685000 | PA      | $6108883.28    | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2013-99 AX                                                                                                                                         | CUSIP: 38378VPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      901372 | PA      | $827338.82     | 0.00%             | 2043-07-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                             | RIG 8.25 05/15/29 144A                                                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     5330000 | PA      | $5530994.30    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                          | CVS 5.3 12/05/43                                                                                                                                       | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7175000 | PA      | $6559793.85    | 0.01%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR QC6074                                                                                                                                              | CUSIP: 3133AQXB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    58106280 | PA      | $49062012.27   | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-HE1                                                       | TPMT 2025-HE1 A1A                                                                                                                                      | CUSIP: 89183LAA3<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |    31415578 | PA      | $31485170.26   | 0.06%             | 2065-07-27      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                         | TMUS 4.5 04/15/50                                                                                                                                      | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1580609.16    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $19602.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TN)                                                          | TVA 5.98 04/01/36                                                                                                                                      | CUSIP: 880591CK6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      790000 | PA      | $870582.65     | 0.00%             | 2036-04-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                             | CWHL 2005-29 A1                                                                                                                                        | CUSIP: 126694TD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      331559 | PA      | $151247.94     | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2025-EWEST                                                                    | BFLD 2025-EWEST A                                                                                                                                      | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17700000 | PA      | $17677935.18   | 0.03%             | 2042-06-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED CERTIFICATES SERIES 2002-4                                            | CWL 2003-BC5 2A2                                                                                                                                       | CUSIP: 126671K62<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      191086 | PA      | $192636.87     | 0.00%             | 2033-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES8                                                            | RCKT 2025-CES8 A1A                                                                                                                                     | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |    65909649 | PA      | $65893264.05   | 0.12%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 4.95 05/28/27                                                                                                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2000515.37    | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP TRUST 2007-9                                            | SARM 2004-1 4A3                                                                                                                                        | CUSIP: 86359BGH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23649 | PA      | $22957.63      | 0.00%             | 2034-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XV DAC                                                            | CORDA 15A ARR                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-O            | CORP              | IE        |     5000000 | PA      | $5877407.40    | 0.01%             | 2039-02-26      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2018-58 BI                                                                                                                                         | CUSIP: 3136B2XJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1335209 | PA      | $243858.95     | 0.00%             | 2048-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V3.668 07/24/28                                                                                                                                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    12612000 | PA      | $12494165.90   | 0.02%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ADT CORP                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9111.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                                     | BZH 5.875 10/15/27                                                                                                                                     | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49953.44      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                                  | SASOL 6.5 09/27/28                                                                                                                                     | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     7510000 | PA      | $7599369.00    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8268                                                                                                                                              | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   281879041 | PA      | $284835385.87  | 0.54%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF PRINCETON UNIVERSITY (THE)                                                   | PRNCTN 2.516 07/01/50 2020                                                                                                                             | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     6310000 | PA      | $3853404.86    | 0.01%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 5.65 11/01/28                                                                                                                                      | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9955000 | PA      | $10208837.50   | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REGIONAL TRANSPORTATION DISTRICT (CO)                                                    | CO REGTRN 5.84 11/01/2050                                                                                                                              | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3320000 | PA      | $3279670.23    | 0.01%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                              | TRGP 5 01/15/28                                                                                                                                        | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49934.15      | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB V6.72 01/18/29                                                                                                                                      | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12325000 | PA      | $12722504.67   | 0.02%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4282                                                                                                                                              | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    78754508 | PA      | $66664772.67   | 0.13%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2005-D TRUST                                                     | BAFC 2005-D A1                                                                                                                                         | CUSIP: 06051GDM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10741 | PA      | $10319.57      | 0.00%             | 2035-05-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-210754.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                            | DISH 7.75 07/01/26                                                                                                                                     | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    97996000 | PA      | $97710111.32   | 0.19%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  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        |     2150000 | PA      | $2216585.50    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                        | CI 3.4 03/01/27 *                                                                                                                                      | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2022203.33    | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                                       | PRUDENTIAL INVESTMENT PORTFOLIOS 9 PGIM INSTL MONEY                                                                                                    | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | STIV             | RF                | US        |   389343814 | NS      | $389110207.82  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVOCATE HEALTH & HOSPITALS CORP                                                         | ADVHEA 3.008 06/15/50 2020                                                                                                                             | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    23620000 | PA      | $15392976.83   | 0.03%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PITTSBURGH OF THE COMMONWEALTH SYSTEM OF HIGHER EDUCATION (PA)             | PA UVPHGR 3.56 09/15/2119                                                                                                                              | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    20900000 | PA      | $12677324.47   | 0.02%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                       | URI 4.875 01/15/28                                                                                                                                     | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    62805000 | PA      | $62678041.16   | 0.12%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                         | TMUS 4.375 04/15/40                                                                                                                                    | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13276000 | PA      | $11602664.72   | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                           | BBDBCN 7.5 02/01/29 144A                                                                                                                               | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     3675000 | PA      | $3815642.25    | 0.01%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                     | RKT 6.125 08/01/30 144A                                                                                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5076678.14    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $447189.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                                    | CLUBCORP HLDGS INC                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1047228 | PA      | $1026283.37    | 0.00%             | 2032-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V3.702 05/06/30                                                                                                                                    | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    91135000 | PA      | $88988024.69   | 0.17%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CDP FINANCIAL INC                                                                        | CADEPO 5.6 11/25/39 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $739501.21     | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C6                                                    | UBSCM 2017-C6 A4                                                                                                                                       | CUSIP: 90276UAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22884256 | PA      | $22597628.30   | 0.04%             | 2050-12-16      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V4.408 04/23/30                                                                                                                                    | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13280000 | PA      | $13224843.12   | 0.03%             | 2030-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FSPC T-63 1A1                                                                                                                                          | CUSIP: 31395M2F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |        4276 | PA      | $4192.12       | 0.00%             | 2045-02-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                    | TFC V5.867 06/08/34 MTN                                                                                                                                | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    11290000 | PA      | $11749109.37   | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                  | OMFIT 2023-2A D                                                                                                                                        | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25130000 | PA      | $25854920.08   | 0.05%             | 2036-09-15      | Fixed         | 7.52%                 | 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        |    11847083 | PA      | $11718517.10   | 0.02%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                                       | BATSLN 4.39 08/15/37                                                                                                                                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    69276000 | PA      | $62920453.50   | 0.12%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $268022.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                    | SO 4.75 09/01/40 10-C                                                                                                                                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $982115.46     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8949                                                                                                                                              | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4318516 | PA      | $4434657.86    | 0.01%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                    | THC 4.375 01/15/30                                                                                                                                     | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    18829000 | PA      | $18241311.62   | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                    | DGX 2.95 06/30/30                                                                                                                                      | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    13180000 | PA      | $12376762.91   | 0.02%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                  | OMFIT 2023-2A C                                                                                                                                        | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20700000 | PA      | $21245285.61   | 0.04%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)                       | IBRD V0 08/28/34 MTN1                                                                                                                                  | CUSIP: 45905UPV0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      853000 | PA      | $595500.74     | 0.00%             | 2034-08-28      | Floating      | 1.24%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.375 08/15/43                                                                                                                                       | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $93546875.00   | 0.18%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                       | ELMW2 2019-2A A1RR                                                                                                                                     | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    48010000 | PA      | $48102212.81   | 0.09%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA (BC), PROVINCE OF - MINISTRY OF FINANCE AND CORPORATE RELATIONS         | BRCOL 7.25 09/01/36                                                                                                                                    | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    17530000 | PA      | $20851596.67   | 0.04%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8270                                                                                                                                              | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4005102 | PA      | $4072907.97    | 0.01%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ROSSINI SARL                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1277.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $336670.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES K-090                            | FHMS K090 X1                                                                                                                                           | CUSIP: 3137FLMX9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   445904750 | PA      | $8081889.82    | 0.02%             | 2029-02-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                                | DONCASTERS US FINANCE LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6989400 | PA      | $7006873.50    | 0.01%             | 2030-04-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 2.95 04/01/30                                                                                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5925000 | PA      | $5426790.48    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                                          | INRCIN 3.57 01/21/32 144A                                                                                                                              | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |     7820000 | PA      | $7329060.40    | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 02/15/42                                                                                                                                           | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37730000 | PA      | $16977086.74   | 0.03%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLT 2025-9 MORTGAGE LOAN TRUST                                                          | COLT 2025-9 A1                                                                                                                                         | CUSIP: 12675LAA0<br>LEI: 2138009YFK2M431KTX57 | Long             | ABS-O            | CORP              | US        |    36042545 | PA      | $36086282.29   | 0.07%             | 2070-09-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 5.8 06/23/28                                                                                                                                        | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1402850.91    | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| COTE D'IVOIRE, REPUBLIC OF                                                               | IVYCST 6.75 02/25/41 144A                                                                                                                              | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    39620000 | PA      | $36511414.80   | 0.07%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                   | SPR 3.85 06/15/26                                                                                                                                      | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1654727.14    | 0.00%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                                     | RRC 4.75 02/15/30 144A                                                                                                                                 | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     5340000 | PA      | $5241698.37    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS CANADIAN IMPERIAL BANK OF COMMERCE                                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $269937.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENPACT UK FINCO PLC                                                                     | G 4.95 11/18/30                                                                                                                                        | CUSIP: 37256EAA0<br>LEI: 213800YBG5J436VDT809 | Long             | DBT              | CORP              | GB        |    13625000 | PA      | $13320828.69   | 0.03%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                                       | OCPMR 3.75 06/23/31 144A                                                                                                                               | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     4572000 | PA      | $4203496.80    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD FINANCIAL CORP                                                               | FITB V5.982 01/30/30                                                                                                                                   | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24593000 | PA      | $25360497.60   | 0.05%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2011-12                                                    | CMLTI 2011-12 3A2                                                                                                                                      | CUSIP: 17318WAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2354974 | PA      | $2204930.78    | 0.00%             | 2047-09-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                  | SLG 2026-OMA A                                                                                                                                         | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    69000000 | PA      | $69249290.10   | 0.13%             | 2041-04-17      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                                                       | CALTEC 3.65 09/01/19                                                                                                                                   | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    39775000 | PA      | $24767542.87   | 0.05%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FM7916                                                                                                                                              | CUSIP: 3140XBYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5766391 | PA      | $4928688.65    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V2.739 10/15/30                                                                                                                                    | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   127835000 | PA      | $120361174.87  | 0.23%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | EPD 5.1 02/15/45                                                                                                                                       | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $7839728.43    | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2025-DSC2                                                     | JPMMT 2025-DSC2 A1                                                                                                                                     | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-O            | CORP              | US        |    36183758 | PA      | $36168773.90   | 0.07%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $318050.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                    | LNC 7 06/15/40                                                                                                                                         | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     5490000 | PA      | $5954140.91    | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8112                                                                                                                                              | CUSIP: 3132DWAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3196569 | PA      | $2458756.69    | 0.00%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                       | EXE 5.375 02/01/29                                                                                                                                     | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1000253.21    | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4549                                                                                                                                              | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   157957017 | PA      | $138659273.91  | 0.26%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN ARTEMIS ISSUER 2024-2 LLC                                                         | SUNRN 2024-2A A1                                                                                                                                       | CUSIP: 86771BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25142618 | PA      | $25105356.83   | 0.05%             | 2059-07-30      | Fixed         | 6.25%                 | 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        |     4085000 | PA      | $4130009.46    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                    | TFC V7.161 10/30/29 MTN                                                                                                                                | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    20905000 | PA      | $22178712.77   | 0.04%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK AG                                                               | HCOB F 03/21/31 EMTN                                                                                                                                   | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |    18160000 | PA      | $19765758.05   | 0.04%             | 2031-03-21      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 12 LTD                                                                   | SPEAK 2022-12A A1R                                                                                                                                     | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    50000000 | PA      | $50096910.00   | 0.10%             | 2037-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BBCMS 2016-ETC MORTGAGE TRUST                                                            | BBCMS 2016-ETC C                                                                                                                                       | CUSIP: 05491LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5770000 | PA      | $5727979.98    | 0.01%             | 2036-08-14      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -2000000000 | OU      | $-132073446.53 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                          | PFSI 4.25 02/15/29 144A                                                                                                                                | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    26225000 | PA      | $25030002.40   | 0.05%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7                                       | JPMDB 2017-C7 A4                                                                                                                                       | CUSIP: 46648KAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    63734985 | PA      | $62797424.31   | 0.12%             | 2050-10-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                         | CFELEC F 12/15/36 16U                                                                                                                                  | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2896667 | PA      | $2652289.33    | 0.01%             | 2036-12-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                               | ABBV 4.85 06/15/44                                                                                                                                     | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     9795000 | PA      | $8882817.26    | 0.02%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FSPC T-61 1A1                                                                                                                                          | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       38253 | PA      | $37453.05      | 0.00%             | 2044-07-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1                                             | ODART 2019-1A B                                                                                                                                        | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10835952 | PA      | $10818414.89   | 0.02%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD                                                        | DIGDIF 8.625 08/01/32 144A                                                                                                                             | CUSIP: 25381MAA5<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |    57630000 | PA      | $59791125.00   | 0.11%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.75 09/21/47                                                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    19169000 | PA      | $16149882.50   | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN AI6880                                                                                                                                              | CUSIP: 36198TUD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       46194 | PA      | $41398.50      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2018-24 BH                                                                                                                                         | CUSIP: 3136B1MK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     3266489 | PA      | $3036451.11    | 0.01%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16328.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 739928                                                                                                                                              | CUSIP: 31402WA57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13724 | PA      | $13829.09      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | HSBC V2.013 09/22/28                                                                                                                                   | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6010000 | PA      | $5800540.68    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                                       | OCPMR 6.75 05/02/34 144A                                                                                                                               | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    28050000 | PA      | $29473537.50   | 0.06%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 02/15/45                                                                                                                                           | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    81550000 | PA      | $30712700.78   | 0.06%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                          | PFSI 5.75 09/15/31 144A                                                                                                                                | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5281471.90    | 0.01%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDYMAC ARM TRUST MORTGAGE PASS THROUGH CERTIFICATES SERIES 2001-H2                      | INARM 2001-H2 A1                                                                                                                                       | CUSIP: 45660UAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         777 | PA      | $763.32        | 0.00%             | 2032-01-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                               | ZBH 2.425 12/13/26                                                                                                                                     | CUSIP: 98956PAN2<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $40990837.70   | 0.08%             | 2026-12-13      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.75 11/15/43                                                                                                                                        | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   374515000 | PA      | $366673592.19  | 0.70%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                 | JBS 3.75 12/01/31                                                                                                                                      | CUSIP: 46590XAM8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $560469.60     | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                         | KMI 5 03/01/43                                                                                                                                         | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1958000 | PA      | $1760400.60    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | SWOP CDS CDX.NA.IG.45.V1                                                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  -500000000 | OU      | $-57316.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                              | CRGYFN 7.625 04/01/32 144A                                                                                                                             | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2320260.18    | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                               | ABBV 4.75 03/15/45                                                                                                                                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    10308000 | PA      | $9155154.68    | 0.02%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                       | EXE 4.75 02/01/32                                                                                                                                      | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1960733.12    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDW FINANCE CORP                                                                         | CDW 3.25 02/15/29                                                                                                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47770.30      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC/ARU FINANCE CORP                                     | ASCRES 6.625 10/15/32 144A                                                                                                                             | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5325000 | PA      | $5467458.99    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 4.35 09/08/26 GMTN                                                                                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14335000 | PA      | $14326341.86   | 0.03%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK & NEW JERSEY PORT AUTHORITY (THE) (NY)                                          | NY PORTRN 4.03 09/01/2048                                                                                                                              | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     4000000 | PA      | $3239698.79    | 0.01%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                               | LDOS 2.3 02/15/31                                                                                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    20140000 | PA      | $17904971.64   | 0.03%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                          | PFSI 7.875 12/15/29 144A                                                                                                                               | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     8295000 | PA      | $8614606.24    | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMASC 0 08/06/38                                                                                                                                      | CUSIP: 31358C5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      386000 | PA      | $206085.64     | 0.00%             | 2038-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | USD/PHP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1059203.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW FINANCE CORP                                                                         | CDW 2.67 12/01/26                                                                                                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14848551.67   | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2016-ETC MORTGAGE TRUST                                                            | BBCMS 2016-ETC B                                                                                                                                       | CUSIP: 05491LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6970000 | PA      | $6920303.90    | 0.01%             | 2036-08-14      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE GP                                                                    | WMB 4 04/01/27                                                                                                                                         | CUSIP: 66775VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4110000 | PA      | $4102275.31    | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8269                                                                                                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    65923795 | PA      | $65796957.44   | 0.12%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                           | BBDBCN 6.75 06/15/33 144A                                                                                                                              | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     7645000 | PA      | $7980080.35    | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORP                                                        | SO 4.4 06/01/43                                                                                                                                        | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2257555.93    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                        | VENTGL 6.25 01/15/30 144A                                                                                                                              | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    24200000 | PA      | $24910454.19   | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                                   | TXHLTH 4.33 11/15/55                                                                                                                                   | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     2677000 | PA      | $2204724.22    | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 4.625 11/15/41                                                                                                                                     | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1194058.03    | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST                                                       | GRYCCT F 05/31/26 A                                                                                                                                    | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   196471029 | PA      | $174859215.65  | 0.33%             | 2026-05-31      | Floating      | 7.23%                 | Yes           |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -95301000 | OU      | $-869175.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 563642                                                                                                                                              | CUSIP: 36213TEP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20531 | PA      | $21100.03      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                              | CRGYFN 7.375 01/15/33 144A                                                                                                                             | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     7311000 | PA      | $7475713.81    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CORPORACION ANDINA DE FOMENTO                                                            | CAF 5 01/24/29                                                                                                                                         | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |     1103000 | PA      | $1124999.34    | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP 4.4 08/14/28 144A                                                                                                                                  | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4458000 | PA      | $4439230.48    | 0.01%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                            | NRZT 2025-NQM4 A1                                                                                                                                      | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |    19036970 | PA      | $19093321.44   | 0.04%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                                 | HILCRP 6 04/15/30 144A                                                                                                                                 | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16015000 | PA      | $15954522.20   | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                 | JBS 6.75 03/15/34                                                                                                                                      | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |     4108000 | PA      | $4482624.95    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BAIN CAPITAL EURO CLO 2021-1 DAC                                                         | BCCE 2021-1A A                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300PIGPIGPDTXG932 | Long             | ABS-O            | CORP              | IE        |    45182152 | PA      | $53043840.49   | 0.10%             | 2034-07-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                      | LNG 4.625 10/15/28                                                                                                                                     | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49809.47      | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                     | PPC 4.25 04/15/31                                                                                                                                      | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     3855000 | PA      | $3705086.55    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $960798.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                      | CITADL 5.15 02/14/31 144A                                                                                                                              | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     4460000 | PA      | $4357401.14    | 0.01%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                        | VENTGL 6 05/01/36 144A                                                                                                                                 | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     3685000 | PA      | $3705135.31    | 0.01%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META CW GPU                                                                              | META CW GPU                                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10589957 | PA      | $10589956.75   | 0.02%             | 2032-03-15      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| AURIUM CLO VIII DAC                                                                      | ACLO 8A AR                                                                                                                                             | CUSIP: 000000000<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-O            | CORP              | IE        |    80474000 | PA      | $94495118.68   | 0.18%             | 2038-10-16      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| RAD CLO 23 LTD                                                                           | RAD 2024-23A A1                                                                                                                                        | CUSIP: 75009CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    42200000 | PA      | $42259025.14   | 0.08%             | 2037-04-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                                                         | CDE 6.875 04/01/32 144A                                                                                                                                | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |     3160000 | PA      | $3256847.25    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 3123                                                                                                                                                | CUSIP: 36202DPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          97 | PA      | $98.20         | 0.00%             | 2031-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                      | CITADL 4.75 02/14/29 144A                                                                                                                              | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     7130000 | PA      | $7017961.32    | 0.01%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                                    | CLUBCORP HOLDINGS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15977207 | PA      | $15657663.23   | 0.03%             | 2032-07-09      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| SM ENERGY COMPANY                                                                        | SM 5 10/15/26 144A                                                                                                                                     | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $999263.77     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CDX.EM.45.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2650599.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. INTERNATIONAL DEVELOPMENT FINANCE CORP                                              | DFC 3.19 10/05/34 2                                                                                                                                    | CUSIP: 690353T64<br>LEI: 254900QI8QTIK0FY6E92 | Long             | ABS-O            | USGA              | US        |     2119110 | PA      | $1995757.79    | 0.00%             | 2034-10-05      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                                 | ACGL 5.031 12/15/46                                                                                                                                    | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $5829855.04    | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                                   | TXHLTH 3.372 11/15/51 2019                                                                                                                             | CUSIP: 882484AB4<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1555782.69    | 0.00%             | 2051-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                      | ARE 5.25 03/15/36                                                                                                                                      | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    34368000 | PA      | $33446898.77   | 0.06%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                    | THC 5.5 11/15/32 144A                                                                                                                                  | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    27685000 | PA      | $27641904.42   | 0.05%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALYS 0 02/20/31 *                                                                                                                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    43130140 | PA      | $43357104.73   | 0.08%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO XI DAC                                                                        | HNLY 11A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-O            | CORP              | IE        |    77200000 | PA      | $90461879.90   | 0.17%             | 2039-04-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                         | R 5.375 03/15/29 MTN                                                                                                                                   | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    29585000 | PA      | $30304952.94   | 0.06%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ELMWOOD CLO 41 LTD                                                                       | ELM41 2025-4A A                                                                                                                                        | CUSIP: 29005BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   100000000 | PA      | $100265660.00  | 0.19%             | 2038-07-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST 2004-6                                                            | BSARM 2002-11 1A1                                                                                                                                      | CUSIP: 07384MSH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         125 | PA      | $128.18        | 0.00%             | 2033-02-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BATH & BODY WORKS INC                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8089.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-107146.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 4.375 03/15/42                                                                                                                                     | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      615000 | PA      | $530878.79     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP 3.5 11/16/27 144A                                                                                                                                  | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    17175000 | PA      | $16930141.18   | 0.03%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1999-3                                                | CWL 2004-BC4 M1                                                                                                                                        | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4275 | PA      | $6225.78       | 0.00%             | 2034-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                              | CRGYFN 8.375 01/15/34 144A                                                                                                                             | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    15625000 | PA      | $16509146.03   | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| B.A.T CAPITAL CORP                                                                       | BATSLN 3.557 08/15/27                                                                                                                                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12287000 | PA      | $12159424.76   | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8106                                                                                                                                              | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9782439 | PA      | $7913860.78    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                               | INTC 4.9 08/05/52                                                                                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2177670.72    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                                            | CAF 6 04/26/27                                                                                                                                         | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |     2000000 | PA      | $2037295.40    | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                     | PPC 6.875 05/15/34                                                                                                                                     | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    31979000 | PA      | $34742489.90   | 0.07%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                               | IVYCST 5.875 10/17/31 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    72132000 | PA      | $84896456.58   | 0.16%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4459.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 656908                                                                                                                                              | CUSIP: 31390UYD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13513 | PA      | $14009.95      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4307                                                                                                                                              | CUSIP: 31418DYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      621588 | PA      | $547944.95     | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 735060                                                                                                                                              | CUSIP: 31402QTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13446 | PA      | $13879.28      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 666052                                                                                                                                              | CUSIP: 31391F5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6607 | PA      | $6849.85       | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 3.6 04/01/50                                                                                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $848148.31     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                    | FABSJV 5.9 01/25/33                                                                                                                                    | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $17710546.35   | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO (TX), CITY OF                                                                | TX SANUTL 4.43 02/01/2042                                                                                                                              | CUSIP: 796253Z21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6480000 | PA      | $6154366.06    | 0.01%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                  | HCA 7.5 11/06/33                                                                                                                                       | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    20412000 | PA      | $23038458.93   | 0.04%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                          | NCRATL 9.5 04/01/29 144A                                                                                                                               | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    10758000 | PA      | $11446115.45   | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 670405                                                                                                                                              | CUSIP: 31391LYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1797 | PA      | $1862.77       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $24209.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7                                      | JPMCC 2017-JP7 A4                                                                                                                                      | CUSIP: 465968AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    68715043 | PA      | $67758756.00   | 0.13%             | 2050-09-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                             | NI 3.6 05/01/30                                                                                                                                        | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    11180000 | PA      | $10787304.19   | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                                 | HILCRP 6.25 04/15/32 144A                                                                                                                              | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19100000 | PA      | $18979096.63   | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                                  | CDW 5.1 03/01/30                                                                                                                                       | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |     1146000 | PA      | $1149670.70    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIE 6.875 04/15/40 144A                                                                                                                             | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4545000.00    | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES8                                                            | RCKT 2024-CES8 A1A                                                                                                                                     | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31574527 | PA      | $31678381.73   | 0.06%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH INC                                                                       | ORHLTH 3.327 10/01/50                                                                                                                                  | CUSIP: 686514AH3<br>LEI: 549300TMK1PZT9ZBF098 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $4798306.48    | 0.01%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                                    | CLUBCORP HLDGS INC                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1745380 | PA      | $1710472.28    | 0.00%             | 2031-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR QC3918                                                                                                                                              | CUSIP: 3133ANK78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    99421538 | PA      | $83721218.81   | 0.16%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS 2016-ETC MORTGAGE TRUST                                                            | BBCMS 2016-ETC D                                                                                                                                       | CUSIP: 05491LAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21720000 | PA      | $21550397.21   | 0.04%             | 2036-08-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS HSBC BANK PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $268234.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)                       | IBRD V0 07/31/34 MTN                                                                                                                                   | CUSIP: 45905UPQ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     4605000 | PA      | $3216731.95    | 0.01%             | 2034-07-31      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                                           | PGIM Active High Yield Bond ETF                                                                                                                        | CUSIP: 69344A206<br>LEI: 549300F10UK98WW68156 | Long             | EC               | RF                | US        |      500000 | NS      | $17550000.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI                                          | WFCM 2024-1CHI A                                                                                                                                       | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    75100000 | PA      | $75367363.51   | 0.14%             | 2035-07-17      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4158                                                                                                                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13289949 | PA      | $10747020.48   | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 6.9 07/31/30 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     8157600 | PA      | $8169836.40    | 0.02%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                               | FTSCN 3.055 10/04/26                                                                                                                                   | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    25625000 | PA      | $25472295.50   | 0.05%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                        | VENTGL 3.875 08/15/29 144A                                                                                                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     9205000 | PA      | $8815902.72    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                                       | BX 2025-LUNR A                                                                                                                                         | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    27239102 | PA      | $27290144.89   | 0.05%             | 2040-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting And Residential Finance Trust Series 2006-AB2                     | SURF 2003-BC2 M1                                                                                                                                       | CUSIP: 84751PAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      259828 | PA      | $257342.34     | 0.00%             | 2034-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                      | UAL 3.45 12/01/27                                                                                                                                      | CUSIP: 90932LAA5<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |     6011991 | PA      | $5899876.32    | 0.01%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                        | USD/ZAR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39392.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA)                                       | CA UNVHGR 4.77 05/15/2115                                                                                                                              | CUSIP: 91412GC86<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     4900000 | PA      | $3922197.43    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                               | HUM 5.375 04/15/31                                                                                                                                     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    27822000 | PA      | $28203885.85   | 0.05%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC (THE)                                                       | HIG 4.3 04/15/43                                                                                                                                       | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      480000 | PA      | $402147.19     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB V5.297 05/09/31                                                                                                                                     | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7220000 | PA      | $7291666.44    | 0.01%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                    | UBER 4.8 09/15/34                                                                                                                                      | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    21680000 | PA      | $21244836.91   | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                                 | HILCRP 5.75 02/01/29 144A                                                                                                                              | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6066000 | PA      | $6064110.79    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4380                                                                                                                                              | CUSIP: 31418D2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   101743791 | PA      | $89688302.84   | 0.17%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG C71535                                                                                                                                              | CUSIP: 31287YV43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1211 | PA      | $1236.81       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC                                                                       | WYNNLV 5.25 05/15/27 144A                                                                                                                              | CUSIP: 983130AX3<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |    13502000 | PA      | $13507444.06   | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2014-2                                                  | OMFIT 2020-2A A                                                                                                                                        | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    36961752 | PA      | $36486172.45   | 0.07%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS IRON MOUNTAIN INC                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16733.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                                   | ESKOM 8.45 08/10/28 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    40406000 | PA      | $42503071.40   | 0.08%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                        | DISH 11.75 11/15/27 144A                                                                                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    32376000 | PA      | $33396694.56   | 0.06%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2020-B20 MORTGAGE TRUST                                                        | BMARK 2020-B20 A3                                                                                                                                      | CUSIP: 08162XBE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11387698 | PA      | $10852534.30   | 0.02%             | 2053-10-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS7657                                                                                                                                              | CUSIP: 3140XPQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5338283 | PA      | $4697425.37    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE SECURITIES CORP                                               | WAMMS 2003-AR1 2A                                                                                                                                      | CUSIP: 939336PM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         118 | PA      | $115.83        | 0.00%             | 2033-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN BV4119                                                                                                                                              | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3374967 | PA      | $2840271.86    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                              | AKERBP 5.6 06/13/28 144A                                                                                                                               | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     8500000 | PA      | $8641459.55    | 0.02%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 05/15/42                                                                                                                                           | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18020000 | PA      | $7987088.74    | 0.02%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB V4.95 08/04/31                                                                                                                                      | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    43922000 | PA      | $43783755.51   | 0.08%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                       | O 2.85 12/15/32                                                                                                                                        | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    19830000 | PA      | $17606121.29   | 0.03%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $245745.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES1                                                      | TPMT 2025-CES1 A1                                                                                                                                      | CUSIP: 89183HAA2<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-O            | CORP              | US        |    39832137 | PA      | $40018344.33   | 0.08%             | 2055-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP V3.052 01/13/31 144A                                                                                                                               | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    17340000 | PA      | $16266265.58   | 0.03%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                    | LNC 6.3 10/09/37                                                                                                                                       | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     3930000 | PA      | $4094609.14    | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                               | USB V5.836 06/12/34                                                                                                                                    | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2155000 | PA      | $2248897.30    | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                                  | MERIDI 6.25 04/30/31 144A                                                                                                                              | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    53475000 | PA      | $53480883.10   | 0.10%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V3.887 01/10/28                                                                                                                                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1693614.73    | 0.00%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                    | THC 4.625 06/15/28                                                                                                                                     | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5582826.23    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GARNET CLO 3 LTD                                                                         | GARNET 2025-3A A1                                                                                                                                      | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18495000 | PA      | $18532334.01   | 0.04%             | 2038-10-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                              | AKERBP 6 06/13/33 144A                                                                                                                                 | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    37300000 | PA      | $38697519.10   | 0.07%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS V4.844 11/06/33 144A                                                                                                                               | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    98415000 | PA      | $96920253.30   | 0.18%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $952021.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-C4                                              | CGCMT 2017-C4 A3                                                                                                                                       | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    63250870 | PA      | $62356977.44   | 0.12%             | 2050-10-14      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 831368                                                                                                                                              | CUSIP: 31407HTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1297 | PA      | $1354.85       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8494                                                                                                                                              | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   192287254 | PA      | $193351005.93  | 0.37%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)                       | IBRD V0 06/30/34                                                                                                                                       | CUSIP: 45905UPL2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     8591000 | PA      | $5917145.75    | 0.01%             | 2034-06-30      | Floating      | 0.19%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA)                                       | CA UNVHGR 3.93 05/15/2045                                                                                                                              | CUSIP: 91412GXE0<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     2050000 | PA      | $1880048.73    | 0.00%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4157                                                                                                                                              | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3744604 | PA      | $2883591.37    | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G05205                                                                                                                                              | CUSIP: 3128M7DJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24235 | PA      | $24560.88      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                              | AKERBP 3.1 07/15/31 144A                                                                                                                               | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     9800000 | PA      | $8959142.36    | 0.02%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SI2106                                                                                                                                              | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    32703036 | PA      | $27643385.82   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK                                                                   | WAMU 2005-AR5 A6                                                                                                                                       | CUSIP: 92922FM21<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      239246 | PA      | $237475.04     | 0.00%             | 2035-05-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-149720.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                    | GSMS 2019-GC39 A3                                                                                                                                      | CUSIP: 36260JAC1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    64720612 | PA      | $62600416.80   | 0.12%             | 2052-05-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                        | VENTGL 4.125 08/15/31 144A                                                                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2231036.74    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TPC Group Rights                                                                         | TPC Group Rights                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      353022 | NS      | $6942883.67    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                         | TMUS 3.875 04/15/30                                                                                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13050000 | PA      | $12710034.56   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUNDATION (THE)                                                        | CLECLI 4.858 01/01/14                                                                                                                                  | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2326839.35    | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| AKER BP ASA                                                                              | AKERBP 5.125 10/01/34 144A                                                                                                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    17100000 | PA      | $16693091.82   | 0.03%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 735670                                                                                                                                              | CUSIP: 31402RJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299796 | PA      | $304340.69     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                                 | HILCRP 6 02/01/31 144A                                                                                                                                 | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3165090.30    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                    | TFC V4.597 01/27/32                                                                                                                                    | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4553463.85    | 0.01%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD                                                                             | DPWDU 6.85 07/02/37 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     2000000 | PA      | $2153750.00    | 0.00%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1157420.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Financing Trust                                                                  | Bayview Financing Trust 2023-1F                                                                                                                        | CUSIP: 07336HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23921672 | PA      | $24049260.56   | 0.05%             | 2026-07-01      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                                               | AESOP 2024-1A A                                                                                                                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    98743000 | PA      | $100720950.66  | 0.19%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 08/15/48                                                                                                                                           | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25990000 | PA      | $8132753.04    | 0.02%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                      | ELV 4.101 03/01/28                                                                                                                                     | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2954135.19    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2018-21 IH                                                                                                                                         | CUSIP: 38380K3T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     2539006 | PA      | $607342.72     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WCORE COMMERCIAL MORTGAGE TRUST 2024-CORE                                                | WCORE 2024-CORE C                                                                                                                                      | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15200000 | PA      | $15228500.00   | 0.03%             | 2041-11-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                      | GPN 4.5 11/15/28                                                                                                                                       | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    69650000 | PA      | $69098788.17   | 0.13%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FHS 304 C54                                                                                                                                            | CUSIP: 31325UQB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1033612 | PA      | $85927.00      | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                            | UBSCM 2019-C16 XB                                                                                                                                      | CUSIP: 90276YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    96253000 | PA      | $2202663.28    | 0.00%             | 2052-04-17      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                                      | HIW 3.875 03/01/27                                                                                                                                     | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     5885000 | PA      | $5849515.79    | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CONSTELLIUM SE                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7540.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CPI PROPERTY GROUP SA                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29907.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST                                                            | COMM 2018-COR3 A2                                                                                                                                      | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    54996860 | PA      | $54270197.63   | 0.10%             | 2051-05-12      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                      | AFRMT 2025-3A A                                                                                                                                        | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23200000 | PA      | $23128144.96   | 0.04%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BBCMS 2016-ETC MORTGAGE TRUST                                                            | BBCMS 2016-ETC A                                                                                                                                       | CUSIP: 05491LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17450000 | PA      | $17326349.30   | 0.03%             | 2036-08-14      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MARINER CLO 8 LTD                                                                        | SPEAK 2020-8A A1R                                                                                                                                      | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    40000000 | PA      | $40079896.00   | 0.08%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA TURNPIKE COMMISSION (PA)                                                    | PA PASTRN 5.51 12/01/2045                                                                                                                              | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     5370000 | PA      | $5272878.93    | 0.01%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MORTGAGE TRUST                                                        | BMARK 2019-B14 A4                                                                                                                                      | CUSIP: 08162YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    57600000 | PA      | $54379728.00   | 0.10%             | 2062-12-15      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8157                                                                                                                                              | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    35370624 | PA      | $31135849.13   | 0.06%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                         | TMUS 3 02/15/41                                                                                                                                        | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    47439000 | PA      | $34636417.98   | 0.07%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                                | KHC 5 06/04/42                                                                                                                                         | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1072679.06    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                             | AM 5.375 06/15/29 144A                                                                                                                                 | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     5395000 | PA      | $5388990.43    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $318516.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 890604                                                                                                                                              | CUSIP: 31410LNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9763405 | PA      | $9674890.72    | 0.02%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MORTGAGE TRUST                                                        | BMARK 2019-B14 A3                                                                                                                                      | CUSIP: 08162YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    48180000 | PA      | $46652371.19   | 0.09%             | 2062-12-15      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 3.4 09/01/29                                                                                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    35605000 | PA      | $34264584.09   | 0.06%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                                                | ARTFI 2026-1A A1                                                                                                                                       | CUSIP: 83589DAA4<br>LEI: 549300P5BAAMQQ7VL735 | Long             | ABS-O            | CORP              | US        |    62000000 | PA      | $61835309.40   | 0.12%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 5.7 10/15/40                                                                                                                                       | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      185000 | PA      | $187445.81     | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                         | VBTEL 2026-1A C2                                                                                                                                       | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    36500000 | PA      | $35688400.60   | 0.07%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8113                                                                                                                                              | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    35706554 | PA      | $28871200.28   | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                 | T 2.3 06/01/27                                                                                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3230168.30    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2023-CES2                                                      | TPMT 2023-CES2 A1A                                                                                                                                     | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18999554 | PA      | $19103947.21   | 0.04%             | 2063-10-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| LSF11 BOSON INVESTMENTS SARL                                                             | ERLS 2021-NPLA A1                                                                                                                                      | CUSIP: 000000000<br>LEI: 2549009AP8RIVLFUPA02 | Long             | ABS-O            | CORP              | LU        |     3285039 | PA      | $3863683.06    | 0.01%             | 2060-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-210754.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND VII LTD                                                           | ATCLO 2016-7A A1R2                                                                                                                                     | CUSIP: 04941TBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2623784 | PA      | $2623751.40    | 0.00%             | 2031-12-01      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 3.95 03/25/51                                                                                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    21875000 | PA      | $13756813.50   | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                               | INTC 5.7 02/10/53                                                                                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     6955000 | PA      | $6502877.85    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KINBANE 2025-RPL 2 DAC                                                                   | KINBN 2025-RPL2A A                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400WTRFYG7SVTRF15 | Long             | ABS-O            | CORP              | IE        |     4198994 | PA      | $4933890.48    | 0.01%             | 2075-08-24      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 - UNFUNDED                                                                 | CLOUDHQ VA B1 - UNFUNDED                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7933333 | PA      | $7933333.00    | 0.02%             | 2040-01-02      | Floating      | 0.01%                 | No            |                  3 | 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        |    59843333 | PA      | $59887018.94   | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 3.75 09/19/28                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    80570000 | PA      | $93189846.28   | 0.18%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                              | AKERBP 5.25 10/30/35 144A                                                                                                                              | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    31340000 | PA      | $30522518.04   | 0.06%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                | LHX 5.05 06/01/29                                                                                                                                      | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    15850000 | PA      | $16133897.38   | 0.03%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                                              | TENINC 8 11/17/28 144A                                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    62743000 | PA      | $63445241.52   | 0.12%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BOMBARDIER INC                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13820.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2015-1                                              | AAL 3.375 05/01/27                                                                                                                                     | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5603695 | PA      | $5537319.40    | 0.01%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion First-lien Term Loan B-14 375 2033-02-09                                                                                                       | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     3333930 | PA      | $3276986.00    | 0.01%             | 2033-03-11      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                             | WPC 2.4 02/01/31                                                                                                                                       | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     5790000 | PA      | $5188301.96    | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                                        | CIM 2024-R1 A1                                                                                                                                         | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25934411 | PA      | $25508627.91   | 0.05%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                                 | HILCRP 6.25 11/01/28 144A                                                                                                                              | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4320000 | PA      | $4341098.94    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 868501                                                                                                                                              | CUSIP: 31409D3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3595 | PA      | $3758.65       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-HE2                                                      | JPMMT 2024-HE2 A1                                                                                                                                      | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |     5454082 | PA      | $5457544.42    | 0.01%             | 2054-10-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XIV LTD                                                                    | JTWN 2019-14A A1RR                                                                                                                                     | CUSIP: 47048XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    54500000 | PA      | $54496975.25   | 0.10%             | 2034-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                    | QUIKHO 6.75 03/01/33 144A                                                                                                                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2352181.17    | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS8657                                                                                                                                              | CUSIP: 3140XQTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    30130695 | PA      | $30462772.82   | 0.06%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS CDX.EM.44.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-808630.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                    | THC 4.25 06/01/29                                                                                                                                      | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    14900000 | PA      | $14507063.73   | 0.03%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.5 02/15/44                                                                                                                                         | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   590860000 | PA      | $559655206.25  | 1.06%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4751 PI                                                                                                                                            | CUSIP: 3137FDB27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      942596 | PA      | $161733.70     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                               | VZ 4.78 02/15/35                                                                                                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    36212000 | PA      | $35136565.85   | 0.07%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP V1.904 09/30/28 144A                                                                                                                               | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    32200000 | PA      | $31025694.98   | 0.06%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PLS GROUP LTD                                                                            | PLSAU 6.875 05/01/31 144A                                                                                                                              | CUSIP: 69393GAA2<br>LEI: 5299000VV1CZVF5K9C16 | Long             | DBT              | CORP              | AU        |     2405000 | PA      | $2462070.65    | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                                   | CITIGROUP CAPITAL XIII FIXED/FLOAT TRUST PREFERRED SECURITIES                                                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       22000 | NS      | $646580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                            | UBSCM 2019-C16 A3                                                                                                                                      | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31500000 | PA      | $30819269.25   | 0.06%             | 2052-04-17      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 08/15/45                                                                                                                                           | CUSIP: 912834PM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42525000 | PA      | $15550675.83   | 0.03%             | 2045-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                                      | ASCRES 9 11/01/27 144A                                                                                                                                 | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    15981000 | PA      | $18321218.55   | 0.03%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BOYD GAMING CORPORATION                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16123.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD 2017-CD4 MORTGAGE TRUST                                                               | CD 2017-CD4 A3                                                                                                                                         | CUSIP: 12515DAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    49592449 | PA      | $49281018.51   | 0.09%             | 2050-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET 6.05 06/01/41                                                                                                                                       | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2521739.51    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                       | ELMW2 2019-2A BRR                                                                                                                                      | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    47450000 | PA      | $47654371.90   | 0.09%             | 2037-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion First-lien Term Loan B-12 425 2030-09-01                                                                                                       | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     5034366 | PA      | $5037084.52    | 0.01%             | 2030-09-19      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                    | QUIKHO 6.375 03/01/32 144A                                                                                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    16435000 | PA      | $16684833.43   | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                           | NRG 3.875 02/15/32 144A                                                                                                                                | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    11260000 | PA      | $10403477.03   | 0.02%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REGAL TRUST IV 1999-1                                                                    | REGAL 1999-1 A                                                                                                                                         | CUSIP: 758842AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2535 | PA      | $2417.02       | 0.00%             | 2031-09-27      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 08/15/44                                                                                                                                           | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   135110000 | PA      | $52334270.69   | 0.10%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NGC EURO CLO 5 DAC                                                                       | NGCE 5A A                                                                                                                                              | CUSIP: 000000000<br>LEI: 254900VRXON6VU2LZZ97 | Long             | ABS-O            | CORP              | IE        |    72550000 | PA      | $85159887.67   | 0.16%             | 2039-01-15      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                         | PXD 1.9 08/15/30                                                                                                                                       | CUSIP: 723787AQ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     6410000 | PA      | $5789988.59    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1322.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K097 X1                                                                                                                                           | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   426426079 | PA      | $12974056.11   | 0.02%             | 2029-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4847                                                                                                                                              | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    49820602 | PA      | $51225776.90   | 0.10%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                                      | NLT 2025-INV1 M1                                                                                                                                       | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8617089 | PA      | $8656818.95    | 0.02%             | 2070-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                           | PCG 5.9 06/15/32                                                                                                                                       | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7267118.20    | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                           | CRM 6.55 03/15/56                                                                                                                                      | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    17880000 | PA      | $17761922.69   | 0.03%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 24 LTD                                                             | ANCHC 2022-24A A1R                                                                                                                                     | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |   124500000 | PA      | $124645204.35  | 0.24%             | 2037-07-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                            | OC 3.4 08/15/26                                                                                                                                        | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     3315000 | PA      | $3303116.68    | 0.01%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                                      | NLT 2025-INV1 A2                                                                                                                                       | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10798543 | PA      | $10834380.44   | 0.02%             | 2070-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WSH Services Holding Ltd                                                                 | WSH SERVICES HOLDING LTD                                                                                                                               | CUSIP: 000000000<br>LEI: 213800Q4GRDGCYS3TU11 | Long             | LON              | CORP              | GB        |     8208071 | PA      | $11178403.16   | 0.02%             | 2031-05-27      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4807                                                                                                                                              | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28301200 | PA      | $28637949.91   | 0.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3788.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                                | KHC 3 06/01/26                                                                                                                                         | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    12845000 | PA      | $12828109.56   | 0.02%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G01663                                                                                                                                              | CUSIP: 31283HZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12196 | PA      | $12455.16      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-9                                                          | AOMT 2025-9 A1                                                                                                                                         | CUSIP: 03466VAA0<br>LEI: 254900OJMXBRORE83E96 | Long             | ABS-O            | CORP              | US        |    32595089 | PA      | $32584563.60   | 0.06%             | 2070-08-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                      | ELV 2.875 09/15/29                                                                                                                                     | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    15600000 | PA      | $14804558.36   | 0.03%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO 9 LTD                                                                            | AGL 2020-9A AR                                                                                                                                         | CUSIP: 001207AQ2<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |    67750000 | PA      | $67817479.00   | 0.13%             | 2037-04-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES4                                                                           | EFMT 2025-CES4 A1                                                                                                                                      | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-O            | CORP              | US        |    12182057 | PA      | $12212487.85   | 0.02%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                       | EVRI 9.25 07/01/32 144A                                                                                                                                | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    16866000 | PA      | $17968129.92   | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                                      | NLT 2025-INV1 A3                                                                                                                                       | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18530517 | PA      | $18578260.62   | 0.04%             | 2070-02-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 3.875 07/09/35 *                                                                                                                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     8854000 | PA      | $7487073.66    | 0.01%             | 2035-07-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                              | ED 3.85 06/15/46                                                                                                                                       | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $5824150.82    | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $279630.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERTAMINA (PERSERO) PT                                                                   | PERTIJ 5.625 05/20/43 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     2155000 | PA      | $2033781.25    | 0.00%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V2.511 10/20/32 MTN                                                                                                                                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $20378967.55   | 0.04%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                           | CRM 6.7 03/15/66                                                                                                                                       | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    12615000 | PA      | $12666186.88   | 0.02%             | 2066-03-15      | Fixed         | 6.70%                 | 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        |     5660000 | PA      | $5664528.00    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                                                            | OC 4.3 07/15/47                                                                                                                                        | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     6055000 | PA      | $4840843.18    | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C54                                           | WFCM 2019-C54 A3                                                                                                                                       | CUSIP: 95001YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    42491722 | PA      | $40151694.21   | 0.08%             | 2052-12-17      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                             | CMCSA 3.969 11/01/47                                                                                                                                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       16000 | PA      | $11736.88      | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2025-NQM3                                                     | JPMMT 2025-NQM3 A1                                                                                                                                     | CUSIP: 46659QAC3<br>LEI: 529900HDRKAITSFGZ261 | Long             | ABS-O            | CORP              | US        |    30912796 | PA      | $31036527.18   | 0.06%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN AL4608                                                                                                                                              | CUSIP: 36184BDM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10641 | PA      | $9537.77       | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2012-132 KI                                                                                                                                        | CUSIP: 3136AAPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     2740582 | PA      | $181317.98     | 0.00%             | 2032-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $1190027.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                       | ABIBB 8 11/15/39                                                                                                                                       | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $2355804.31    | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 MORTGAGE TRUST                                                            | COMM 2019-GC44 A4                                                                                                                                      | CUSIP: 12655TBL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20000000 | PA      | $18725342.00   | 0.04%             | 2057-08-17      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 5.8 03/05/27                                                                                                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4115000 | PA      | $4143062.83    | 0.01%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FM9902                                                                                                                                              | CUSIP: 3140XEAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271298 | PA      | $238480.02     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                                      | NLT 2025-INV1 A1                                                                                                                                       | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    96303763 | PA      | $96697366.23   | 0.18%             | 2070-02-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES9                                                            | RCKT 2025-CES9 A1A                                                                                                                                     | CUSIP: 74942JAA2<br>LEI: 254900C7HSSCU34P7S40 | Long             | ABS-O            | CORP              | US        |    17036286 | PA      | $16922463.24   | 0.03%             | 2055-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2017-83 IO                                                                                                                                         | CUSIP: 3136AYEQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1888421 | PA      | $326642.14     | 0.00%             | 2047-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 8 LP                                                               | PKAIR 2026-1 A                                                                                                                                         | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3426830.05    | 0.01%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                   | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    56320000 | PA      | $55652892.21   | 0.11%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| NRG ENERGY INC                                                                           | NRG 3.375 02/15/29 144A                                                                                                                                | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      875000 | PA      | $835524.58     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS CDX.NA.HY.46.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $154196131.40  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DEUTSCHE BANK AG                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9826.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS CDX.EM.36.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-114316.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | ACAFP V4.631 09/11/28 144A                                                                                                                             | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    19955000 | PA      | $19960056.60   | 0.04%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                              | CDEP 4.375 10/01/30 144A                                                                                                                               | CUSIP: 147918AF3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    12600000 | PA      | $12467097.72   | 0.02%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 851175                                                                                                                                              | CUSIP: 31408GT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         830 | PA      | $846.77        | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR QD0363                                                                                                                                              | CUSIP: 3133AWML5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7006888 | PA      | $6150974.78    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K114                        | FHMS K114 X1                                                                                                                                           | CUSIP: 3137FVNJ7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   252920173 | PA      | $9857361.41    | 0.02%             | 2030-06-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| MADISON PARK EURO FUNDING XVII DAC                                                       | MDPK 2022-57A A1R                                                                                                                                      | CUSIP: 55822GAQ7<br>LEI: 635400XNTY8TA9I2S271 | Long             | ABS-CBDO         | CORP              | IE        |    78500000 | PA      | $78578382.25   | 0.15%             | 2034-07-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TN)                                                          | TVAS 0 09/15/39 0000                                                                                                                                   | CUSIP: 88059E5Z3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      555000 | PA      | $273967.49     | 0.00%             | 2039-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V3.068 04/30/41                                                                                                                                    | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    64795000 | PA      | $48808753.52   | 0.09%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 699740                                                                                                                                              | CUSIP: 31400WLV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8491 | PA      | $8536.01       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL EUROPE CLO 8 DAC                                                       | ANCHE 8A B1R                                                                                                                                           | CUSIP: 000000000<br>LEI: 635400VEGED5ZD9DOU65 | Long             | ABS-O            | CORP              | IE        |    18400000 | PA      | $21626667.34   | 0.04%             | 2038-10-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BOYD GAMING CORPORATION                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14352.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                              | AKERBP 3.75 01/15/30 144A                                                                                                                              | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    13765000 | PA      | $13246820.70   | 0.03%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4939 KT                                                                                                                                            | CUSIP: 3137FQGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    11850059 | PA      | $10572324.19   | 0.02%             | 2048-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES7                                                            | RCKT 2025-CES7 A1A                                                                                                                                     | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |    15900440 | PA      | $15940267.19   | 0.03%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H7 MORTGAGE TRUST                                                             | CROSS 2025-H7 A1                                                                                                                                       | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    30268782 | PA      | $30145028.46   | 0.06%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                           | NRG 3.625 02/15/31 144A                                                                                                                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $9938563.33    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: DDTL                                                                      | HPS SLF VI IM: DDTL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5616857 | PA      | $5616857.00    | 0.01%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| META CW GPU - UNFUNDED                                                                   | META CW GPU - UNFUNDED                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    42410043 | PA      | $42410043.25   | 0.08%             | 2032-03-15      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FR SD8230                                                                                                                                              | CUSIP: 3132DWEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3857366 | PA      | $3727358.70    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                         | SRE 3.75 06/01/47 RRR                                                                                                                                  | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1230850.18    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS0898                                                                                                                                              | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   118629219 | PA      | $104827590.67  | 0.20%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-82038.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                                | SCHW V4 PERP H                                                                                                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    28365000 | PA      | $26405505.10   | 0.05%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2016-69 B                                                                                                                                          | CUSIP: 38379WM25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     9231485 | PA      | $8279725.23    | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 5.75 04/01/48                                                                                                                                     | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     8123000 | PA      | $6811405.87    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-III LTD                                                                | CIFC 2025-3A A1                                                                                                                                        | CUSIP: 12574JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    70150000 | PA      | $70337195.28   | 0.13%             | 2038-07-21      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 5.55 07/15/29                                                                                                                                       | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      720000 | PA      | $737896.78     | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS LP                                                                | VLO 4.5 03/15/28                                                                                                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     7970000 | PA      | $7968240.14    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                       | LNT 4.1 09/26/28                                                                                                                                       | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3236350.59    | 0.01%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AURIUM CLO II DAC                                                                        | ACLO 2A A2RR                                                                                                                                           | CUSIP: 000000000<br>LEI: 213800HRTED9UC792482 | Long             | ABS-O            | CORP              | IE        |    14000000 | PA      | $16325990.25   | 0.03%             | 2034-06-22      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                | OXY 7.5 05/01/31                                                                                                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       43000 | PA      | $47877.87      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2014-GC22                                                   | GSMS 2014-GC22 XB                                                                                                                                      | CUSIP: 36253BAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    37110000 | PA      | $163911.16     | 0.00%             | 2047-06-12      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ORIENTAL REPUBLIC OF URUGUAY                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-43614.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                                      | NLT 2025-INV1 XS                                                                                                                                       | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   148017463 | PA      | $3700436.58    | 0.01%             | 2070-02-25      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR QD7058                                                                                                                                              | CUSIP: 3133B4ZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3034268 | PA      | $2663574.95    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V2.545 11/08/32                                                                                                                                    | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   105105000 | PA      | $93504441.53   | 0.18%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                          | ADAHEA 4.625 08/01/29 144A                                                                                                                             | CUSIP: 00653VAC5<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $967153.88     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                         | FHMS K735 X1                                                                                                                                           | CUSIP: 3137FMU83<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    96307457 | PA      | $2311.38       | 0.00%             | 2026-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH ALLIANCE                                                                | ASCHEA 3.106 11/15/39 B                                                                                                                                | CUSIP: 04352EAB1<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     4680000 | PA      | $3687467.46    | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                                                   | PLNIJ 1.875 11/05/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    10974000 | PA      | $11377998.44   | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                              | ED 4.3 12/01/56 C                                                                                                                                      | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2259461.69    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| JOHN SEVIER COMBINED CYCLE GEN LLC                                                       | JSCCGL 4.626 01/15/42                                                                                                                                  | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1342215 | PA      | $1293034.60    | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                       | ZEGLN 8.625 07/15/29 144A                                                                                                                              | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     6275000 | PA      | $6574003.75    | 0.01%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-224.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K069 X1                                                                                                                                           | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   490786123 | PA      | $1997401.36    | 0.00%             | 2027-09-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                                   | MSC 2017-H1 A4                                                                                                                                         | CUSIP: 61691JAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    51175000 | PA      | $50632826.46   | 0.10%             | 2050-06-17      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 5.375 04/01/38                                                                                                                                    | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     6070000 | PA      | $5456500.99    | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                         | DUK 2.65 09/01/26                                                                                                                                      | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    12485000 | PA      | $12416921.28   | 0.02%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                             | CHTR 5.375 06/01/29 144A                                                                                                                               | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17232000 | PA      | $16969586.03   | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                                   | AES 4.25 05/01/30                                                                                                                                      | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6127649.21    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V2.239 07/21/32 GMTN                                                                                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    95450000 | PA      | $83991566.83   | 0.16%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                         | MO 4.25 08/09/42                                                                                                                                       | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    15984000 | PA      | $13052396.86   | 0.02%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                                      | NLT 2025-INV1 B3                                                                                                                                       | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2979124 | PA      | $2758178.76    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Goodleap Home Improvement Solutions Trust 2025-2                                         | GDLP 2025-2A A                                                                                                                                         | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19481710 | PA      | $19545006.44   | 0.04%             | 2049-06-21      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS VIRGIN MEDIA FINANCE PLC                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-58230.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                               | TIAAGL 5.85 04/15/34 144A                                                                                                                              | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4510000 | PA      | $4642273.73    | 0.01%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 5.65 09/01/34                                                                                                                                      | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7158409.44    | 0.01%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIONAL AIRPORT LTD                                                  | GMRLIN 4.25 10/27/27 144A                                                                                                                              | CUSIP: 36256WAA2<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     2275000 | PA      | $2243150.00    | 0.00%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 1.65 03/03/33 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     3888000 | PA      | $3804527.31    | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VANTAGE ORACLE TX - UNFUNDED                                                             | VANTAGE ORACLE TX - UNFUNDED                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    61986630 | PA      | $61986630.47   | 0.12%             | 2030-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTERNATIONAL BV                                                               | IBESM 6.75 09/15/33                                                                                                                                    | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       15000 | PA      | $16445.04      | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                                      | NLT 2025-INV1 B1                                                                                                                                       | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6037471 | PA      | $5952688.00    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4400                                                                                                                                              | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10463637 | PA      | $9210863.50    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GREECE 5.2 07/17/34                                                                                                                                    | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   191900000 | PA      | $238797313.59  | 0.45%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                       | ABIBB 8.2 01/15/39                                                                                                                                     | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      445000 | PA      | $561065.66     | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $174791.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 5.375 05/01/47                                                                                                                                    | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    19064000 | PA      | $15281200.28   | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2018-59 PZ                                                                                                                                         | CUSIP: 38380WKZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     7119405 | PA      | $6661139.05    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                         | FHMS K093 X1                                                                                                                                           | CUSIP: 3137FMCT7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   372741221 | PA      | $8905085.96    | 0.02%             | 2029-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C47                                           | WFCM 2018-C47 A3                                                                                                                                       | CUSIP: 95002DBD0<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-O            | CORP              | US        |    37090196 | PA      | $36829967.15   | 0.07%             | 2061-09-16      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| OFSI BSL CLO XI LTD                                                                      | OFSBS 2021-10A BR                                                                                                                                      | CUSIP: 67115PAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25650000 | PA      | $25699943.12   | 0.05%             | 2034-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                                | AGCO 5.45 03/21/27                                                                                                                                     | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2156164.42    | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                                      | NLT 2025-INV1 B2                                                                                                                                       | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4751062 | PA      | $4610524.16    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B3 - UNFUNDED                                                                 | CLOUDHQ VA B3 - UNFUNDED                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9701692 | PA      | $9701692.00    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | EPD 4.25 02/15/48                                                                                                                                      | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5593000 | PA      | $4532003.94    | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                          | TMHC 5.75 01/15/28 144A                                                                                                                                | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     6683000 | PA      | $6745004.71    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ICELAND BONDCO PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-55435.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 05/15/44                                                                                                                                           | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   133725000 | PA      | $52495057.05   | 0.10%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8128                                                                                                                                              | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3336352 | PA      | $2696278.16    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY (THE)                                                           | JHUNIV 2.813 01/01/60 A                                                                                                                                | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     8040000 | PA      | $4618619.03    | 0.01%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: —       |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                             | BHRAIN 7 10/12/28 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    10000000 | PA      | $10100100.00   | 0.02%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V4.431 01/23/30 GMTN                                                                                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10525000 | PA      | $10473856.86   | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   186500000 | PA      | $187223731.90  | 0.36%             | 2056-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                                                            | FTSCN 5.2 09/15/34                                                                                                                                     | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    24470000 | PA      | $24676676.41   | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)                                     | NY NYCUTL 5.88 06/15/2044                                                                                                                              | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      920000 | PA      | $922951.02     | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tcw Clo 2020-1 Ltd / Tcw Clo 2020-1 LLC                                                  | TCW 2020-1A A1R3                                                                                                                                       | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3249216.43    | 0.01%             | 2034-04-20      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                             | ATDBCN 5.267 02/12/34 144a                                                                                                                             | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     7193000 | PA      | $7248824.15    | 0.01%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COSTA RICA                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $22799.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 3.95 04/23/27                                                                                                                                       | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16325000 | PA      | $16283496.25   | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                              | AKERBP 4 01/15/31 144A                                                                                                                                 | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    12010000 | PA      | $11525314.83   | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                            | JEF 2.75 10/15/32                                                                                                                                      | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    39020000 | PA      | $33129669.46   | 0.06%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2018-1 LLC                                                                    | CLVR 2018-1A A1RR                                                                                                                                      | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    35390000 | PA      | $35390000.00   | 0.07%             | 2037-04-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage-backed Securities Trust 2026-PJ1                                             | GSMBS 2026-CES2 A1A                                                                                                                                    | CUSIP: 362980AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29800000 | PA      | $29726212.22   | 0.06%             | 2056-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8129                                                                                                                                              | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1996828 | PA      | $1690712.36    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                   | CNP 2.95 03/01/30                                                                                                                                      | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    22696000 | PA      | $21328213.59   | 0.04%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH ALLIANCE                                                                | ASCHEA 2.532 11/15/29 B                                                                                                                                | CUSIP: 04352EAA3<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    29625000 | PA      | $27854077.85   | 0.05%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-10                                                         | AOMT 2025-10 A1                                                                                                                                        | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-O            | CORP              | US        |    16863754 | PA      | $16800007.22   | 0.03%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM8                                 | MSRM 2025-NQM8 A1                                                                                                                                      | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15611815 | PA      | $15546024.12   | 0.03%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-388529.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APTIV PLC/APTIV GLOBAL FINANCING DAC                                                     | APTV V6.875 12/15/54                                                                                                                                   | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     4965000 | PA      | $5076712.50    | 0.01%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| RUTGERS THE STATE UNIVERSITY (NJ)                                                        | NJ RUTHGR 5.67 05/01/2040                                                                                                                              | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     1350000 | PA      | $1369225.80    | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIE 6.75 03/15/33 144A                                                                                                                              | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     3970000 | PA      | $4138876.61    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | EPD 4.9 05/15/46                                                                                                                                       | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    18296000 | PA      | $16350870.67   | 0.03%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPITAL COMPANY LLC                                                    | MWXCAP 4.625 04/01/29 144A                                                                                                                             | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4413000 | PA      | $4388031.62    | 0.01%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA5419                                                                                                                                              | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1789799 | PA      | $1765181.56    | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                                           | GSKY 2024-1 A4                                                                                                                                         | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11990169 | PA      | $12147668.75   | 0.02%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                | OXY 7.95 06/15/39                                                                                                                                      | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1889487.65    | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                              | EQNR 3.7 04/06/50                                                                                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    16725000 | PA      | $12473715.74   | 0.02%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8239                                                                                                                                              | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    41217007 | PA      | $40821684.39   | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6833.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1816.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                             | CHTR 5.125 05/01/27 144A                                                                                                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1324000 | PA      | $1323891.85    | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                          | SRE 4.3 01/15/49 VV                                                                                                                                    | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     7470000 | PA      | $5933773.98    | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8571                                                                                                                                              | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7107150 | PA      | $7303667.27    | 0.01%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B3 QUICK - UNFUNDED                                                           | CLOUDHQ VA B3 QUICK - UNFUNDED                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8063031 | PA      | $8063030.81    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ONEOK INC                                                                                | OKE 6.5 09/01/30 144A                                                                                                                                  | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    32345000 | PA      | $34165292.04   | 0.06%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP LTD                                                               | TALKLN 11.75 03/01/28 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |    13167057 | PA      | $17.92         | 0.00%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIE 4.8 05/15/30 144A                                                                                                                               | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     3015000 | PA      | $2938521.62    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 6.484 10/23/45                                                                                                                                    | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     7251000 | PA      | $6675962.01    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                                           | GSKY 2024-1 A3                                                                                                                                         | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6300000 | PA      | $6396279.12    | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                                                       | AZORRA 7.75 04/15/30 144A                                                                                                                              | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     3000000 | PA      | $3104055.00    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2982.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4495                                                                                                                                              | CUSIP: 31418D7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2009265 | PA      | $1831987.25    | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                                      | NLT 2025-INV1 AIOS                                                                                                                                     | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   148017463 | PA      | $868033.61     | 0.00%             | 2070-02-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MA)                                               | MASSIN 3.885 07/01/16                                                                                                                                  | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    18113000 | PA      | $12265349.33   | 0.02%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CIM TRUST 2025-I1                                                                        | CIM 2025-I1 A1                                                                                                                                         | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3598942 | PA      | $3623665.51    | 0.01%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CSMC 2018-RPL4 TRUST                                                                     | CSMC 2018-RPL4 PT                                                                                                                                      | CUSIP: 12653MAM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12824031 | PA      | $11974272.65   | 0.02%             | 2058-04-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| OFSI BSL CLO XI LTD                                                                      | OFSBS 2022-11A A1RR                                                                                                                                    | CUSIP: 67115PBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    53800000 | PA      | $53913044.56   | 0.10%             | 2038-03-31      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES K-096                            | FHMS K096 XAM                                                                                                                                          | CUSIP: 3137FNBC3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    56489000 | PA      | $2279297.26    | 0.00%             | 2029-07-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS0893                                                                                                                                              | CUSIP: 3140XF7F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      575904 | PA      | $505545.50     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | 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        |    76010000 | PA      | $75705960.00   | 0.14%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital XV Ltd.                                                               | WOODS 2017-15A A1R3                                                                                                                                    | CUSIP: 66860GBJ2<br>LEI: 549300YIKFTAGHX8G333 | Long             | ABS-CBDO         | CORP              | US        |   138750000 | PA      | $139068181.50  | 0.26%             | 2038-03-22      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS UNITED AIRLINES HOLDINGS INC                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5807.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                    | LNC 3.05 01/15/30                                                                                                                                      | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     6963000 | PA      | $6539083.68    | 0.01%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| MGM RESORTS INTERNATIONAL                                                                | MGM 5.5 04/15/27                                                                                                                                       | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     9882000 | PA      | $9903579.06    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B3 QUICK                                                                      | CLOUDHQ VA B3 QUICK                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12630417 | PA      | $12630417.19   | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-B                                                    | MFIT 2025-BA A                                                                                                                                         | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25600000 | PA      | $25475215.36   | 0.05%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2014-USA                                                                      | CSMC 2014-USA A2                                                                                                                                       | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    94640000 | PA      | $88119966.48   | 0.17%             | 2037-09-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                                          | ARGID 12 12/01/30 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     3100000 | PA      | $3244943.73    | 0.01%             | 2030-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                          | CNR 8.75 08/01/28 144A                                                                                                                                 | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1228338.23    | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 MORTGAGE TRUST                                                            | COMM 2017-COR2 A2                                                                                                                                      | CUSIP: 12595EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    74026784 | PA      | $73448309.26   | 0.14%             | 2050-09-12      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4493                                                                                                                                              | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14575763 | PA      | $12300241.08   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 5.5 07/15/44                                                                                                                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    15095000 | PA      | $14649283.79   | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -747130000 | OU      | $-1126375.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS 2016-ETC MORTGAGE TRUST                                                            | BBCMS 2016-ETC E                                                                                                                                       | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13900000 | PA      | $13763671.58   | 0.03%             | 2036-08-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2004-FM1                               | ACE 2003-HE1 M1                                                                                                                                        | CUSIP: 004421DA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      248522 | PA      | $256142.42     | 0.00%             | 2033-11-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SOMPO INTERNATIONAL HOLDINGS LTD                                                         | ENH 7 07/15/34                                                                                                                                         | CUSIP: 29267HAA7<br>LEI: 54930073OSJENOG1DL54 | Long             | DBT              | CORP              | BM        |      525000 | PA      | $577077.32     | 0.00%             | 2034-07-15      | Fixed         | 7.00%                 | 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        |     7754075 | PA      | $7780018.03    | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                  | HCA 7.75 07/15/36 MTN                                                                                                                                  | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    20300000 | PA      | $23253213.55   | 0.04%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | EPD V0 08/16/77 D                                                                                                                                      | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     9502000 | PA      | $9459303.24    | 0.02%             | 2077-08-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4494                                                                                                                                              | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3979804 | PA      | $3510674.14    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                             | UAL 4.875 03/01/29                                                                                                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14813391.94   | 0.03%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 254515                                                                                                                                              | CUSIP: 31371KVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1098 | PA      | $1127.12       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                       | VICI 4.25 12/01/26 144A                                                                                                                                | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    13075000 | PA      | $13044666.75   | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                    | SGD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-959.11       | -0.00%            |  |  |  | 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        |    37064397 | PA      | $37021405.53   | 0.07%             | 2065-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                               | ABBV 4.55 03/15/35                                                                                                                                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    33384000 | PA      | $32376009.05   | 0.06%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                          | SRE 4.125 06/01/48 UU                                                                                                                                  | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     5260000 | PA      | $4052216.61    | 0.01%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.875 12/31/32                                                                                                                                       | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   441610000 | PA      | $433571317.97  | 0.82%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-2                                                        | VERUS 2024-2 A1                                                                                                                                        | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-O            | CORP              | US        |     4230952 | PA      | $4255377.80    | 0.01%             | 2069-02-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                         | AIG 1.875 06/21/27                                                                                                                                     | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    29631000 | PA      | $34323794.09   | 0.07%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                           | PCG 5.8 05/15/34                                                                                                                                       | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     9880000 | PA      | $10126633.57   | 0.02%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | OMF 3.875 09/15/28                                                                                                                                     | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    10325000 | PA      | $9980823.40    | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 5.5 04/15/64                                                                                                                                       | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    30370000 | PA      | $27921466.95   | 0.05%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3 02/15/49                                                                                                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $721875.00     | 0.00%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS ARAB REPUBLIC OF EGYPT                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $454097.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                | MGM 4.75 10/15/28                                                                                                                                      | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7826187.27    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO IX DAC                                                                  | INVSC 9A AR                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400ML4YCTUEI2O180 | Long             | ABS-O            | CORP              | IE        |    40000000 | PA      | $46945619.74   | 0.09%             | 2038-07-20      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                              | ENOIGA 5.875 03/30/31                                                                                                                                  | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      140000 | PA      | $133525.00     | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                                        | ABXCN 5.75 05/01/43                                                                                                                                    | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11880000 | PA      | $11842858.37   | 0.02%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ST. PAUL'S CLO VII DAC                                                                   | SPAUL 7A ARR                                                                                                                                           | CUSIP: 000000000<br>LEI: 635400XNW8X824E1MY52 | Long             | ABS-O            | CORP              | IE        |    45006550 | PA      | $52803761.27   | 0.10%             | 2034-07-18      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | EPD 4.95 10/15/54                                                                                                                                      | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1152000 | PA      | $1011990.78    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA 6.625 11/15/30                                                                                                                                    | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    30000000 | PA      | $33179522.63   | 0.06%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA6                                                  | STACR 2020-DNA6 B1                                                                                                                                     | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-O            | USGSE             | US        |      400000 | PA      | $425234.24     | 0.00%             | 2050-12-27      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                | HBAN V5.709 02/02/35                                                                                                                                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    17135000 | PA      | $17552190.63   | 0.03%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4182                                                                                                                                              | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    50726822 | PA      | $40960212.89   | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1428417.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C44                                           | WFCM 2018-C44 A4                                                                                                                                       | CUSIP: 95001JAW7<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-O            | CORP              | US        |    19054246 | PA      | $18858234.60   | 0.04%             | 2051-05-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE AUTHORITY (NJ)                                                       | NJ NJSTRN 7.1 01/01/2041                                                                                                                               | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    15953000 | PA      | $18234739.56   | 0.03%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| EG Finco Limited                                                                         | EG FINCO LTD                                                                                                                                           | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |    49261607 | PA      | $57737833.53   | 0.11%             | 2031-02-10      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                 | T 2.25 02/01/32                                                                                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    40020000 | PA      | $34906908.28   | 0.07%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES1                                                            | RCKT 2024-CES1 A1A                                                                                                                                     | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5441968 | PA      | $5465805.58    | 0.01%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.375 11/30/27                                                                                                                                       | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   350055000 | PA      | $347361217.38  | 0.66%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                | HBAN V6.208 08/21/29                                                                                                                                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     9560000 | PA      | $9892816.59    | 0.02%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                      | ALA 2025-OANA A                                                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16110000 | PA      | $16170412.50   | 0.03%             | 2040-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO V DAC                                                                         | HNLY 5A B2                                                                                                                                             | CUSIP: 000000000<br>LEI: 635400ZOTQYJU4ZHCC58 | Long             | ABS-O            | CORP              | IE        |    15000000 | PA      | $16514758.95   | 0.03%             | 2034-10-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V3 MORTGAGE TRUST                                                         | BMARK 2023-V3 A3                                                                                                                                       | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20000000 | PA      | $20640208.00   | 0.04%             | 2056-07-17      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22348.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4564                                                                                                                                              | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   345183177 | PA      | $302966701.52  | 0.57%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AD7134                                                                                                                                              | CUSIP: 31418U4U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      353515 | PA      | $357838.61     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                                   | BCULC 4 10/15/30 144A                                                                                                                                  | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2200000 | PA      | $2092750.00    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVOCA CLO XI DAC                                                                         | AVOCA 11A ARRR                                                                                                                                         | CUSIP: 000000000<br>LEI: 635400ZMWQZGBPHKHU66 | Long             | ABS-O            | CORP              | IE        |    91000000 | PA      | $106773740.63  | 0.20%             | 2038-10-15      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                          | PM 5.25 02/13/34                                                                                                                                       | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4551000 | PA      | $4634959.48    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                                         | Bayview Opportunity Master Fund VII Trust 2024-CAR1F                                                                                                   | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2334532 | PA      | $2339318.00    | 0.00%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                           | NRG 5.25 06/15/29 144A                                                                                                                                 | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     7560000 | PA      | $7531210.76    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                     | CLF 4.625 03/01/29 144A                                                                                                                                | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1928221.29    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                                                      | SPRIND 6.5 10/06/29 *                                                                                                                                  | CUSIP: 78500CAF1<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     3813043 | PA      | $1142529.94    | 0.00%             | 2029-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA3939                                                                                                                                              | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35682 | PA      | $32730.32      | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | SWOP CDS ITRAXX.XO.44.V1                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   800000000 | OU      | $18018627.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MA)                                               | MASSIN 4.678 07/01/14                                                                                                                                  | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2443085.26    | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CDR Firefly Bidco Plc                                                                    | CD&R FIREFLY BIDCO PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |    35950000 | PA      | $48935594.95   | 0.09%             | 2029-04-29      | Floating      | 8.48%                 | 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        |    10195000 | PA      | $10869557.27   | 0.02%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-FIX1                                                      | TPMT 2025-FIX1 A1                                                                                                                                      | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |    13083222 | PA      | $12971824.80   | 0.02%             | 2065-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 774999                                                                                                                                              | CUSIP: 31404P7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1288 | PA      | $1295.41       | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 425024                                                                                                                                              | CUSIP: 36206YD57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12669 | PA      | $12943.62      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.875 05/15/49                                                                                                                                       | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   152000000 | PA      | $106851250.00  | 0.20%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                   | SRE 3.8 02/01/38                                                                                                                                       | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     5485000 | PA      | $4635455.73    | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| LENDMARK FUNDING TRUST 2020-2                                                            | LFT 2020-2A A                                                                                                                                          | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7772075 | PA      | $7699391.16    | 0.01%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| CONTEGO CLO V DAC                                                                        | CONTE 5A AR                                                                                                                                            | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-O            | CORP              | IE        |   102050000 | PA      | $119658062.42  | 0.23%             | 2037-10-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $382151.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5                                       | JPMDB 2017-C5 A4                                                                                                                                       | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19945007 | PA      | $19814291.34   | 0.04%             | 2050-03-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 02/15/41                                                                                                                                           | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40230000 | PA      | $19247205.34   | 0.04%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V3.593 07/21/28 GMTN                                                                                                                               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    77865000 | PA      | $77077359.12   | 0.15%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                           | NRG 5.75 01/15/28                                                                                                                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    12825000 | PA      | $12849707.12   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 2.125 12/01/30 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    12350000 | PA      | $10790812.50   | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                         | FHMS K092 XAM                                                                                                                                          | CUSIP: 3137FLYZ1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    53046000 | PA      | $1461534.00    | 0.00%             | 2029-04-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8233                                                                                                                                              | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8433204 | PA      | $8315498.33    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                          | BANK 2019-BN20 A2                                                                                                                                      | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    48567548 | PA      | $45882151.54   | 0.09%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                | MGM 6.125 09/15/29                                                                                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    26757000 | PA      | $27126389.01   | 0.05%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A24436                                                                                                                                              | CUSIP: 31297B4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1317 | PA      | $1325.17       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-33552.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-1059542.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                   | SRE 3.4 02/01/28                                                                                                                                       | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     7758000 | PA      | $7611513.44    | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: A2                                                             | HPS SLF VI GP - UNFUNDED: A2                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10297566 | PA      | $10297566.00   | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| NASSAU EURO CLO IV DAC                                                                   | NGCE 4A A1R                                                                                                                                            | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-O            | CORP              | IE        |    52200000 | PA      | $61171346.65   | 0.12%             | 2038-07-20      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 10 DAC                                                                 | TCLO 10A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 6354001HJSVF7BJWDP89 | Long             | ABS-O            | CORP              | IE        |   149000000 | PA      | $174330691.82  | 0.33%             | 2038-04-15      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V3.35 03/02/33 MTN                                                                                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    41995000 | PA      | $38660014.01   | 0.07%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NASSAU EURO CLO III DAC                                                                  | NGCE 3A AR                                                                                                                                             | CUSIP: 000000000<br>LEI: 549300EIADBLUQHC0A87 | Long             | ABS-O            | CORP              | IE        |    53930000 | PA      | $63389064.08   | 0.12%             | 2039-10-15      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                                 | HILCRP 8.375 11/01/33 144A                                                                                                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1708000 | PA      | $1829772.30    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                       | VICI 4.125 08/15/30 144A                                                                                                                               | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23984.72      | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.75 11/30/32                                                                                                                                        | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   838790000 | PA      | $818016841.41  | 1.55%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                                              | ASH 6.875 05/15/43                                                                                                                                     | CUSIP: 044209AM6<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    11140000 | PA      | $11028579.77   | 0.02%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS KINGDOM OF MOROCCO                                                                                                                                 | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53607.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2023-C5 MORTGAGE TRUST                                                               | BMO 2023-C5 A2                                                                                                                                         | CUSIP: 055988AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23877066 | PA      | $24313387.98   | 0.05%             | 2056-06-16      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| RAVENSDALE PARK CLO DAC                                                                  | RAVPK 1A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 635400MNQH1BW5SAW895 | Long             | ABS-O            | CORP              | IE        |   131500000 | PA      | $153810560.19  | 0.29%             | 2038-04-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 9 DAC                                                                  | TCLO 9A A                                                                                                                                              | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-O            | CORP              | IE        |    98750000 | PA      | $116042531.77  | 0.22%             | 2037-04-15      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| OWENS BROCKWAY GLASS CONTAINER INC                                                       | OI 6.625 05/13/27 144A                                                                                                                                 | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      375000 | PA      | $375128.64     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4135 AI                                                                                                                                            | CUSIP: 3137AWAJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     5177079 | PA      | $624396.11     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 01/31/33                                                                                                                                           | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   902955000 | PA      | $892726212.89  | 1.69%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V6.342 10/18/33                                                                                                                                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10703670.38   | 0.02%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | OMF 6.625 05/15/29                                                                                                                                     | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    14255000 | PA      | $14511762.16   | 0.03%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                               | TACHEM 3.2 09/23/26                                                                                                                                    | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     1587000 | PA      | $1580315.87    | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                                                   | SRE 4 02/01/48                                                                                                                                         | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $6177137.34    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-16137.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    86500000 | PA      | $88302013.85   | 0.17%             | 2056-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 5.25 02/15/31 144A                                                                                                                               | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    20329000 | PA      | $12074816.13   | 0.02%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING 2018-II LTD                                                                 | CIFC 2018-2A A1R                                                                                                                                       | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    56010000 | PA      | $56123134.60   | 0.11%             | 2037-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HOLDINGS INC                                                         | RE 3.5 10/15/50                                                                                                                                        | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    27295000 | PA      | $18230357.72   | 0.03%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                                   | CMLTI 2024-RP2 B4                                                                                                                                      | CUSIP: 173106AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4426807 | PA      | $468257.96     | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V3.65 PERP KK                                                                                                                                      | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    28750000 | PA      | $28705195.29   | 0.05%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1.625 11/15/50                                                                                                                                       | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1145000000 | PA      | $590032812.50  | 1.12%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R05                                             | CAS 2023-R05 1M2                                                                                                                                       | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    20500000 | PA      | $21178314.25   | 0.04%             | 2043-06-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS2805                                                                                                                                              | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      798797 | PA      | $671769.51     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45                                           | WFCM 2018-C45 A3                                                                                                                                       | CUSIP: 95001NAX6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-O            | CORP              | US        |    23153893 | PA      | $22865272.81   | 0.04%             | 2051-06-16      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DEUTSCHE LUFTHANSA AG                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7222.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 5 07/31/40 S29                                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1185601 | PA      | $901765.36     | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                                         | NEW GENERATION GAS GATHERING LLC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8189189 | PA      | $8066351.17    | 0.02%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V2.802 01/25/52 MTN                                                                                                                                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    28692000 | PA      | $17487291.01   | 0.03%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 2241 PH                                                                                                                                            | CUSIP: 3133TPF87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |        4845 | PA      | $5022.10       | 0.00%             | 2030-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                           | SNX 1.75 08/09/26                                                                                                                                      | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19845891.70   | 0.04%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                    | BATSLN 7.25 06/15/37                                                                                                                                   | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      983000 | PA      | $1115755.23    | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 931565                                                                                                                                              | CUSIP: 31412P6A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1349001 | PA      | $1365493.81    | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                                   | CMLTI 2024-RP2 B3                                                                                                                                      | CUSIP: 173106AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2444065 | PA      | $397577.52     | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                | MEXCAT 4.25 10/31/26 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $997880.00     | 0.00%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 5 02/15/29 144A                                                                                                                                  | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141634.00     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF KAZAKHSTAN                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-20882.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONUMENT CLO 3 DAC                                                                       | MNMNT 3A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900274MJH69SRXW98 | Long             | ABS-O            | CORP              | IE        |    75650000 | PA      | $88944307.54   | 0.17%             | 2038-04-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-5C1                              | MSBAM 2025-5C1 A3                                                                                                                                      | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    42000000 | PA      | $43301185.20   | 0.08%             | 2058-03-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 603674                                                                                                                                              | CUSIP: 36200KT72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3124 | PA      | $3178.44       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GAZ FINANCE PLC                                                                          | GAZPRU 1.5 02/17/27 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     1367000 | PA      | $1203284.66    | 0.00%             | 2027-02-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4414                                                                                                                                              | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19945323 | PA      | $16829161.17   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2006-I TRUST                                                     | BAFC 2006-I 4A1                                                                                                                                        | CUSIP: 05951VAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       16277 | PA      | $13206.63      | 0.00%             | 2046-10-20      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                           | NRG 5.75 01/15/34 144A                                                                                                                                 | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    12530000 | PA      | $12437278.27   | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FUND                                                               | BLACKSTONE PRIVATE CR FUND                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    43775000 | PA      | $43621831.28   | 0.08%             | 2027-05-03      | Fixed         | 5.61%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                                   | CMLTI 2024-RP2 SA                                                                                                                                      | CUSIP: 173106AK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      121539 | PA      | $111141.90     | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                                          | ARGID 9.5 12/01/30 144A                                                                                                                                | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     9127056 | PA      | $9680338.13    | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-92055.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1.875 02/15/51                                                                                                                                       | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   664760000 | PA      | $364579312.50  | 0.69%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                                   | CMLTI 2024-RP2 X                                                                                                                                       | CUSIP: 173106AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   125911573 | PA      | $12591.16      | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CAMERON INTERNATIONAL CORP                                                               | SLB 5.95 06/01/41                                                                                                                                      | CUSIP: 13342BAF2<br>LEI: P2PV5Z2Z2UKRY3P3V155 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2768237.10    | 0.01%             | 2041-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 4.875 06/01/28 144A                                                                                                                              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     3242000 | PA      | $3035322.50    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)                       | IBRD 2.7 12/28/37 MTN                                                                                                                                  | CUSIP: 45905UR71<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    28208000 | PA      | $22438815.22   | 0.04%             | 2037-12-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 3.85 04/01/61                                                                                                                                     | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     7970000 | PA      | $4606539.37    | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MOSAIC COMPANY (THE)                                                                     | MOS 5.625 11/15/43                                                                                                                                     | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     3376000 | PA      | $3156700.43    | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-L3                                                   | MSC 2019-L3 A3                                                                                                                                         | CUSIP: 61691UBD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35029934 | PA      | $33315915.87   | 0.06%             | 2052-11-18      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                     | LVS 3.9 08/08/29                                                                                                                                       | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2171026.54    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS 4.8 07/08/44 MTN                                                                                                                                    | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $11284044.01   | 0.02%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CMA CGM SA                                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1526.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.125 02/15/36                                                                                                                                       | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       75000 | PA      | $73423.83      | 0.00%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 0.67 12/31/38 par8                                                                                                                              | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   402629000 | PA      | $385770.82     | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B2 - UNFUNDED                                                                 | CLOUDHQ VA B2 - UNFUNDED                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8728109 | PA      | $8728109.00    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| U.S. INTERNATIONAL DEVELOPMENT FINANCE CORP                                              | DFC 3.25 10/15/30                                                                                                                                      | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | ABS-O            | USGA              | US        |     1040000 | PA      | $1012867.46    | 0.00%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                                         | NEW GENERATION GAS GATHERING LLC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2047297 | PA      | $2016587.55    | 0.00%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                               | CNHI 5.1 04/20/29                                                                                                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6380031.41    | 0.01%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| HILTON DOMESTIC OPERATING COMPANY INC                                                    | HLT 3.625 02/15/32 144A                                                                                                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3667988.83    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                             | CABKSM V6.84 09/13/34 144A                                                                                                                             | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    61848000 | PA      | $67487795.42   | 0.13%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| COMM 2016-COR1 MORTGAGE TRUST                                                            | COMM 2016-COR1 A4                                                                                                                                      | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6400000 | PA      | $6372434.56    | 0.01%             | 2049-10-13      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                | CZR 7 02/15/30 144A                                                                                                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    15830000 | PA      | $16065946.75   | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS CDX.EM.36.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-914533.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                        | STATE STREET CORP DEPOSITARY SHARES, EACH REPRESENTING A 1/4,000TH OWNERSHIP INTEREST IN A SHARE OF FIXED-TO-FLOATING RATE NON-CUMULATIVE PERPETUAL PR | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |      315000 | NS      | $7011900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS-KNIGHTON MEDICAL CENTER                                                           | KNIGHT 4.813 09/01/48 2018                                                                                                                             | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1345671.18    | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                             | SUI 2.7 07/15/31                                                                                                                                       | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    12359000 | PA      | $11121057.83   | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST        | WAMU 2004-AR10 A3                                                                                                                                      | CUSIP: 92922FWZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      628237 | PA      | $609942.41     | 0.00%             | 2044-07-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 8.375 02/15/27                                                                                                                                   | CUSIP: 195325AL9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      900000 | PA      | $916272.00     | 0.00%             | 2027-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 5.375 01/21/29                                                                                                                                   | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    27270000 | PA      | $27110470.50   | 0.05%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                       | CVECN 6.75 11/15/39                                                                                                                                    | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     3008000 | PA      | $3270147.20    | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                           | BVCLN 2024-EDU1 A                                                                                                                                      | CUSIP: 07336PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18170795 | PA      | $18284004.44   | 0.03%             | 2047-06-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 5.7 11/01/54                                                                                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4240000 | PA      | $3865208.91    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                            | C V2.666 01/29/31                                                                                                                                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   195755000 | PA      | $182043549.23  | 0.35%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2150211.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                               | CNHI 5.5 01/12/29                                                                                                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2177874.84    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| OCTAGON 66 LTD                                                                           | OCT66 2022-1A A1R2                                                                                                                                     | CUSIP: 67577WBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    77500000 | PA      | $77418090.25   | 0.15%             | 2037-02-17      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.84 01/23/30                                                                                                                                    | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      281000 | PA      | $286198.50     | 0.00%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                                 | ISRELE 7.75 12/15/27 REGS                                                                                                                              | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     8000000 | PA      | $8323920.00    | 0.02%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                       | BX 2025-ARIA A                                                                                                                                         | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   100000000 | PA      | $100673910.00  | 0.19%             | 2042-12-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                 | WYNFIN 6.25 03/15/33 144A                                                                                                                              | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5530000 | PA      | $5555735.92    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                   | FANG 3.25 12/01/26                                                                                                                                     | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    51435000 | PA      | $51173031.48   | 0.10%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                             | CABKSM V6.037 06/15/35 144A                                                                                                                            | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    52618000 | PA      | $54756006.15   | 0.10%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                                   | CMLTI 2024-RP2 M2                                                                                                                                      | CUSIP: 173106AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4518428 | PA      | $3487234.17    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                | CZR 4.625 10/15/29 144A                                                                                                                                | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    58143000 | PA      | $56111218.23   | 0.11%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK SECURITIES INC.                                                            | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-228466.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                                       | RADIATE HOLDCO LLC                                                                                                                                     | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |   120420467 | PA      | $109565766.52  | 0.21%             | 2029-09-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V2.58 04/22/32                                                                                                                                     | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19240000 | PA      | $17411836.35   | 0.03%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.5 01/15/29                                                                                                                                         | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      295000 | PA      | $291934.77     | 0.00%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                       | CIFR 7.125 11/15/30 144A                                                                                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15918000 | PA      | $16507228.98   | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHLMC 0 11/15/38 1                                                                                                                                     | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1480000 | PA      | $801336.86     | 0.00%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hut 8 DC LLC                                                                             | HUTRBA 6.192 11/15/42 144A                                                                                                                             | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | CA        |    19095000 | PA      | $19253040.34   | 0.04%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 677108                                                                                                                                              | CUSIP: 36295QGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          85 | PA      | $85.27         | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                               | HEI 5.25 08/01/28                                                                                                                                      | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9925925.80    | 0.02%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 5.05 11/01/34                                                                                                                                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    15916000 | PA      | $15586321.12   | 0.03%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| VENTURE 28A CLO LTD                                                                      | VENTR 2017-28AA A1RR                                                                                                                                   | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |    37450000 | PA      | $37456853.35   | 0.07%             | 2034-10-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $62528.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                    | ZAR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-345330.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA LTD (THE)                                                    | EXIMBK 3.875 02/01/28 144A                                                                                                                             | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    11845000 | PA      | $11723114.95   | 0.02%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                        | H 5.4 12/15/35                                                                                                                                         | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    20650000 | PA      | $20427978.85   | 0.04%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                           | MS V1.794 02/13/32 MTN                                                                                                                                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    69925000 | PA      | $60843143.43   | 0.12%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL4                                                           | LHOME 2024-RTL4 A1                                                                                                                                     | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28250000 | PA      | $28320240.80   | 0.05%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                           | PK 4.875 05/15/29 144A                                                                                                                                 | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    16450000 | PA      | $15991175.37   | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                                   | COXENT 5.45 09/01/34 144A                                                                                                                              | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    48652000 | PA      | $46764680.61   | 0.09%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                 | WYNFIN 7.125 02/15/31 144A                                                                                                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1271359.61    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)                       | IBRD V7 11/28/34 GDIF                                                                                                                                  | CUSIP: 45905UQU1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      273000 | PA      | $187386.83     | 0.00%             | 2034-11-28      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | EPD 3.2 02/15/52                                                                                                                                       | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    42775000 | PA      | $27992400.62   | 0.05%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4208                                                                                                                                              | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    45186538 | PA      | $36486507.56   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS PACIFIC LIFE GLOBAL FUNDING II                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-556745.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                                   | CMLTI 2024-RP2 M1                                                                                                                                      | CUSIP: 173106AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5925619 | PA      | $4956631.56    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TRUST                                                        | BMARK 2019-B12 A4                                                                                                                                      | CUSIP: 08162FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    81000000 | PA      | $77294946.60   | 0.15%             | 2052-08-16      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4929                                                                                                                                              | CUSIP: 31418EPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468628 | PA      | $494842.31     | 0.00%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                                   | AEE 2.95 06/15/27                                                                                                                                      | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     6045000 | PA      | $5965717.77    | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                                   | BCULC 5.625 09/15/29 144A                                                                                                                              | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1960000 | PA      | $1974366.80    | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                              | CRGYFN 7.875 04/15/32 144A                                                                                                                             | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    19720000 | PA      | $20430011.77   | 0.04%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                                                                       | SANTAN V5.552 03/14/28                                                                                                                                 | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    40600000 | PA      | $40929140.14   | 0.08%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V1.928 04/28/32 MTN                                                                                                                                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    88076000 | PA      | $76623118.41   | 0.15%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                     | CLF 6.875 11/01/29 144A                                                                                                                                | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    12710000 | PA      | $12948083.66   | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| METROPOLITAN TRANSPORTATION AUTHORITY (NY)                                               | NY MTATRN 6.69 11/15/2040                                                                                                                              | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      700000 | PA      | $761542.72     | 0.00%             | 2040-11-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF KENYA                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $296626.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2000-32 FM                                                                                                                                         | CUSIP: 31358SNY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |         200 | PA      | $200.10        | 0.00%             | 2030-10-18      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK                                                                      | CLOUDHQ VA B1 QUICK                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    30643809 | PA      | $30643808.87   | 0.06%             | 2030-01-29      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                                   | CMLTI 2024-RP2 B2                                                                                                                                      | CUSIP: 173106AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      962812 | PA      | $768820.98     | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | EPD 3.3 02/15/53                                                                                                                                       | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6055000 | PA      | $4007080.34    | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES3                                                      | TPMT 2024-CES3 A1                                                                                                                                      | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19933774 | PA      | $20092548.71   | 0.04%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS4018                                                                                                                                              | CUSIP: 3140XKPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1292364 | PA      | $1136817.34    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 3889 DZ                                                                                                                                            | CUSIP: 3137ADSL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1660591 | PA      | $1613937.14    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 3795 VZ                                                                                                                                            | CUSIP: 3137A5P24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1602878 | PA      | $1547897.24    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA (CA), STATE OF                                                                | CA CAS 7.55 04/01/2039                                                                                                                                 | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1600000 | PA      | $1895004.27    | 0.00%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V0 PERP II                                                                                                                                         | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    89955000 | PA      | $89990665.51   | 0.17%             | N/A             | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1306.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G01477                                                                                                                                              | CUSIP: 31283HUA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2326 | PA      | $2385.51       | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD0935                                                                                                                                              | CUSIP: 3132DNBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2098421 | PA      | $1842316.92    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MORTGAGE TRUST                                                               | CD 2017-CD6 A4                                                                                                                                         | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    77064002 | PA      | $76122279.64   | 0.14%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                     | CLF 7.375 05/01/33 144A                                                                                                                                | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     9245000 | PA      | $9333250.36    | 0.02%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA)                                       | CA UNVHGR 4.13 05/15/2045                                                                                                                              | CUSIP: 91412GXY6<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     2250000 | PA      | $2009978.77    | 0.00%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                   | CRK 6.75 03/01/29 144A                                                                                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1098520.20    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                                   | CMLTI 2024-RP2 B1                                                                                                                                      | CUSIP: 173106AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2666865 | PA      | $2048015.78    | 0.00%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 545204                                                                                                                                              | CUSIP: 31385HU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         407 | PA      | $402.47        | 0.00%             | 2036-05-01      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1.375 08/15/50                                                                                                                                       | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   660000000 | PA      | $318759375.00  | 0.60%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                             | AVGO 3.137 11/15/35 144A                                                                                                                               | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    26909000 | PA      | $22936017.04   | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS HUB INTERNATIONAL LTD                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9652.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD5251                                                                                                                                              | CUSIP: 3132DSZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    45441139 | PA      | $38954054.18   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 05/15/41                                                                                                                                           | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34005000 | PA      | $16023807.80   | 0.03%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 5.125 07/01/49                                                                                                                                    | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    40050000 | PA      | $30626492.39   | 0.06%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VII LTD                                                                      | ELMW7 2020-4A A1RR                                                                                                                                     | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    59650000 | PA      | $59765780.65   | 0.11%             | 2037-10-19      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | ACAFP V5.222 05/27/31 144a                                                                                                                             | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    10865000 | PA      | $10987920.09   | 0.02%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2019-8 Z                                                                                                                                           | CUSIP: 3136B3W22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     2928949 | PA      | $2535046.16    | 0.00%             | 2049-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 645630                                                                                                                                              | CUSIP: 31390GHF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1666 | PA      | $1757.78       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-RPL2                                              | CHASE 2024-RPL2 A1A                                                                                                                                    | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13951266 | PA      | $12369770.18   | 0.02%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 7 01/15/28 144A                                                                                                                                  | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2750000 | PA      | $2413207.50    | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 10 02/07/33                                                                                                                                      | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    32597000 | PA      | $38236281.00   | 0.07%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $272571.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                             | AVGO 3.187 11/15/36 144A                                                                                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   184190000 | PA      | $154708801.70  | 0.29%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 937899                                                                                                                                              | CUSIP: 31412XNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4100 | PA      | $4275.73       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                         | VTR 3.85 04/01/27                                                                                                                                      | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    31660000 | PA      | $31553002.87   | 0.06%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-HE2                                                        | JPMMT 2023-HE2 A1                                                                                                                                      | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4344315 | PA      | $4353414.05    | 0.01%             | 2054-03-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                             | FE 5.45 07/15/44 144A                                                                                                                                  | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      815000 | PA      | $770641.85     | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                          | CVS 4.3 03/25/28                                                                                                                                       | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      406000 | PA      | $404615.40     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.5 02/15/29                                                                                                                                         | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      225000 | PA      | $222591.80     | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                            | SDART 2025-3 D                                                                                                                                         | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9200000 | PA      | $9205307.48    | 0.02%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4903 IP                                                                                                                                            | CUSIP: 3137FN4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     5990942 | PA      | $1368522.85    | 0.00%             | 2049-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7769                                                                                                                                              | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   177108050 | PA      | $161784406.38  | 0.31%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24209.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marble Point CLO XXV Ltd                                                                 | Marble Point Clo XXV Ltd                                                                                                                               | CUSIP: 565923BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    55000000 | PA      | $54947535.50   | 0.10%             | 2036-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                       | CVECN 5.4 06/15/47                                                                                                                                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     8720000 | PA      | $7947379.22    | 0.02%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                             | CABKSM V5.581 07/03/36 144A                                                                                                                            | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    65503000 | PA      | $66093037.92   | 0.13%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                                  | SASOL 8.75 05/03/29 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15790200.00   | 0.03%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| SANTOS FINANCE LTD                                                                       | STOAU 6.875 09/19/33 144A                                                                                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     4600000 | PA      | $5011190.32    | 0.01%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHLMC 6.75 03/15/31                                                                                                                                    | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    47678000 | PA      | $53293180.94   | 0.10%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                    | BSABS 2004-HE8 M1                                                                                                                                      | CUSIP: 073879HE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      205897 | PA      | $206756.45     | 0.00%             | 2034-09-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTMENTS TRUST 2002-AR3                                     | SAMI 2002-AR3 A1                                                                                                                                       | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1121 | PA      | $1059.09       | 0.00%             | 2032-09-19      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                | MEXCAT 5.5 07/31/47 144A                                                                                                                               | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    68904000 | PA      | $59946480.00   | 0.11%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WIND RIVER 2020-1 CLO LTD                                                                | WINDR 2020-1A A1R                                                                                                                                      | CUSIP: 973142AQ5<br>LEI: 549300A14TZYBLI67020 | Long             | ABS-CBDO         | CORP              | KY        |    43000000 | PA      | $43079958.50   | 0.08%             | 2037-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS ARAB REPUBLIC OF EGYPT                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $181639.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 769286                                                                                                                                              | CUSIP: 31404HUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28273 | PA      | $28843.62      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                                  | STACR 2022-DNA3 M1B                                                                                                                                    | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-O            | USGSE             | US        |     7600000 | PA      | $7730291.36    | 0.01%             | 2042-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C53                                           | WFCM 2019-C53 A3                                                                                                                                       | CUSIP: 95002BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5950650 | PA      | $5628953.55    | 0.01%             | 2052-10-18      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 612845                                                                                                                                              | CUSIP: 36202XZJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1345 | PA      | $1356.10       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V3.824 01/20/28 MTN                                                                                                                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26803000 | PA      | $26693273.97   | 0.05%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| DISTRICT OF COLUMBIA WATER AND SEWER AUTHORITY (DC)                                      | DC DISUTL 4.81 10/01/2114                                                                                                                              | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    15765000 | PA      | $12925102.53   | 0.02%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                           | VARNO 8 11/15/32 144A                                                                                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     4662000 | PA      | $5314438.04    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                                                       | AMN 4 04/15/29 144A                                                                                                                                    | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     2656000 | PA      | $2538136.05    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V0 PERP CC                                                                                                                                         | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    30100000 | PA      | $30189891.00   | 0.06%             | N/A             | Floating      | 6.51%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4327                                                                                                                                              | CUSIP: 31418DYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25060145 | PA      | $22112245.69   | 0.04%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BANK OF NOVA SCOTIA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $212337.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                                     | SFD 3 10/15/30 144A                                                                                                                                    | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     8931000 | PA      | $8179056.94    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V3.057 01/25/33                                                                                                                                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    23165000 | PA      | $20991244.09   | 0.04%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                                       | Wind River 2021-1 CLO Ltd                                                                                                                              | CUSIP: 97314HAQ2<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |    41700000 | PA      | $41742250.44   | 0.08%             | 2037-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                           | VARNO 7.5 01/15/28 144A                                                                                                                                | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    20838000 | PA      | $21720405.95   | 0.04%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA LTD (THE)                                                    | EXIMBK 3.375 08/05/26 144A                                                                                                                             | CUSIP: 30216JAA3<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     8420000 | PA      | $8394403.20    | 0.02%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.75 02/28/33                                                                                                                                        | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   296070000 | PA      | $288298162.50  | 0.55%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4709                                                                                                                                              | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18610146 | PA      | $18431650.31   | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WUERTTEMBERG                                                            | Rheinland-Pfalz Bank                                                                                                                                   | CUSIP: 514887AB4<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |    10500000 | PA      | $10873528.05   | 0.02%             | 2028-02-23      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| BP CAPITAL MARKETS PLC                                                                   | BPLN V6.45 PERP                                                                                                                                        | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    19295000 | PA      | $20122392.75   | 0.04%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                                  | STACR 2021-DNA7 M2                                                                                                                                     | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-O            | USGSE             | US        |     6495000 | PA      | $6525855.15    | 0.01%             | 2041-11-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ROYAL CARIBBEAN CRUISES LTD                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19859.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 747688                                                                                                                                              | CUSIP: 31403FUM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2474 | PA      | $2519.76       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-H3                                                   | MSC 2018-H3 A4                                                                                                                                         | CUSIP: 61767YAY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5095526 | PA      | $5037145.19    | 0.01%             | 2051-07-17      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                                                  | RFCSP 0 01/15/30                                                                                                                                       | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     2935000 | PA      | $2524055.98    | 0.00%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXXII DAC                                                                    | HARVT 32A A                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-O            | CORP              | IE        |    39750000 | PA      | $46717080.04   | 0.09%             | 2037-07-25      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                             | CHTR 4.75 03/01/30 144A                                                                                                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8925000 | PA      | $8461527.02    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                                                                       | CVECN 5.25 06/15/37                                                                                                                                    | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    11044000 | PA      | $10690080.66   | 0.02%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                 | HHH 6.125 03/01/34 144A                                                                                                                                | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     7660000 | PA      | $7505947.04    | 0.01%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                        | DVN 5.6 07/15/41                                                                                                                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     4047000 | PA      | $3942489.81    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                           | BRASKM 4.5 01/10/28 144A                                                                                                                               | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    15682000 | PA      | $9746363.00    | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE ST JOSEPH HEALTH                                                              | PSJHOG 3.744 10/01/47 I                                                                                                                                | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2152297.28    | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TWD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-475289.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | CDS PETROBRAS GLOBAL FINANCE BV                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-43106.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                            | F 4.75 01/15/43                                                                                                                                        | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    13282000 | PA      | $10227135.01   | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC / ASURION CO-ISSUER INC                                                      | ASUCOR 8.375 02/01/34 144A                                                                                                                             | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17580000 | PA      | $17355987.82   | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2022-3                                                       | ABCLN 2024-B D                                                                                                                                         | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2282877 | PA      | $2295615.82    | 0.00%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC                                                   | CLDCRN 11.5 09/01/28 144A                                                                                                                              | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11660000 | PA      | $12181322.89   | 0.02%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                        | NWL 8.5 06/01/28 144A                                                                                                                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4595934.01    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 TRUST                                                                     | OBX 2025-NQM14 A1                                                                                                                                      | CUSIP: 673924AC0<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-O            | CORP              | US        |    32170708 | PA      | $32195653.65   | 0.06%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD                                                                         | BHCCN 10 04/15/32 144A                                                                                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6735000 | PA      | $6953887.50    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CLOUDHQ VA B2 QUICK - UNFUNDED                                                           | CLOUDHQ VA B2 QUICK - UNFUNDED                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17703557 | PA      | $17703557.19   | 0.03%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | EPD 4.2 01/31/50                                                                                                                                       | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     8895000 | PA      | $7094968.34    | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 5 01/30/28 144A                                                                                                                                  | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2050000 | PA      | $1748281.00    | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $142399.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                | SUN 6.625 08/15/32 144A                                                                                                                                | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     2520000 | PA      | $2575122.55    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                | MEXCAT 5.5 10/31/46 144A                                                                                                                               | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3377000 | PA      | $2947107.90    | 0.01%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V1.953 02/04/32                                                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   115410000 | PA      | $101826931.88  | 0.19%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                                          | ARGID 12 12/01/30 144a                                                                                                                                 | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    14200000 | PA      | $12743080.00   | 0.02%             | 2030-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                                         | MINASG 5.333 02/15/28 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    33578000 | PA      | $33745890.00   | 0.06%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| HOWARD HUGHES CORP (THE)                                                                 | HHH 5.875 03/01/32 144A                                                                                                                                | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     6245000 | PA      | $6119664.31    | 0.01%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                    | LNC 5.852 03/15/34                                                                                                                                     | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1826046.88    | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                                  | CNP 3.95 03/01/48                                                                                                                                      | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     6685000 | PA      | $5186058.59    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| ASURION LLC / ASURION CO-ISSUER INC                                                      | ASUCOR 8 12/31/32 144A                                                                                                                                 | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12265000 | PA      | $12819749.38   | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-H4                                                   | MSC 2018-H4 A3                                                                                                                                         | CUSIP: 61691RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16355757 | PA      | $16101933.18   | 0.03%             | 2051-12-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS STELLANTIS NV                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12501.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2018-5 IB                                                                                                                                          | CUSIP: 38380UA29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     7595938 | PA      | $1565546.27    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 8.75 06/02/29                                                                                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    63441000 | PA      | $67945311.00   | 0.13%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                                   | PENN 6.75 04/01/31 144A                                                                                                                                | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7926063.03    | 0.02%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                 | HHH 4.125 02/01/29 144A                                                                                                                                | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     3517000 | PA      | $3389955.38    | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                | MEXCAT 3.875 04/30/28 144A                                                                                                                             | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    17976000 | PA      | $17742312.00   | 0.03%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VII LTD                                                                      | ELMW7 2020-4A BRR                                                                                                                                      | CUSIP: 29002QAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    23500000 | PA      | $23601454.20   | 0.04%             | 2037-10-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8492                                                                                                                                              | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18684230 | PA      | $19203686.49   | 0.04%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                        | DOC 3.5 07/15/29                                                                                                                                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1439707.34    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS COMPANY INC                                                         | DUK 3.5 06/01/29                                                                                                                                       | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    15235000 | PA      | $14782096.99   | 0.03%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 TRUST                                                                    | HOMES 2025-NQM4 A1                                                                                                                                     | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20036975 | PA      | $20042523.42   | 0.04%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53573.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                 | LIBMUT 4.569 02/01/29 144A                                                                                                                             | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1670413.79    | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6                                     | JPMDB 2019-COR6 A3                                                                                                                                     | CUSIP: 48129RAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    80750000 | PA      | $75445774.75   | 0.14%             | 2052-11-18      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                                | KHC 4.625 10/01/39                                                                                                                                     | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     4231000 | PA      | $3735973.01    | 0.01%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V2.943 01/21/33                                                                                                                                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9006635.23    | 0.02%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 3.7 04/01/51                                                                                                                                      | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     6872000 | PA      | $4210234.43    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| HOWARD HUGHES CORP (THE)                                                                 | HHH 4.375 02/01/31 144A                                                                                                                                | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2343272.19    | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V2.699 01/22/31 GMTN                                                                                                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   129705000 | PA      | $120630740.16  | 0.23%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTHORITY (CA)                                                             | CA BAYTRN 6.26 04/01/2049                                                                                                                              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    12630000 | PA      | $13045549.28   | 0.02%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8259                                                                                                                                              | CUSIP: 3132DWE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    45764454 | PA      | $46197881.69   | 0.09%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V6.625 PERP                                                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    23660000 | PA      | $23923621.53   | 0.05%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | BRL/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4389833.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALY 3.875 05/06/51 30Y                                                                                                                               | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    25900000 | PA      | $18764477.48   | 0.04%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                        | DVN 4.75 05/15/42                                                                                                                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    10544000 | PA      | $9275270.25    | 0.02%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-5 LTD                                                                | CGMS 2021-5A A1R                                                                                                                                       | CUSIP: 14317YAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    98380000 | PA      | $98640657.81   | 0.19%             | 2038-03-31      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                        | NWL 6.625 05/15/32                                                                                                                                     | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3455417.75    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| OAK-EAGLE ACQUIRECO INC                                                                  | EA 8.75 07/01/34 144A                                                                                                                                  | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     6705000 | PA      | $6967101.48    | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 555281                                                                                                                                              | CUSIP: 31385W2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         582 | PA      | $597.04        | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVOCA CLO XXIX DAC                                                                       | AVOCA 29A AR                                                                                                                                           | CUSIP: 000000000<br>LEI: 549300EKPKIYEW0BB327 | Long             | ABS-O            | CORP              | IE        |     7750000 | PA      | $9099903.34    | 0.02%             | 2038-10-15      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 5.25 01/30/30 144A                                                                                                                               | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    21122000 | PA      | $13729300.00   | 0.03%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA9244                                                                                                                                              | CUSIP: 36179YHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1560917 | PA      | $1622560.34    | 0.00%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                           | NRG V10.25 PERP 144A                                                                                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    12943000 | PA      | $14030116.97   | 0.03%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $134668.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 05/15/45                                                                                                                                           | CUSIP: 912834KB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32250000 | PA      | $11959946.34   | 0.02%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | EPD 3.7 01/31/51                                                                                                                                       | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $1935936.05    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4236                                                                                                                                              | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21062157 | PA      | $16173092.69   | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TFS_18-3                                                                                 | TFS_18-3                                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |           1 | PA      | $1.17          | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                                                            | C V6.5 PERP JJ                                                                                                                                         | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    24745000 | PA      | $24880877.59   | 0.05%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8215                                                                                                                                              | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    84392779 | PA      | $79427224.72   | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECURITIES INC                                                  | BOAMS 2004-E 2A6                                                                                                                                       | CUSIP: 05949AHA1<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |       69865 | PA      | $67923.13      | 0.00%             | 2034-06-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 4.5 04/15/33                                                                                                                                       | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4590000 | PA      | $4492089.49    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO I LTD                                                                            | AGL 2022-20A A1R                                                                                                                                       | CUSIP: 00119CAN1<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |    47750000 | PA      | $47846273.55   | 0.09%             | 2037-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                            | NEE 3.3 05/30/27 A                                                                                                                                     | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     2385000 | PA      | $2366344.98    | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                             | USD/BRL FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7719744.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                              | NTRCN 4.9 06/01/43                                                                                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     3370000 | PA      | $2992554.27    | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                        | NWL 6.375 05/15/30                                                                                                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     6035000 | PA      | $5912237.76    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| OAK-EAGLE ACQUIRECO INC                                                                  | EA 7.25 07/01/33 144A                                                                                                                                  | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $3035841.14    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA4900                                                                                                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2949529 | PA      | $2727176.99    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.375 05/15/51                                                                                                                                       | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   757870000 | PA      | $468458393.75  | 0.89%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 6.25 02/15/29 144A                                                                                                                               | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    14000000 | PA      | $10290000.00   | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 799644                                                                                                                                              | CUSIP: 31405ULZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10079 | PA      | $10537.66      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGATTA 32 FUNDING LTD                                                                   | REG32 2025-4A A1                                                                                                                                       | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    24510000 | PA      | $24573194.13   | 0.05%             | 2038-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2019-1 AMR LTD                                                                   | TCW 2019-1A BR                                                                                                                                         | CUSIP: 87241EAW5<br>LEI: 549300RWQDI4UTTLDE63 | Long             | ABS-CBDO         | CORP              | KY        |    16600000 | PA      | $16626729.32   | 0.03%             | 2034-08-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V2.972 02/04/33 MTN                                                                                                                                | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26185000 | PA      | $23694170.45   | 0.04%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NAVIENT CORP                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-66636.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity                                                       | DIGICEL INTL FIN LTD Common Equity                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1695385 | NS      | $43020394.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                | MEXCAT 4.25 10/31/26 144A                                                                                                                              | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    16218000 | PA      | $16183617.84   | 0.03%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 4.8 03/01/50                                                                                                                                      | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    13600000 | PA      | $9987414.20    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA5058                                                                                                                                              | CUSIP: 31418ETQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      453993 | PA      | $479438.99     | 0.00%             | 2053-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4237                                                                                                                                              | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    38010910 | PA      | $30692391.61   | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                                   | PENN 4.125 07/01/29 144A                                                                                                                               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1321255.91    | 0.00%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 4.271 01/09/27                                                                                                                                       | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    44065000 | PA      | $43839487.96   | 0.08%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 08/15/43                                                                                                                                           | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67960000 | PA      | $27905188.18   | 0.05%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                           | PCG 3.75 08/15/42                                                                                                                                      | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2982687.67    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CITY DEPARTMENT OF AIRPORTS (CA)                                             | CA LOSAPT 6.58 05/15/2039                                                                                                                              | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4175000 | PA      | $4418515.34    | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-230299.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                 | LIBMUT 3.95 05/15/60 144A                                                                                                                              | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    26250000 | PA      | $17906127.38   | 0.03%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TN)                                                          | TVASP 0 06/15/35                                                                                                                                       | CUSIP: 88059FBM2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1300000 | PA      | $837958.19     | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                              | RCL 5.5 04/01/28 144A                                                                                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2500000 | PA      | $2526850.00    | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OHIO STATE UNIVERSITY (THE) (OH)                                                         | OH OHSHGR 4.8 06/01/2111                                                                                                                               | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     7815000 | PA      | $6344601.60    | 0.01%             | 2111-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-INV1                                                     | VERUS 2025-INV1 A1                                                                                                                                     | CUSIP: 924929AC6<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-O            | CORP              | US        |    27547885 | PA      | $27715007.05   | 0.05%             | 2070-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                             | GOOGL 5.5 02/15/46                                                                                                                                     | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     5365000 | PA      | $5272104.08    | 0.01%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 5 01/15/33                                                                                                                                        | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    33550000 | PA      | $33383408.45   | 0.06%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                                | SCHW V6.1 PERP L                                                                                                                                       | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    11060000 | PA      | $11051931.24   | 0.02%             | N/A             | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                      | MEDIND 3.875 04/01/29 144A                                                                                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    36351000 | PA      | $35333348.39   | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                          | IADB 6.95 08/01/26                                                                                                                                     | CUSIP: 458182BY7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     1900000 | PA      | $1910068.10    | 0.00%             | 2026-08-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $382151.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 1.5 06/26/29 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     9990000 | PA      | $10834267.71   | 0.02%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                            | GS Mortgage-Backed Securities Trust 2025-RPL1                                                                                                          | CUSIP: 362954AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132957 | PA      | $131503.00     | 0.00%             | 2064-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 5.5 02/22/29 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    10291000 | PA      | $10300261.90   | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                              | FCFEMM 5.875 09/23/40 144A                                                                                                                             | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      847787 | PA      | $839627.19     | 0.00%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                                  | STACR 2021-DNA5 M2                                                                                                                                     | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |     3181712 | PA      | $3189588.67    | 0.01%             | 2034-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                                  | HONA 4.95 03/16/36 144A                                                                                                                                | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    16550000 | PA      | $16363428.15   | 0.03%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G01519                                                                                                                                              | CUSIP: 31283HVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2157 | PA      | $2209.75       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY (CA)                                 | CA LOSFAC 7.62 08/01/2040                                                                                                                              | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4300000 | PA      | $5049642.56    | 0.01%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VANTAGE ORACLE TX                                                                        | VANTAGE ORACLE TX                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6622581 | PA      | $6622580.53    | 0.01%             | 2030-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST 2025-IND                                                   | BLP 2025-IND A                                                                                                                                         | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19219807 | PA      | $19189775.72   | 0.04%             | 2042-03-17      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | USD/MXN FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-767289.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS CDX.NA.HY.42.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $137526.14     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANCO SANTANDER SA                                                                       | SANTAN 2.749 12/03/30                                                                                                                                  | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     6400000 | PA      | $5773757.44    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 5.4 09/15/35                                                                                                                                      | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    27640000 | PA      | $27579649.99   | 0.05%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2018-RPL9                                                                     | CSMC 2018-RPL9 PT                                                                                                                                      | CUSIP: 12654PAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14969313 | PA      | $12624505.95   | 0.02%             | 2057-09-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO I LTD                                                                    | SLVRK 2020-1A A1RR                                                                                                                                     | CUSIP: 82811RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22600000 | PA      | $22652425.22   | 0.04%             | 2037-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 4 10/06/26                                                                                                                                          | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7785000 | PA      | $7773965.46    | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                    | LVLT 7 03/31/34 144A                                                                                                                                   | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    34380000 | PA      | $35742447.09   | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)                       | IBRD 0 10/31/30 MTNC                                                                                                                                   | CUSIP: 45905AQD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     5239000 | PA      | $4301276.63    | 0.01%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V2.687 04/22/32                                                                                                                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   267035000 | PA      | $242175516.44  | 0.46%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                | BALL 6 06/15/29                                                                                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    12025000 | PA      | $12232982.57   | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4372 GI                                                                                                                                            | CUSIP: 3137BD7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     2758801 | PA      | $403681.79     | 0.00%             | 2044-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                            | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-601091.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                      | SUMIBK V4.954 07/08/33                                                                                                                                 | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7500000 | PA      | $7480904.25    | 0.01%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                             | WMB 5.6 03/15/35                                                                                                                                       | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    16290000 | PA      | $16668812.22   | 0.03%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                                           | PMT Credit Risk Transfer Trust 2024-1R                                                                                                                 | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    99616104 | PA      | $100417893.63  | 0.19%             | 2052-02-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.875 05/15/43                                                                                                                                       | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   291315000 | PA      | $221900097.66  | 0.42%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-1                                                             | HPEFS 2025-1A C                                                                                                                                        | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6500000 | PA      | $6516184.35    | 0.01%             | 2032-09-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                             | GOOGL 5.65 02/15/56                                                                                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     9820000 | PA      | $9624626.50    | 0.02%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR V5.785 02/25/36                                                                                                                                   | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6035000 | PA      | $6147585.94    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C27                                                           | BBCMS 2024-5C27 A3                                                                                                                                     | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12730000 | PA      | $13181794.07   | 0.03%             | 2057-07-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 19(B)-R3 LTD                                                  | GCBSL 2017-19RA A2R3                                                                                                                                   | CUSIP: 38181YAC0<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3003499.50    | 0.01%             | 2036-10-20      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7939                                                                                                                                              | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6731366 | PA      | $6347627.21    | 0.01%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3527.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 19(B)-R3 LTD                                                  | GCBSL 2017-19RA A1R3                                                                                                                                   | CUSIP: 38181YAA4<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |    50000000 | PA      | $49943300.00   | 0.09%             | 2036-10-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                                     | CAPCOP 6.75 03/31/33 144A                                                                                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     6290000 | PA      | $6400075.00    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-FL1                                                                     | FIGRE 2025-FL1 A1                                                                                                                                      | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8513424 | PA      | $8508121.39    | 0.02%             | 2055-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                 | LIBMUT 3.951 10/15/50 144A                                                                                                                             | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    13748000 | PA      | $9923699.45    | 0.02%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 661322                                                                                                                                              | CUSIP: 31391AVP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         542 | PA      | $562.35        | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7707                                                                                                                                              | CUSIP: 36179WR42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2345247 | PA      | $2142333.09    | 0.00%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLORADO INTERSTATE GAS CO LLC                                                           | KMI 4.15 08/15/26 144A                                                                                                                                 | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8794000 | PA      | $8787632.72    | 0.02%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 4.8 02/15/31                                                                                                                                      | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     7735000 | PA      | $7752737.13    | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K95 MORTGAGE TRUST                                                            | FHMS K095 X1                                                                                                                                           | CUSIP: 3137FNAG5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   494030083 | PA      | $12374564.33   | 0.02%             | 2029-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| PRPM FUNDIDO 2025-1 DAC                                                                  | FUNDD 2025-2A A                                                                                                                                        | CUSIP: 000000000<br>LEI: 894500EWWG2B1D664659 | Long             | ABS-O            | CORP              | IE        |     8548448 | PA      | $9961260.91    | 0.02%             | 2075-01-29      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-60720.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                            | ENELIM 1.875 07/12/28 144A                                                                                                                             | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    16155000 | PA      | $15336896.26   | 0.03%             | 2028-07-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                    | LVLT 6.875 06/30/33 144A                                                                                                                               | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4957306.96    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2023-BRK2                                                                      | BPR 2023-BRK2 A                                                                                                                                        | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    77084000 | PA      | $79351179.19   | 0.15%             | 2038-10-07      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                               | GSYCN 7.625 07/01/29 144A                                                                                                                              | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     3375000 | PA      | $3022852.50    | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                      | OTIS 5.25 08/16/28                                                                                                                                     | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    39875000 | PA      | $40644203.99   | 0.08%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| VAR ENERGI ASA                                                                           | VARNO 6.5 05/22/35 144A                                                                                                                                | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    27115000 | PA      | $28676544.72   | 0.05%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V2.615 04/22/32                                                                                                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    54500000 | PA      | $49053186.79   | 0.09%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET 5 05/15/50                                                                                                                                          | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1596603.96    | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 4.125 08/17/27                                                                                                                                       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11147000 | PA      | $11013248.10   | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 5.75 09/16/30 144A                                                                                                                              | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    53010000 | PA      | $53540100.00   | 0.10%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $78160.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 4.75 05/15/52                                                                                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3896000 | PA      | $3294636.25    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                              | PSX 2.15 12/15/30                                                                                                                                      | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1930903.33    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                      | CPGX 6.036 11/15/33 144A                                                                                                                               | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    46110000 | PA      | $48678970.79   | 0.09%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                              | IMBLN 5.5 02/01/30 144A                                                                                                                                | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    10804000 | PA      | $11094854.48   | 0.02%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM INC                                                                | BAYCAR 3.831 11/15/50 2020                                                                                                                             | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    14365000 | PA      | $10777656.80   | 0.02%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 748674                                                                                                                                              | CUSIP: 3620C4XB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37460 | PA      | $34824.25      | 0.00%             | 2040-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                           | VARNO 5.875 05/22/30 144A                                                                                                                              | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     9233000 | PA      | $9530755.94    | 0.02%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO COMPANY (THE)                                                         | SMG 5.25 12/15/26                                                                                                                                      | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       52000 | PA      | $51953.28      | 0.00%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | AID 6.65 07/15/29                                                                                                                                      | CUSIP: 455780AM8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     7010829 | PA      | $7317883.54    | 0.01%             | 2029-07-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-COPT                                                   | BX 2025-COPT A                                                                                                                                         | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    40960000 | PA      | $41061998.59   | 0.08%             | 2042-08-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | USD/THB FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8400677.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V3.21 04/22/42                                                                                                                                      | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   110085000 | PA      | $82278550.96   | 0.16%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 40 LTD                                                                       | ELM40 2025-3A A                                                                                                                                        | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   111310000 | PA      | $111475106.12  | 0.21%             | 2038-03-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                                            | RCKT 2025-CES1 A1A                                                                                                                                     | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39183066 | PA      | $39400328.58   | 0.07%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CF 2020-P1 MORTGAGE TRUST                                                                | CF 2020-P1 A1                                                                                                                                          | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22698007 | PA      | $22569858.48   | 0.04%             | 2052-04-17      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                      | CPGX 5.927 08/15/30 144A                                                                                                                               | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19146000 | PA      | $20020597.68   | 0.04%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V3.217 04/22/42                                                                                                                                     | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2515000 | PA      | $1904226.97    | 0.00%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                       | VICI 5.125 05/15/32                                                                                                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     5235000 | PA      | $5189124.92    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                         | GDLP 2025-1A A                                                                                                                                         | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25523053 | PA      | $25605364.44   | 0.05%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OBRA CLO 1 LTD                                                                           | OBRAC 2024-1A A1                                                                                                                                       | CUSIP: 67443AAA9<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | KY        |    87000000 | PA      | $87130604.40   | 0.17%             | 2038-01-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM4                                      | SAN 2025-NQM4 A1                                                                                                                                       | CUSIP: 80263BAA7<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-O            | CORP              | US        |    29046272 | PA      | $29091325.52   | 0.06%             | 2065-07-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $134011.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST 2025-IND                                                   | BLP 2025-IND C                                                                                                                                         | CUSIP: 05625BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3811563 | PA      | $3806798.60    | 0.01%             | 2042-03-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                           | BANK 2017-BNK8 A3                                                                                                                                      | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8519996 | PA      | $8377522.55    | 0.02%             | 2050-11-17      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 6.5 02/01/29 144A                                                                                                                               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      700000 | PA      | $434347.60     | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                              | IMBLN 5.875 07/01/34 144A                                                                                                                              | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     1395000 | PA      | $1439151.33    | 0.00%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS V4.194 04/01/31 144A                                                                                                                               | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1150000 | PA      | $1124102.00    | 0.00%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MORTGAGE TRUST                                                        | BMARK 2020-IG1 A2                                                                                                                                      | CUSIP: 08162LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28000000 | PA      | $25452086.80   | 0.05%             | 2043-09-17      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVANIA                                                               | UPENN 3.61 02/15/19                                                                                                                                    | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $659790.00     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                        | HSBC V4.619 11/06/31                                                                                                                                   | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4415000 | PA      | $4368970.09    | 0.01%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY (THE) (IL)                                         | IL ILSTRN 6.18 01/01/2034                                                                                                                              | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     5000000 | PA      | $5276368.33    | 0.01%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MARKET STREET CLO LTD II                                                                 | MKTST 2025-2A A1                                                                                                                                       | CUSIP: 57064FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   100100000 | PA      | $100338608.37  | 0.19%             | 2038-03-20      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF MOROCCO                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26803.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPELINE COMPANY LLC                                                | WMB 5.1 03/15/36                                                                                                                                       | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18795000 | PA      | $18626932.03   | 0.04%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                                     | BAC V2.651 03/11/32 N                                                                                                                                  | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    40400000 | PA      | $36718214.09   | 0.07%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VENTURE 33 CLO LTD                                                                       | VENTR 2018-33A BR                                                                                                                                      | CUSIP: 92330YAU7<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |     8000000 | PA      | $8042709.60    | 0.02%             | 2031-07-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG C71925                                                                                                                                              | CUSIP: 31288AD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16282 | PA      | $17192.81      | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                                | VSTJET 8.75 01/15/32 144A                                                                                                                              | CUSIP: 92841HAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4740000 | PA      | $4587466.80    | 0.01%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                          | PM 2.1 05/01/30                                                                                                                                        | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    30645000 | PA      | $27969266.60   | 0.05%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 60679                                                                                                                                               | CUSIP: 31362GM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         254 | PA      | $252.95        | 0.00%             | 2028-01-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                                 | VTRS 3.95 06/15/26                                                                                                                                     | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     9792000 | PA      | $9780418.53    | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                               | DLLTD 0 12/31/30 1B14                                                                                                                                  | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      322555 | PA      | $32.26         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: B                                                              | HPS SLF VI GP - UNFUNDED: B                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24899751 | PA      | $24899751.00   | 0.05%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33552.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                    | DD 4.725 11/15/28 144A                                                                                                                                 | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    10462000 | PA      | $10499107.37   | 0.02%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| VENTURE 32 CLO LTD                                                                       | VENTR 2018-32A A1                                                                                                                                      | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |     3887032 | PA      | $3888340.83    | 0.01%             | 2031-07-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4737                                                                                                                                              | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   121980655 | PA      | $120810693.70  | 0.23%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V5.25 04/21/34 MTN                                                                                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14145000 | PA      | $14286066.39   | 0.03%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 7.5 04/01/28 144a                                                                                                                               | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3465000 | PA      | $1834304.72    | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 743137                                                                                                                                              | CUSIP: 31403AS22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1688 | PA      | $1721.65       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                                | VSTJET 9.5 06/01/28 144A                                                                                                                               | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3686901.50    | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                  | CHTR 6.55 05/01/37                                                                                                                                     | CUSIP: 88732JAJ7<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |     3690000 | PA      | $3709259.97    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                    | LVLT 8.5 01/15/36 144A                                                                                                                                 | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    26555000 | PA      | $28483510.84   | 0.05%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| CARVANA COMPANY                                                                          | CVNA 9 06/01/31 144A                                                                                                                                   | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    28933472 | PA      | $31999574.07   | 0.06%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $701993.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FHLB 4.25 11/02/38                                                                                                                                     | CUSIP: 3130AFAU1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     4340000 | PA      | $3996997.64    | 0.01%             | 2038-11-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V6.25 PERP                                                                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    32759000 | PA      | $33084853.76   | 0.06%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                       | META 4.875 11/15/35                                                                                                                                    | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1516254.79    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR ZN1441                                                                                                                                              | CUSIP: 3131Y7S65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2689537 | PA      | $2637010.74    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                       | META 4.6 11/15/32                                                                                                                                      | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    10410000 | PA      | $10278667.38   | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 15 LTD                                                                      | AGL 2021-15A A1R                                                                                                                                       | CUSIP: 00121GAJ7<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |    27700000 | PA      | $27706886.22   | 0.05%             | 2039-01-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8429                                                                                                                                              | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    54904717 | PA      | $55816594.63   | 0.11%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                           | PCG 4.75 02/15/44                                                                                                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5535000 | PA      | $4624558.47    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2021-3 LTD                                                            | ROCKT 2021-3A A1R                                                                                                                                      | CUSIP: 77341NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20500000 | PA      | $20545413.65   | 0.04%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                         | MO 3.4 02/04/41                                                                                                                                        | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    39709000 | PA      | $30152275.24   | 0.06%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-230299.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8604.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                             | AGR 3.8 06/01/29                                                                                                                                       | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    21920000 | PA      | $21375977.64   | 0.04%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CARVANA COMPANY                                                                          | CVNA 9 06/01/30 144A                                                                                                                                   | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    53422392 | PA      | $55574174.69   | 0.11%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4357                                                                                                                                              | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11219048 | PA      | $9858477.80    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 18 LTD                                                             | ANCHC 2021-18A B1                                                                                                                                      | CUSIP: 03331AAE1<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $6016062.00    | 0.01%             | 2034-04-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2019-GC40                                                   | GSMS 2019-GC40 A3                                                                                                                                      | CUSIP: 36257HBN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    40480760 | PA      | $38743070.92   | 0.07%             | 2052-07-12      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                          | IADB 6.75 07/15/27 MTN                                                                                                                                 | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    13630000 | PA      | $14010440.56   | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                                                   | LNSTR 2017-5 A4                                                                                                                                        | CUSIP: 54910TAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7641924 | PA      | $7631837.89    | 0.01%             | 2050-03-11      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 5 07/31/40 S27J                                                                                                                                   | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      766403 | PA      | $532650.29     | 0.00%             | 2040-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXI LTD                                                      | BSP 2020-21A A1R2                                                                                                                                      | CUSIP: 08186RAY5<br>LEI: 2549002IHKGRTABCLD52 | Long             | ABS-CBDO         | CORP              | KY        |    86650000 | PA      | $86756172.25   | 0.16%             | 2039-01-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                               | FMCN 7.25 02/15/34 144A                                                                                                                                | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    19018000 | PA      | $19606416.92   | 0.04%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS GENERAL MOTORS CO                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14756.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                           | WES 6.35 01/15/29                                                                                                                                      | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     4455000 | PA      | $4635839.60    | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                      | CEG 5 02/01/31 144A                                                                                                                                    | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    31865000 | PA      | $31957261.90   | 0.06%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.125 08/15/44                                                                                                                                       | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   162680000 | PA      | $126331187.50  | 0.24%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                    | GSMS 2017-GS6 A2                                                                                                                                       | CUSIP: 36253PAB8<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    12934186 | PA      | $12809760.74   | 0.02%             | 2050-05-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                                   | NXPI 3.4 05/01/30                                                                                                                                      | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     9130000 | PA      | $8714858.90    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                                  | MPLX 5.5 06/01/34                                                                                                                                      | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    19124000 | PA      | $19373667.17   | 0.04%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 935854                                                                                                                                              | CUSIP: 31412VE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1335 | PA      | $1308.33       | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AI5582                                                                                                                                              | CUSIP: 3138AKFY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1908502 | PA      | $1892392.49    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                                      | TPMT 2024-CES1 A1A                                                                                                                                     | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6753148 | PA      | $6765654.43    | 0.01%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 5.4 04/01/35                                                                                                                                      | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $3118347.56    | 0.01%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | BRL/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10194321.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD8339                                                                                                                                              | CUSIP: 3132DWHQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      483549 | PA      | $510651.98     | 0.00%             | 2053-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                                   | POWFIN 1.841 09/21/28 GMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     3060000 | PA      | $3428644.07    | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                | MEXCAT 5.5 07/31/47 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    13000000 | PA      | $11310000.00   | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                            | GS Mortgage-Backed Securities Trust 2025-RPL1                                                                                                          | CUSIP: 362954AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   154793861 | PA      | $136986189.29  | 0.26%             | 2064-01-25      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 TRUST                                                                     | OBX 2025-NQM15 A1                                                                                                                                      | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-O            | CORP              | US        |    18828959 | PA      | $18838264.66   | 0.04%             | 2065-07-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                                               | PENSKE 6.05 08/01/28 144A                                                                                                                              | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    33890000 | PA      | $34831886.94   | 0.07%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                                 | VTRS 5.25 06/15/46                                                                                                                                     | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    52646000 | PA      | $42797581.39   | 0.08%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2023-I LTD                                                                  | CIFC 2023-1A A1R                                                                                                                                       | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    58300000 | PA      | $58421946.11   | 0.11%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| KRE COMMERCIAL MORTGAGE TRUST 2026-ICNA                                                  | KRE 2026-ICNA B                                                                                                                                        | CUSIP: 48275LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10810000 | PA      | $10823512.50   | 0.02%             | 2043-05-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST                                                 | CSAIL 2019-C17 A4                                                                                                                                      | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    37150000 | PA      | $35196021.45   | 0.07%             | 2052-09-17      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS AMERICAN AXLE & MANUFACTURING INC                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39754.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K087 X1                                                                                                                                           | CUSIP: 3137FKUR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   383317439 | PA      | $3319759.01    | 0.01%             | 2028-12-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JUNIOR UNIVERSITY (THE)                                                  | STNFRD 3.647 05/01/48                                                                                                                                  | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     5345000 | PA      | $4103883.18    | 0.01%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVELOPMENT BANK                                                          | IADB 6.29 07/16/27 MTN3                                                                                                                                | CUSIP: 45818QAC3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     2554000 | PA      | $2602710.91    | 0.00%             | 2027-07-16      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                                                          | DUKES EDUCATION GROUP LTD                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2253798 | PA      | $3066855.89    | 0.01%             | 2028-11-27      | Floating      | 9.35%                 | No            |                  3 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 5.8 03/08/29                                                                                                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    15525000 | PA      | $15721327.53   | 0.03%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                           | MS V4.734 07/18/31                                                                                                                                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    11230000 | PA      | $11211988.13   | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP                                                        | CNP 5.85 01/15/41                                                                                                                                      | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1152405.59    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | 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        |    28100000 | PA      | $27591390.00   | 0.05%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                             | NCLH 6.25 03/01/30 144A                                                                                                                                | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     4740000 | PA      | $4728150.00    | 0.01%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Endo GUC Trust Units Cl A-1                                                              | Endo GUC Trust Units Cl A-1                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         149 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-114233.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 5.875 09/26/45                                                                                                                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5810000 | PA      | $5005933.72    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QUEBEC, PROVINCE OF - DIRECTION DE L'EMISSION DES EMPRUNTS MINISTRE DES FINANCES         | Q 7.295 07/22/26 MTN                                                                                                                                   | CUSIP: 74815HCJ9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |      474000 | PA      | $477152.48     | 0.00%             | 2026-07-22      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TN)                                                          | TVAS 0 07/15/35                                                                                                                                        | CUSIP: 88059EPD0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    13972000 | PA      | $8697033.83    | 0.02%             | 2035-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 4.4 12/01/61                                                                                                                                      | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3193109.27    | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM9                                                | BRAVO 2025-NQM9 A1                                                                                                                                     | CUSIP: 10569WAC5<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-O            | CORP              | US        |    32512691 | PA      | $32453261.52   | 0.06%             | 2065-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE AUTHORITY (NJ)                                                       | NJ NJSTRN 7.41 01/01/2040                                                                                                                              | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    12865000 | PA      | $15088017.86   | 0.03%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                                  | STACR 2021-DNA6 B1                                                                                                                                     | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-O            | USGSE             | US        |    20695000 | PA      | $20919979.48   | 0.04%             | 2041-10-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                                 | PVH 5.5 06/13/30                                                                                                                                       | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1968110.08    | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3 11/15/44                                                                                                                                           | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   208810000 | PA      | $158369334.38  | 0.30%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TN)                                                          | TVASP 0 05/01/30                                                                                                                                       | CUSIP: 88059FBG5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     5174000 | PA      | $4358481.33    | 0.01%             | 2030-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $429032.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                               | GSYCN 6.875 02/15/31 144A                                                                                                                              | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     3525000 | PA      | $2928781.50    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 11/15/43                                                                                                                                           | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    74569000 | PA      | $30175988.63   | 0.06%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                                  | DIAMOND SPORTS NET LLC                                                                                                                                 | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     5875573 | PA      | $1057603.13    | 0.00%             | 2028-01-02      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE COMPANY INC                  | FRTITA 4.625 01/15/29 144A                                                                                                                             | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      775000 | PA      | $754380.95     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                           | GLPI 3.25 01/15/32                                                                                                                                     | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    20765000 | PA      | $18583126.87   | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4209                                                                                                                                              | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    57372912 | PA      | $44153733.19   | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                                               | PENSKE 5.75 05/24/26 144A                                                                                                                              | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5003881.02    | 0.01%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                               | FMCN 8.625 06/01/31 144A                                                                                                                               | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    18578000 | PA      | $19344714.06   | 0.04%             | 2031-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-C                                              | LRB 2018-C A                                                                                                                                           | CUSIP: 51888JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10937144 | PA      | $10360981.75   | 0.02%             | 2043-08-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2021-2 LTD                                                                     | RMIR 2021-2 M1B                                                                                                                                        | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-O            | CORP              | BM        |     6044336 | PA      | $6081337.15    | 0.01%             | 2031-11-25      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS SULTANATE OF OMAN                                                                                                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-61125.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7                                              | CGCMT 2017-P7 A3                                                                                                                                       | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14388778 | PA      | $14300953.57   | 0.03%             | 2050-04-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-GC46                                            | CGCMT 2020-GC46 A4                                                                                                                                     | CUSIP: 17328RAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    90000000 | PA      | $82480095.00   | 0.16%             | 2053-02-18      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                      | EMACN 3.55 06/15/26                                                                                                                                    | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4959000 | PA      | $4951992.44    | 0.01%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                              | VST V8 PERP 144A                                                                                                                                       | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    92575000 | PA      | $93359086.31   | 0.18%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC                                                         | MSAC 2004-HE8 A7                                                                                                                                       | CUSIP: 61744CGZ3<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |      662894 | PA      | $703341.69     | 0.00%             | 2034-09-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                            | CLUE OPCO LLC                                                                                                                                          | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    22395506 | PA      | $22227539.96   | 0.04%             | 2030-12-19      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR V4.476 11/11/29                                                                                                                                   | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    25810000 | PA      | $25696629.58   | 0.05%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 TRUST                                                                     | OBX 2025-NQM15 A3                                                                                                                                      | CUSIP: 67122CAG0<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-O            | CORP              | US        |     1333718 | PA      | $1333962.83    | 0.00%             | 2065-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                           | WES 4.05 02/01/30                                                                                                                                      | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     9930000 | PA      | $9665191.30    | 0.02%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2003-53                                                  | CWHL 2003-53 A1                                                                                                                                        | CUSIP: 12669E5R3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2628783 | PA      | $2644331.02    | 0.01%             | 2034-02-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF ROMANIA                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17274.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                                | VTRS 5.4 11/29/43                                                                                                                                      | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    38126000 | PA      | $32604712.72   | 0.06%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2024-R1 LTD                                                                   | ICG 2024-R1A A                                                                                                                                         | CUSIP: 44934XAA4<br>LEI: 21380029WPUQLKIPJJ57 | Long             | ABS-CBDO         | CORP              | KY        |    45950000 | PA      | $46025716.41   | 0.09%             | 2038-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K108 X1                                                                                                                                           | CUSIP: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   321802952 | PA      | $17911777.56   | 0.03%             | 2030-03-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019-C18                                                   | UBSCM 2019-C18 A3                                                                                                                                      | CUSIP: 90278PAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22850000 | PA      | $21521528.42   | 0.04%             | 2052-12-17      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                              | VST V8.875 PERP C                                                                                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    29356000 | PA      | $31632731.31   | 0.06%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                               | FMCN 8 03/01/33 144A                                                                                                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     6550000 | PA      | $6868657.50    | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MIDMICHIGAN HEALTH                                                                       | MIHLTH 3.409 06/01/50 2020                                                                                                                             | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17745000 | PA      | $12109897.59   | 0.02%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM11 TRUST                                                                     | OBX 2025-NQM11 A1                                                                                                                                      | CUSIP: 67449BAA1<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-O            | CORP              | US        |    11366251 | PA      | $11415894.49   | 0.02%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARAN FUNDING 2025-1 DAC                                                                  | ARANF 2025-1A A                                                                                                                                        | CUSIP: 000000000<br>LEI: 2138002VH4UM6YKQCN70 | Long             | ABS-O            | CORP              | IE        |    10235934 | PA      | $12024131.71   | 0.02%             | 2065-12-25      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 4.2 05/15/32                                                                                                                                       | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12679399.91   | 0.02%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SUNRISE HOLDCO IV BV                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $29165.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR ENERGY QSC                                                                         | QPETRO 1.375 09/12/26 144A                                                                                                                             | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     4400000 | PA      | $4348828.00    | 0.01%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                              | VST V7 PERP 144A                                                                                                                                       | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    35250000 | PA      | $35334364.63   | 0.07%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                                              | TENNECO INC                                                                                                                                            | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    35962996 | PA      | $35909051.92   | 0.07%             | 2028-11-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2016-161 PI                                                                                                                                        | CUSIP: 38380BZJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    13572203 | PA      | $2038946.66    | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE BUYER INC                                                                   | GOLDEN STATE BUYER INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14975000 | PA      | $14825250.00   | 0.03%             | 2031-03-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 7.25 06/15/33 144A                                                                                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6281749.07    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                                                           | SOLV 5.4 03/01/29                                                                                                                                      | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2259550.29    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                            | VOLTAG 7.375 11/01/30 144A                                                                                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    16545000 | PA      | $17176540.85   | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                                              | TRACTD 6.5 05/01/31 144A                                                                                                                               | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    35900000 | PA      | $35584578.65   | 0.07%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 4.95 03/14/52                                                                                                                                     | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1296931.56    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CDX.PARIS.BESPOKE.15-100%                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3071824.41   | -0.01%            |  |  |  | No            |                  3 | On Loan: No      |
| META PLATFORMS INC                                                                       | META 5.5 11/15/45                                                                                                                                      | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9294965.83    | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                | ET 5.4 10/01/47                                                                                                                                        | CUSIP: 86765BAV1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    15294000 | PA      | $13649340.64   | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                                        | KCN 6.25 07/15/33                                                                                                                                      | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |     9209000 | PA      | $9832957.64    | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL (THE)                                                                 | MEHMED 2.705 12/01/50 20A                                                                                                                              | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    32095000 | PA      | $19421339.81   | 0.04%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C5                                                    | UBSCM 2017-C5 A4                                                                                                                                       | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20425072 | PA      | $20105738.51   | 0.04%             | 2050-11-17      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                         | WULF 7.75 10/15/30 144A                                                                                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7669681.23    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 5.375 02/01/28 144A                                                                                                                             | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      208000 | PA      | $155152.04     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                       | CNA 3.9 05/01/29                                                                                                                                       | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    16610000 | PA      | $16281994.10   | 0.03%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                                       | SBH 6.75 04/01/32                                                                                                                                      | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2060772.55    | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC COMPANY                                                                 | EE 6 05/15/35                                                                                                                                          | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |      750000 | PA      | $764209.49     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF KENYA                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $296626.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   328065000 | OU      | $58.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS PRIVATE ACTIVITY BD SURFACE TRANSPORTATION CORP                                    | TX TXSTRN 3.92 12/31/2049                                                                                                                              | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    16510000 | PA      | $12937938.96   | 0.02%             | 2049-12-31      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| DALLAS & FORT WORTH CITIES TEXAS INTERNATIONAL AIRPORT (TX)                              | TX DALAPT 2.92 11/01/2050                                                                                                                              | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2035000 | PA      | $1401393.24    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | CAS 2022-R03 1B1                                                                                                                                       | CUSIP: 20753XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    14390000 | PA      | $15024023.40   | 0.03%             | 2042-03-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 MORTGAGE TRUST                                                             | DBJPM 2017-C6 A4                                                                                                                                       | CUSIP: 23312JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4807888 | PA      | $4751534.06    | 0.01%             | 2050-06-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                                | CMC 5.75 11/15/33 144A                                                                                                                                 | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4000955.10    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 5.75 03/15/31 144A                                                                                                                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    18809000 | PA      | $18844261.38   | 0.04%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                                                          | DUKES EDUCATION GROUP LTD                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2499772 | PA      | $3401565.23    | 0.01%             | 2028-11-27      | Floating      | 9.35%                 | No            |                  3 | On Loan: No      |
| BLUEMOUNTAIN CLO XXX LTD                                                                 | BLUEM 2020-30A AR2                                                                                                                                     | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |    71825000 | PA      | $71832785.83   | 0.14%             | 2035-04-16      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                               | BRKHEC 2.7 09/15/30                                                                                                                                    | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    10355000 | PA      | $9514731.49    | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                      | CEG 4.625 02/01/29 144A                                                                                                                                | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    16692000 | PA      | $16585682.34   | 0.03%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-74860.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                 | T 3.55 09/15/55                                                                                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    19994000 | PA      | $12861546.12   | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                            | F 3.25 02/12/32                                                                                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $925627.17     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AVOCA CLO XVIII DAC                                                                      | AVOCA 18A BR                                                                                                                                           | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-O            | CORP              | IE        |    31700000 | PA      | $37272231.54   | 0.07%             | 2038-01-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| NRTH 2024-PARK MORTGAGE TRUST                                                            | NRTH 2025-PARK A                                                                                                                                       | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    43000000 | PA      | $42973155.10   | 0.08%             | 2040-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 5 03/01/33                                                                                                                                        | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      685000 | PA      | $681439.33     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8337                                                                                                                                              | CUSIP: 3132DWHN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      572827 | PA      | $605035.16     | 0.00%             | 2053-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K058 XAM                                                                                                                                          | CUSIP: 3137BSPB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    59334000 | PA      | $134551.71     | 0.00%             | 2026-08-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                                   | ARNC 11.5 10/01/31 144A                                                                                                                                | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    11177000 | PA      | $12090544.27   | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 2.3 05/15/31                                                                                                                                       | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     8240000 | PA      | $7406136.34    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 3.95 06/30/62                                                                                                                                     | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $903112.48     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $34676.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8202                                                                                                                                              | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    60986408 | PA      | $55890448.02   | 0.11%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                               | BRKHEC 3.3 03/15/51                                                                                                                                    | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     4510000 | PA      | $2888321.72    | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP (US) INC                                                              | ACGL 5.144 11/01/43                                                                                                                                    | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2075145.97    | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                                    | NYUHOS 4.784 07/01/44                                                                                                                                  | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $5702126.61    | 0.01%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-1                                                             | HPEFS 2025-1A D                                                                                                                                        | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4500000 | PA      | $4501258.20    | 0.01%             | 2033-03-21      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR16                                                                         | BANK5 2025-5YR19 A3                                                                                                                                    | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    56800000 | PA      | $58007834.96   | 0.11%             | 2058-12-17      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GALLATIN CLO XI 2024-1 LTD                                                               | GALL 2024-1A A1                                                                                                                                        | CUSIP: 36362HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   102500000 | PA      | $102659920.50  | 0.19%             | 2037-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPELINE COMPANY LLC                                                | WMB 4.6 03/15/48                                                                                                                                       | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20328000 | PA      | $17037608.85   | 0.03%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FR RA5276                                                                                                                                              | CUSIP: 3133KL2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5299828 | PA      | $4502473.85    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                       | BX 2021-ACNT B                                                                                                                                         | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8961231 | PA      | $8961230.55    | 0.02%             | 2038-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ONEMAIN FINANCE CORP                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2953.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS SLS FIN MSTR TR 2019-A                                                           | GSFMT 2024-B A                                                                                                                                         | CUSIP: 37186XAX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    87700000 | PA      | $88422419.98   | 0.17%             | 2032-12-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                          | BALTA 2005-4 23A2                                                                                                                                      | CUSIP: 07386HSZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9594 | PA      | $9290.79       | 0.00%             | 2035-05-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2025-1 DAC                                                     | RFTE 2025-1A A                                                                                                                                         | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-O            | CORP              | IE        |   133615000 | PA      | $156623606.82  | 0.30%             | 2037-10-25      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 657537                                                                                                                                              | CUSIP: 31390VPW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13134 | PA      | $13616.68      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 5.5 04/15/27 144A                                                                                                                               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $11643750.00   | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN BM1168                                                                                                                                              | CUSIP: 3140J5JN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3947181 | PA      | $3889470.41    | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                                 | WAB 3.45 11/15/26                                                                                                                                      | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4976405.82    | 0.01%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                    | THC 6.875 11/15/31                                                                                                                                     | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $12885280.14   | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                                  | STACR 2022-DNA1 M2                                                                                                                                     | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-O            | USGSE             | US        |     1770000 | PA      | $1787179.62    | 0.00%             | 2042-01-27      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SUNRUN VESTA ISSR 2024-3 LTD                                                             | SUNRN 2024-3A A2                                                                                                                                       | CUSIP: 86773AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    64569962 | PA      | $62244436.10   | 0.12%             | 2059-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BEAZER HOMES USA INC                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18937.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 7 06/15/30 144A                                                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    12960000 | PA      | $13487872.50   | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                                                          | DUKES EDUCATION GRP LTD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9464215 | PA      | $11107675.43   | 0.02%             | 2028-11-27      | Floating      | 8.57%                 | No            |                  3 | On Loan: No      |
| NORTHWOODS CAPITAL 21 EURO DAC                                                           | NWDSE 2020-21A A1R                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006ETJ3EQ0LC1480 | Long             | ABS-O            | CORP              | IE        |    98400000 | PA      | $114969234.73  | 0.22%             | 2034-07-22      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                             | NCLH 6.75 02/01/32 144A                                                                                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      760000 | PA      | $756276.00     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                           | DIRCHA 7.75 11/15/29 144A                                                                                                                              | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    19436000 | PA      | $19939896.48   | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-B1                                              | CGCMT 2017-B1 A3                                                                                                                                       | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18990347 | PA      | $18741936.04   | 0.04%             | 2050-08-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUNRUN PROMETHEUS ISSUER 2026-1 LLC                                                      | SUNRN 2026-1A A1                                                                                                                                       | CUSIP: 86773LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8500000 | PA      | $8465373.55    | 0.02%             | 2061-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 5.85 05/17/27                                                                                                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12674000 | PA      | $12777347.99   | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AL2893                                                                                                                                              | CUSIP: 3138EKGB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3171328 | PA      | $2982546.08    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                          | BALTA 2005-4 23A1                                                                                                                                      | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       28783 | PA      | $27812.82      | 0.00%             | 2035-05-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-164076.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                             | GOOGL 4.8 02/15/36                                                                                                                                     | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9856124.68    | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4876                                                                                                                                              | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    30298214 | PA      | $31212446.15   | 0.06%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                                 | WAB 4.7 09/15/28                                                                                                                                       | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    11817000 | PA      | $11855286.77   | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                           | GLPI 5.3 01/15/29                                                                                                                                      | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    12461000 | PA      | $12547896.96   | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 4946                                                                                                                                                | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      685180 | PA      | $677589.90     | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 MORTGAGE TRUST                                                              | BMO 2024-5C5 A3                                                                                                                                        | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    50000000 | PA      | $51579635.00   | 0.10%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| SUNRUN VESTA ISSR 2024-3 LTD                                                             | SUNRN 2024-3A A1                                                                                                                                       | CUSIP: 86773AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15082002 | PA      | $14742349.73   | 0.03%             | 2059-10-30      | Fixed         | 5.49%                 | 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        |    20653793 | PA      | $20753268.10   | 0.04%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                | BALL 5.5 09/15/33                                                                                                                                      | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    16955000 | PA      | $16987492.50   | 0.03%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD4957                                                                                                                                              | CUSIP: 3132DSQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    34585972 | PA      | $28001169.91   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $142069.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                         | WELL 2.75 01/15/31                                                                                                                                     | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2071390.91    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                                | CMC 6 12/15/35 144A                                                                                                                                    | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     5745000 | PA      | $5738846.40    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC COMPANY                                                           | PCG 4 12/01/46                                                                                                                                         | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      785000 | PA      | $576274.63     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 4.5 11/15/31 144a                                                                                                                               | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1469167.56    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| SOUTHWEST AIRLINES COMPANY                                                               | LUV 5.125 06/15/27                                                                                                                                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    38315000 | PA      | $38486123.79   | 0.07%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                          | PM 4.875 02/13/29                                                                                                                                      | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1213373.56    | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 5.2 12/01/47                                                                                                                                      | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $1814325.05    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FHLB 3.2 11/29/32                                                                                                                                      | CUSIP: 3130ACUP7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    22500000 | PA      | $20812884.83   | 0.04%             | 2032-11-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                                 | EIX 5.112 12/15/47 A-2                                                                                                                                 | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1020038.30    | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8178                                                                                                                                              | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13513080 | PA      | $11397850.03   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NRG ENERGY INC                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13162.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                          | CVS 1.875 02/28/31                                                                                                                                     | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    24845000 | PA      | $21781536.31   | 0.04%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4903 ED                                                                                                                                            | CUSIP: 3137FN4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     2972332 | PA      | $2728142.36    | 0.01%             | 2048-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                      | SOFTBK 5.75 07/08/32                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     4200000 | PA      | $4727030.30    | 0.01%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.5 02/15/46                                                                                                                                         | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $68281250.00   | 0.13%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                            | BGS 5.25 09/15/27                                                                                                                                      | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    21378000 | PA      | $20633354.02   | 0.04%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO XIV DAC                                                                       | HNLY 14A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 635400RQOQI5SLA5SK32 | Long             | ABS-O            | CORP              | IE        |   121000000 | PA      | $142086490.14  | 0.27%             | 2038-03-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                                  | VW 5.25 03/22/29 144A                                                                                                                                  | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    23837000 | PA      | $24113633.15   | 0.05%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL INC                                                               | MAR 3.5 10/15/32 GG                                                                                                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    17030000 | PA      | $15694622.30   | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GM 6.25 10/02/43                                                                                                                                       | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5906000 | PA      | $5840898.07    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4439                                                                                                                                              | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1196243 | PA      | $1051904.08    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $59457.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                             | CAS 2022-R04 1M2                                                                                                                                       | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     6300000 | PA      | $6406029.63    | 0.01%             | 2042-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| NEWGENERATIONGASGATHERINGLLC                                                             | NEWGENERATIONGASGATHERINGLLC                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6824324 | PA      | $6721959.14    | 0.01%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V1.898 07/23/31 MTN                                                                                                                                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    48286000 | PA      | $43115885.56   | 0.08%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8179                                                                                                                                              | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1519549 | PA      | $1337931.28    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 9.5 09/15/27 **                                                                                                                                  | CUSIP: 706451BD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4190000 | PA      | $4448104.00    | 0.01%             | 2027-09-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CCUBS COMMERCIAL MORTGAGE TRUST 2017-C1                                                  | CCUBS 2017-C1 A3                                                                                                                                       | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26733844 | PA      | $26261772.21   | 0.05%             | 2050-11-17      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS0837                                                                                                                                              | CUSIP: 3140XF4X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      385650 | PA      | $337917.13     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORP                                                              | PPL 4.15 06/15/48                                                                                                                                      | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     8855000 | PA      | $7029413.66    | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN AL5068                                                                                                                                              | CUSIP: 36184BTZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      100056 | PA      | $89686.99      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 2.65 08/15/30                                                                                                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9227662.00    | 0.02%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3026.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                                             | ABIBB 4.9 02/01/46 *                                                                                                                                   | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    31653000 | PA      | $28515940.81   | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                           | ARDFIN 6.5 06/30/27 144A                                                                                                                               | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |           1 | PA      | $0.01          | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD2149                                                                                                                                              | CUSIP: 3132DPL63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14374606 | PA      | $12272931.66   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL 21 EURO DAC                                                           | NWDSE 2020-21A A2R                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006ETJ3EQ0LC1480 | Long             | ABS-O            | CORP              | IE        |    19000000 | PA      | $22082792.09   | 0.04%             | 2034-07-22      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                             | CAS 2021-R01 1M2                                                                                                                                       | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     3176648 | PA      | $3180618.93    | 0.01%             | 2041-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES3                                                      | TPMT 2025-CES3 A1A                                                                                                                                     | CUSIP: 891949BU2<br>LEI: 254900XDQGDYHMUKZJ77 | Long             | ABS-O            | CORP              | US        |    32451796 | PA      | $32443140.63   | 0.06%             | 2065-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS1877                                                                                                                                              | CUSIP: 3140XHCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      860941 | PA      | $754993.09     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                            | BGS 8 09/15/28 144A                                                                                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      800000 | PA      | $793491.64     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                         | BNSF 4.7 09/01/45                                                                                                                                      | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3005478.60    | 0.01%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                               | MIZUHO 3.17 09/11/27                                                                                                                                   | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     9800000 | PA      | $9646081.20    | 0.02%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $75761.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS GENERAL MOTORS CO                                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $186585.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 3.375 02/15/31 144A                                                                                                                             | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3510000 | PA      | $2106172.71    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                          | PM 5.625 09/07/33                                                                                                                                      | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    46682000 | PA      | $48703779.43   | 0.09%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 42 LTD                                                                       | ELM42 2025-5A A                                                                                                                                        | CUSIP: 29005DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    93500000 | PA      | $93749504.75   | 0.18%             | 2038-03-31      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                              | RCL 6.25 03/15/32 144A                                                                                                                                 | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      990000 | PA      | $1011033.44    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MONUMENT CLO 2 DAC                                                                       | MNMNT 2A A2                                                                                                                                            | CUSIP: 000000000<br>LEI: 25490071DLM53GNXFT24 | Long             | ABS-O            | CORP              | IE        |     6000000 | PA      | $7054338.11    | 0.01%             | 2039-01-20      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                             | APU 5.75 05/20/27                                                                                                                                      | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7284000 | PA      | $7313528.92    | 0.01%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2019-2                                         | UAL 2.7 05/01/32 AA                                                                                                                                    | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7269745 | PA      | $6649405.39    | 0.01%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.625 06/15/35                                                                                                                                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2920000 | PA      | $2823260.40    | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FINANCE CORP                                                          | BRK 2.85 10/15/50                                                                                                                                      | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $5903618.64    | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                             | ECOPET 8.625 01/19/29                                                                                                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    30525000 | PA      | $32310712.50   | 0.06%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS REPUBLIC OF ECUADOR                                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $174391.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                             | WMB 6.3 04/15/40                                                                                                                                       | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $2041811.21    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                       | PRPM 2024-RPL2 A1                                                                                                                                      | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14721956 | PA      | $14371732.41   | 0.03%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2018-16 MB                                                                                                                                         | CUSIP: 3136B1BV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1229947 | PA      | $1224342.46    | 0.00%             | 2046-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V4.565 06/14/30                                                                                                                                    | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14310000 | PA      | $14316330.03   | 0.03%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C1                                                    | UBSCM 2017-C1 A3                                                                                                                                       | CUSIP: 90276EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6529675 | PA      | $6482139.80    | 0.01%             | 2050-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                       | MATHOM 4.625 03/01/30 144A                                                                                                                             | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $47562.50      | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C15                                                   | UBSCM 2018-C15 A3                                                                                                                                      | CUSIP: 90278LAX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16997732 | PA      | $16822754.35   | 0.03%             | 2051-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP: A2                                                                        | HPS SLF VI GP: A2                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3744572 | PA      | $3744572.00    | 0.01%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                                   | CMLTI 2025-RP1 X                                                                                                                                       | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   162457515 | PA      | $16245.75      | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8201                                                                                                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8986807 | PA      | $8739343.70    | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | THB/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $200099.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.5 01/31/28                                                                                                                                         | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    80835000 | PA      | $80310835.55   | 0.15%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                        | DVN 5.25 10/15/27                                                                                                                                      | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      113000 | PA      | $113024.86     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK & PRESBYTERIAN HOSPITAL                                                         | NYPRES 3.954 08/01/19 2019                                                                                                                             | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    14835000 | PA      | $10080605.97   | 0.02%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                      | TPMT 2024-CES5 A1                                                                                                                                      | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    68112913 | PA      | $68012569.24   | 0.13%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V8 MORTGAGE TRUST                                                         | BMARK 2024-V8 A3                                                                                                                                       | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    95000000 | PA      | $98934320.50   | 0.19%             | 2057-07-17      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| OCS Group Investments Limited                                                            | OCS GROUP HOLDINGS LTD                                                                                                                                 | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |    17275000 | PA      | $23418805.16   | 0.04%             | 2031-11-28      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO II LTD                                                                        | RMRK 2018-2A A1R                                                                                                                                       | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1839784 | PA      | $1839873.51    | 0.00%             | 2031-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                                | DHR 1.35 09/18/39                                                                                                                                      | CUSIP: 23291KAD7<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    13421000 | PA      | $11380499.68   | 0.02%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4735 IM                                                                                                                                            | CUSIP: 3137FCA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     4914464 | PA      | $870003.13     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                       | XEL 4.1 06/15/48                                                                                                                                       | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2945000 | PA      | $2285239.76    | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $858065.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                                    | AMSIND 4.625 05/15/30 144A                                                                                                                             | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      347000 | PA      | $336200.24     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                                   | CMLTI 2025-RP1 SA                                                                                                                                      | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      183352 | PA      | $163371.28     | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GAP INC (THE)                                                                            | GAP 3.875 10/01/31 144A                                                                                                                                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     9325000 | PA      | $8525354.27    | 0.02%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2022-3                                                       | ABCLN 2024-A C                                                                                                                                         | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1575200 | PA      | $1597671.10    | 0.00%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2016-74 GM                                                                                                                                         | CUSIP: 3136ATG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     4878189 | PA      | $4757275.92    | 0.01%             | 2043-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 607428                                                                                                                                              | CUSIP: 36201YYZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38733 | PA      | $39291.63      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 36 LTD                                                                       | ELM36 2024-12RA BR                                                                                                                                     | CUSIP: 29004MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    43000000 | PA      | $43185218.20   | 0.08%             | 2037-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4438                                                                                                                                              | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    85388307 | PA      | $71945968.87   | 0.14%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                              | RCL 5.625 09/30/31 144A                                                                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2140000 | PA      | $2162810.90    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                             | WMB 5.3 08/15/52                                                                                                                                       | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $6845691.77    | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                    | USD/COP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-775003.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 6.25 05/26/28 144A                                                                                                                              | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      875000 | PA      | $898117.50     | 0.00%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                            | C V3.785 03/17/33                                                                                                                                      | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    53929000 | PA      | $50714255.00   | 0.10%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                       | ABIBB 4.439 10/06/48                                                                                                                                   | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $1954600.65    | 0.00%             | 2048-10-06      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V4.083 03/20/51 MTN                                                                                                                                | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    21644000 | PA      | $16837575.61   | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                      | NOVHOL 6.75 04/15/32 144A                                                                                                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    10850000 | PA      | $10201479.81   | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 2.75 05/15/40                                                                                                                                      | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    22814000 | PA      | $16713797.98   | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                             | ECOPET 6.875 04/29/30                                                                                                                                  | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    26440000 | PA      | $26572200.00   | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2022-3                                                       | ABCLN 2024-A D                                                                                                                                         | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      787600 | PA      | $798108.20     | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| MICHIGAN FINANCE AUTHORITY (MI)                                                          | MI MISFIN 3.38 12/01/2040                                                                                                                              | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    13895000 | PA      | $11795485.56   | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FM9335                                                                                                                                              | CUSIP: 3140XDLR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9078625 | PA      | $7650149.48    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16332.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                             | UAL 5.375 03/01/31                                                                                                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    18380000 | PA      | $18124294.58   | 0.03%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-3 DAC                                     | CGMSE 2014-3A AA1R                                                                                                                                     | CUSIP: 000000000<br>LEI: 6354007OBILXDMGSBC20 | Long             | ABS-O            | CORP              | IE        |     1018716 | PA      | $1195937.67    | 0.00%             | 2032-01-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS Q001 XA                                                                                                                                           | CUSIP: 3137BEWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    20684958 | PA      | $1128176.23    | 0.00%             | 2032-02-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR V6.692 09/13/34                                                                                                                                   | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4100000 | PA      | $4433701.46    | 0.01%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING COMPANY                                                  | FE 3.5 04/01/28 144A                                                                                                                                   | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4415000 | PA      | $4328645.18    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FRESTP 0 07/15/32 6.25                                                                                                                                 | CUSIP: 3134A4NV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1913000 | PA      | $1451062.85    | 0.00%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                             | WMB 5.15 03/15/34                                                                                                                                      | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    36839000 | PA      | $36860122.07   | 0.07%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                          | PM 5.375 02/15/33                                                                                                                                      | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    11419000 | PA      | $11736900.85   | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                                    | ACN 4.5 10/04/34                                                                                                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8187588.35    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ALBERTA (AB), PROVINCE OF - DEPUTY PROVINCIAL TREASURER                                  | ALTA 1.3 07/22/30                                                                                                                                      | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |    21446000 | PA      | $19090714.50   | 0.04%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $57663.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS V3.126 08/13/30 144A                                                                                                                               | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    14130000 | PA      | $13445072.27   | 0.03%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MICHIGAN FINANCE AUTHORITY (MI)                                                          | MI MISFIN 3.08 12/01/2034                                                                                                                              | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    10720000 | PA      | $9798490.73    | 0.02%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.5 02/15/45                                                                                                                                         | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   119645000 | PA      | $83059802.34   | 0.16%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 38 LTD                                                       | OCT38 2018-1A A3R                                                                                                                                      | CUSIP: 67591YAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    35000000 | PA      | $35154934.50   | 0.07%             | 2037-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                                            | SDART 2024-2 D                                                                                                                                         | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18820000 | PA      | $19335487.33   | 0.04%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CBAM 2018-5 LTD                                                                          | CBAMR 2018-5A BR                                                                                                                                       | CUSIP: 12516LAG0<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |    29090000 | PA      | $29183899.61   | 0.06%             | 2038-10-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                          | BANK 2019-BN24 A2                                                                                                                                      | CUSIP: 06540VAZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    69300000 | PA      | $65146920.30   | 0.12%             | 2062-11-17      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                            | COMM 2024-277P A                                                                                                                                       | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29200000 | PA      | $30443432.36   | 0.06%             | 2044-08-11      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                                             | TEP 6 12/31/30 144A                                                                                                                                    | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1984786.72    | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                          | CVS 1.75 08/21/30                                                                                                                                      | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      750000 | PA      | $663475.03     | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                             | USD/CNH FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1053441.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V1.992 01/27/32                                                                                                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    48415000 | PA      | $42593431.81   | 0.08%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE VII LTD                                                                       | OMIR 2021-2 M1B                                                                                                                                        | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    14636094 | PA      | $14713356.39   | 0.03%             | 2034-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS7496                                                                                                                                              | CUSIP: 3140XPKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    55544658 | PA      | $47611555.28   | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4618                                                                                                                                              | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28181221 | PA      | $26449776.78   | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD4626                                                                                                                                              | CUSIP: 3132DSD74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    48556729 | PA      | $43181323.92   | 0.08%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 4.5 03/15/29                                                                                                                                     | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    37650000 | PA      | $36499792.50   | 0.07%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                                   | BSPEED 10.5 04/03/31 144A                                                                                                                              | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |    99960000 | PA      | $101818306.88  | 0.19%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                                              | Tenneco Term Loan B 500 2028-11-01                                                                                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    31705000 | PA      | $31661881.20   | 0.06%             | 2028-11-17      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                   | BX 2025-JDI A                                                                                                                                          | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    68024010 | PA      | $68151555.03   | 0.13%             | 2042-11-17      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                                             | ABIBB 4.7 02/01/36 *                                                                                                                                   | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    44300000 | PA      | $43183219.15   | 0.08%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS UNITEDHEALTH GROUP INC                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $59379.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST 2006-S3                                                 | JPALT 2006-A1 4A1                                                                                                                                      | CUSIP: 46627MDA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       57283 | PA      | $41660.46      | 0.00%             | 2036-03-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                                     | BOOTS GROUP BIDCO LTD/THE                                                                                                                              | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |    21650000 | PA      | $29581319.08   | 0.06%             | 2032-08-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                                             | TEP 6.75 03/15/34 144A                                                                                                                                 | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     3760000 | PA      | $3840789.86    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AE1212                                                                                                                                              | CUSIP: 31419BK20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98023 | PA      | $94359.63      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4100                                                                                                                                              | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20846956 | PA      | $16821824.26   | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6                                                   | MSC 2019-H6 A3                                                                                                                                         | CUSIP: 61769JAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31864660 | PA      | $30669213.00   | 0.06%             | 2052-06-17      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 3.125 07/27/26 MTN                                                                                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17990000 | PA      | $17942821.53   | 0.03%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                         | VMED 4.25 01/15/30 REGS                                                                                                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    13400000 | PA      | $16490783.65   | 0.03%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V5.32 07/19/35                                                                                                                                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    37210000 | PA      | $37476346.61   | 0.07%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                                     | BOOTFN 7.375 08/31/32 144*                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     4425000 | PA      | $6111638.53    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $49171.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 4 LTD                                                                  | KLLM 4A ARR                                                                                                                                            | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |    21850000 | PA      | $21875533.91   | 0.04%             | 2037-07-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                  | HYNMTR 5.1 06/24/30 144A                                                                                                                               | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    25370000 | PA      | $25586456.02   | 0.05%             | 2030-06-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                                           | PCG 3.95 12/01/47                                                                                                                                      | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    30960000 | PA      | $22582356.03   | 0.04%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET 6.25 04/15/49                                                                                                                                       | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    37960000 | PA      | $37338756.62   | 0.07%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8309                                                                                                                                              | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21300331 | PA      | $21861912.20   | 0.04%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HARVARD UNIVERSITY - PRESIDENT AND FELLOWS OF THE COLLEGE                                | HARVRD 2.517 10/15/50                                                                                                                                  | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $5354026.75    | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                            | COMM 2024-277P X                                                                                                                                       | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    97400000 | PA      | $2106752.26    | 0.00%             | 2044-08-11      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: A2                                                             | HPS SLF VI IM - UNFUNDED: A2                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15446351 | PA      | $15446351.00   | 0.03%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2019-13 LZ                                                                                                                                         | CUSIP: 3136B4GZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     9545663 | PA      | $9034012.59    | 0.02%             | 2049-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MB0025                                                                                                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    86465717 | PA      | $85875192.45   | 0.16%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-460599.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $117203.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                         | CFELEC 4.688 05/15/29 144A                                                                                                                             | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    45602000 | PA      | $45009174.00   | 0.09%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC                                                         | MSAC 2004-HE3 A4                                                                                                                                       | CUSIP: 61744CDG8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |      483058 | PA      | $474607.74     | 0.00%             | 2034-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 655597                                                                                                                                              | CUSIP: 31390TKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3520 | PA      | $3649.06       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4964                                                                                                                                              | CUSIP: 31418EQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1945379 | PA      | $2053975.27    | 0.00%             | 2053-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 1935 JZ                                                                                                                                            | CUSIP: 3133T8ZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |         874 | PA      | $875.14        | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR SOCIAL BOND SARL                                                                 | ECUASO 0.35 01/30/35 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | CORP              | LU        |   144000000 | PA      | $2505600.00    | 0.00%             | 2035-01-30      | Fixed         | 0.35%                 | No            |                  3 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES6                                                      | TPMT 2024-CES6 A1                                                                                                                                      | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-O            | CORP              | US        |    38449448 | PA      | $38613677.30   | 0.07%             | 2064-11-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                 | T 3.65 09/15/59                                                                                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    51611000 | PA      | $32894261.81   | 0.06%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DBWF 2016-85T MORTGAGE TRUST                                                             | DBWF 2016-85T D                                                                                                                                        | CUSIP: 23307CAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23960000 | PA      | $23167707.49   | 0.04%             | 2036-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                     | FYBR 6.75 05/01/29 144A                                                                                                                                | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1948000 | PA      | $1948000.00    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3875.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 6.25 10/15/55                                                                                                                                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      435000 | PA      | $428062.25     | 0.00%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                    | MINAU 6 05/01/32 144A                                                                                                                                  | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     3210000 | PA      | $3185379.30    | 0.01%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' CADILLAC FAIRVIEW PROPERTIES TRUST                                     | CFPTCN 3.875 03/20/27 144A                                                                                                                             | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    14600000 | PA      | $14548139.34   | 0.03%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2023-1 LTD                                                                       | TCW 2023-1A A1R                                                                                                                                        | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20950000 | PA      | $21007438.62   | 0.04%             | 2038-03-31      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 6.85 02/04/66                                                                                                                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    12480000 | PA      | $11437046.62   | 0.02%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V2.879 10/30/30 MTN                                                                                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    49019000 | PA      | $46276497.03   | 0.09%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H6 MORTGAGE TRUST                                                             | CROSS 2025-H6 A1                                                                                                                                       | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    42355106 | PA      | $42361379.12   | 0.08%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                                  | VW 5.05 03/27/28 144A                                                                                                                                  | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    32852000 | PA      | $33061155.54   | 0.06%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8187                                                                                                                                              | CUSIP: 3132DWCY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1930103 | PA      | $1821378.99    | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 3.875 08/15/59                                                                                                                                     | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10656000 | PA      | $7455408.59    | 0.01%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $269336.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 8.75 01/29/34 144A                                                                                                                                | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    96316000 | PA      | $98286317.15   | 0.19%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 1.5 06/26/29 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    37883000 | PA      | $41084540.91   | 0.08%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                    | MINAU 7 04/01/31 144A                                                                                                                                  | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     5980000 | PA      | $6198832.72    | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP: DDTL                                                                      | HPS SLF VI GP: DDTL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8628626 | PA      | $8628626.00    | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | 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        |     5630000 | PA      | $3786019.37    | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 5.4 10/15/35                                                                                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    31400000 | PA      | $31378334.53   | 0.06%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2023-1 LTD                                                            | ROCKT 2023-1A A1R                                                                                                                                      | CUSIP: 77341RAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    70600000 | PA      | $70766326.54   | 0.13%             | 2038-03-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                        | CI 4.375 10/15/28                                                                                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    17363000 | PA      | $17356982.14   | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JP MORGAN CHASE BANK NA                                                                  | CACLN 2021-1 R                                                                                                                                         | CUSIP: 46591HBW9<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |      536124 | PA      | $548902.69     | 0.00%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7829                                                                                                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    85345443 | PA      | $77895265.88   | 0.15%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PITNEY BOWES INC                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8235.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                             | NI 4.8 02/15/44                                                                                                                                        | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1354401.65    | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                          | PAA 3.55 12/15/29                                                                                                                                      | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     9275000 | PA      | $8980043.62    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                             | QHEL 8.625 06/15/29 FSA                                                                                                                                | CUSIP: 448814EX7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | MUN               | CA        |      130000 | PA      | $145656.12     | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                                          | BANK 2020-BN29 A3                                                                                                                                      | CUSIP: 06541TBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    36787653 | PA      | $32639896.55   | 0.06%             | 2053-11-18      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 LTD                                                                           | AGL 2022-19A A1R                                                                                                                                       | CUSIP: 001210AQ6<br>LEI: 254900I16LA7IZQPMU67 | Long             | ABS-CBDO         | CORP              | KY        |    35494000 | PA      | $35584864.64   | 0.07%             | 2038-07-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 6.7 02/04/56                                                                                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $8638349.96    | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 29 LTD                                                                       | ELM29 2024-5A AR1                                                                                                                                      | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    53915000 | PA      | $53973120.37   | 0.10%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAP LLC                              | UNIT 8.625 06/15/32 Feb                                                                                                                                | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6495000 | PA      | $6793722.06    | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 4.95 10/15/32                                                                                                                                      | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    30720000 | PA      | $30491493.39   | 0.06%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM2 TRUST                                                                      | MFRA 2025-NQM2 A1                                                                                                                                      | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-O            | CORP              | US        |     5755448 | PA      | $5791248.33    | 0.01%             | 2070-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $123594.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V2.572 02/11/31 MTN                                                                                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   227795000 | PA      | $211328733.34  | 0.40%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1                                                  | OMFIT 2023-1A D                                                                                                                                        | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1359851.48    | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8184                                                                                                                                              | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2011909 | PA      | $1777869.28    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                                  | VW 4.95 08/15/29 144A                                                                                                                                  | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1495030.09    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                          | CVS 5 01/30/29                                                                                                                                         | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1327914.50    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-CES1                                                | BRAVO 2024-CES1 A1A                                                                                                                                    | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-O            | CORP              | US        |     2569573 | PA      | $2591257.28    | 0.00%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| HARVARD UNIVERSITY - PRESIDENT AND FELLOWS OF THE COLLEGE                                | HARVRD 3.15 07/15/46                                                                                                                                   | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     9930000 | PA      | $7054390.89    | 0.01%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS 4.282 01/09/28 144A                                                                                                                                | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1206000 | PA      | $1202555.78    | 0.00%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                  | STACR 2021-HQA4 B1                                                                                                                                     | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |      571500 | PA      | $579997.63     | 0.00%             | 2041-12-26      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                    | MINAU 9.25 10/01/28 144A                                                                                                                               | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     5443000 | PA      | $5647112.50    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS STELLANTIS NV                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14040.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2022-2 LTD                                                            | ROCKT 2022-2A A1R2                                                                                                                                     | CUSIP: 77340LAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    40250000 | PA      | $40347566.00   | 0.08%             | 2038-03-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                     | RPLDCI 6.581 05/30/49 144A                                                                                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   221090000 | PA      | $228772814.69  | 0.43%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                                    | FRIDPT 5.315 04/14/32 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    10370000 | PA      | $10380370.00   | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HARVARD UNIVERSITY - PRESIDENT AND FELLOWS OF THE COLLEGE                                | HARVRD 3.619 10/01/37                                                                                                                                  | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     3710000 | PA      | $3289327.79    | 0.01%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V1.922 10/24/31 MTN                                                                                                                                | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14481000 | PA      | $12848100.23   | 0.02%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 8 LTD                                                                  | KLLM 8A A1R2                                                                                                                                           | CUSIP: 37148EAN4<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |    39700000 | PA      | $39778411.47   | 0.08%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 3.55 03/01/38                                                                                                                                       | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    15098000 | PA      | $12511076.26   | 0.02%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50                                           | WFCM 2019-C50 A4                                                                                                                                       | CUSIP: 95001XBA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    34566432 | PA      | $33679332.93   | 0.06%             | 2052-05-17      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 6.55 02/04/46                                                                                                                                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2115000 | PA      | $1962982.79    | 0.00%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                       | EXPAND ENERGY CORP COM                                                                                                                                 | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      450899 | NS      | $46059332.85   | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS POST HOLDINGS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12871.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                                                  | RFCS 0 01/15/30                                                                                                                                        | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     1250000 | PA      | $1070043.03    | 0.00%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM6 TRUST                                                                     | GCAT 2025-NQM6 A1                                                                                                                                      | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29858359 | PA      | $29701507.23   | 0.06%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-CAR1 LLC                                  | BVCLN 2024-CAR1 C                                                                                                                                      | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     1076480 | PA      | $1080148.53    | 0.00%             | 2031-12-26      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                                | ASSDLN 8.125 05/14/30 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    35350000 | PA      | $44434695.92   | 0.08%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                               | FISV 5.375 08/21/28                                                                                                                                    | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    78385000 | PA      | $79487274.66   | 0.15%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LUGO FUNDING DAC                                                                         | LUGO 2024-1A A                                                                                                                                         | CUSIP: 000000000<br>LEI: 635400ZKKXDKKVOM9V22 | Long             | ABS-O            | CORP              | IE        |    46165835 | PA      | $54078284.84   | 0.10%             | 2066-05-26      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C24                                      | JPMBB 2014-C24 A5                                                                                                                                      | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      466102 | PA      | $455686.29     | 0.00%             | 2047-11-18      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC & GAS COMPANY                                                    | PEG 3.65 09/01/42 MTN                                                                                                                                  | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1567406.91    | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL LLC                                                                      | BIGBRS 6.625 01/31/29 144A                                                                                                                             | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40076.78      | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PROVIDUS CLO II DAC                                                                      | PRVD 2A BRR                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-O            | CORP              | IE        |    27915000 | PA      | $32761850.03   | 0.06%             | 2038-10-15      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $122872.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                              | VTRS 4 06/22/50                                                                                                                                        | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    38682000 | PA      | $25656722.08   | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V2.904 11/03/42                                                                                                                                      | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    53586000 | PA      | $38630002.07   | 0.07%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 5.113 05/03/29                                                                                                                                       | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3229875.48    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                                      | RKT 3.875 03/01/31 144A                                                                                                                                | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    11425000 | PA      | $10611271.50   | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                                | DONCASTERS US FINANCE LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    80903900 | PA      | $81106159.75   | 0.15%             | 2030-04-23      | Floating      | 10.20%                | No            |                  3 | On Loan: No      |
| Dukes Education                                                                          | DUKES EDUCATION GROUP LTD                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      273846 | PA      | $372636.27     | 0.00%             | 2028-11-27      | Floating      | 8.57%                 | No            |                  3 | On Loan: No      |
| POLEN CAPITAL CLO 2025-1 LTD                                                             | POLEN 2025-1A A1                                                                                                                                       | CUSIP: 73110MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    49800000 | PA      | $49923140.46   | 0.09%             | 2038-03-08      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 0.125 07/09/30 *                                                                                                                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    25169036 | PA      | $24739448.14   | 0.05%             | 2030-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 777740                                                                                                                                              | CUSIP: 31404TBH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9701 | PA      | $9753.44       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 08/15/40                                                                                                                                           | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10470000 | PA      | $5168016.41    | 0.01%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NEW IMMO HOLDING SA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9173.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                              | GSAA 2006-7 AF2                                                                                                                                        | CUSIP: 362334NB6<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |      534908 | PA      | $180477.23     | 0.00%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 4.625 12/01/30 144a                                                                                                                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $2982077.92    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                                      | TPMT 2025-CES4 A1A                                                                                                                                     | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |    23653563 | PA      | $23557896.59   | 0.04%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8183                                                                                                                                              | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25026160 | PA      | $21119154.03   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A15105                                                                                                                                              | CUSIP: 31296PU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       98882 | PA      | $100516.04     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION AND STORAGE INC                                                 | BRKHEC 4.6 12/15/44 *                                                                                                                                  | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |      245000 | PA      | $207565.54     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-L2                                                   | MSC 2019-L2 A3                                                                                                                                         | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    43235869 | PA      | $42357631.79   | 0.08%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC & POWER COMPANY                                                        | D 6.35 11/30/37                                                                                                                                        | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6485766.99    | 0.01%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 2959                                                                                                                                                | CUSIP: 36202DJC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         449 | PA      | $468.27        | 0.00%             | 2030-08-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARD HOLDINGS SA                                                                          | ARD HOLDINGS SA ORD SHS 144A                                                                                                                           | CUSIP: 985923101<br>LEI: 549300SO59UL53O4D221 | Long             | EC               | CORP              | LU        |         177 | NS      | $1062.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | KRW/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $322774.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                            | SMYREA 6 11/01/28 144A                                                                                                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     2709000 | PA      | $2706108.11    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                 | MARS 3.875 04/01/39 144A                                                                                                                               | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     8185000 | PA      | $7078963.58    | 0.01%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                         | SRE 5.35 05/15/40                                                                                                                                      | CUSIP: 797440BL7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     9512000 | PA      | $9289329.57    | 0.02%             | 2040-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR V4.942 09/10/30                                                                                                                                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    20643000 | PA      | $20732978.71   | 0.04%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                                     | PNR 4.5 07/01/29                                                                                                                                       | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1294320.30    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 3.625 03/01/48                                                                                                                                      | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $1491171.44    | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                             | CAS 2021-R01 1B1                                                                                                                                       | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     3600000 | PA      | $3635080.56    | 0.01%             | 2041-10-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| OCTAGON 70 ALTO LTD                                                                      | OCT70 2023-1A A1R                                                                                                                                      | CUSIP: 67578CAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    72250000 | PA      | $72208391.23   | 0.14%             | 2036-10-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM3 TRUST                                                                      | OBX 2025-NQM3 A1                                                                                                                                       | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |    22620646 | PA      | $22797141.60   | 0.04%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                             | GOOGL 4.7 11/15/35                                                                                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    16660000 | PA      | $16329652.64   | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ADLER REAL ESTATE GMBH                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-134858.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FORD MOTOR CO                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5812.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13592.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON 64 LTD                                                                           | OCT64 2022-1A A1R                                                                                                                                      | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    32100000 | PA      | $32121558.36   | 0.06%             | 2035-07-21      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR RA1726                                                                                                                                              | CUSIP: 3133KG4K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4514544 | PA      | $3857247.98    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS9725                                                                                                                                              | CUSIP: 3140XRYX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26283685 | PA      | $24776656.92   | 0.05%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 18 LTD                                                                    | PIPK 2025-18A A1                                                                                                                                       | CUSIP: 720916AA3<br>LEI: 5493008O059R6VFBVX94 | Long             | ABS-CBDO         | CORP              | KY        |     4900000 | PA      | $4904988.69    | 0.01%             | 2038-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                               | IVYCST 5.25 03/22/30 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    49957000 | PA      | $58588645.35   | 0.11%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                | DUK 6 01/15/38                                                                                                                                         | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3888649.75    | 0.01%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                                      | ABXCN 5.8 11/15/34 A                                                                                                                                   | CUSIP: 067901AA6<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     7300000 | PA      | $7501980.78    | 0.01%             | 2034-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 4.125 12/01/30 144A                                                                                                                             | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $3145907.00    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 18 LTD                                                                 | KLLM 2024-18A B                                                                                                                                        | CUSIP: 37149VAC9<br>LEI: 213800HEENW837PB8J74 | Long             | ABS-CBDO         | CORP              | KY        |    37500000 | PA      | $37643152.50   | 0.07%             | 2038-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                         | BNSF 4.375 09/01/42                                                                                                                                    | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2480941.26    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS MONITCHEM HOLDCO 3 SA                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-182235.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                                         | NEW GENERATION GAS GATHERING LLC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6824324 | PA      | $6721959.46    | 0.01%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BENCHMARK 2018-B2 MORTGAGE TRUST                                                         | BMARK 2018-B2 A3                                                                                                                                       | CUSIP: 08161CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11073422 | PA      | $10888131.61   | 0.02%             | 2051-02-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                              | EQNR 4.25 11/23/41                                                                                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     9026000 | PA      | $7804116.08    | 0.01%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIV LTD                                                           | MDPK 2019-34A A1RR                                                                                                                                     | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    78750000 | PA      | $78900018.75   | 0.15%             | 2037-10-16      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GN 600713                                                                                                                                              | CUSIP: 36200GK21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9486 | PA      | $9672.77       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4801 ZD                                                                                                                                            | CUSIP: 3137FG3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     5114751 | PA      | $4834988.33    | 0.01%             | 2048-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                              | CDEP 5.75 05/05/26 144a                                                                                                                                | CUSIP: 147918AB2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    15200000 | PA      | $15199116.88   | 0.03%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NLT 2025-CES1 TRUST                                                                      | NLT 2025-CES1 A1                                                                                                                                       | CUSIP: 629162AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4587692 | PA      | $4567918.84    | 0.01%             | 2060-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                                  | HONA 4.6 03/16/33 144A                                                                                                                                 | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    24281000 | PA      | $23982254.46   | 0.05%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1                                                  | OMFIT 2024-1A A                                                                                                                                        | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    67000000 | PA      | $70077202.80   | 0.13%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SAIPEM FINANCE INTERNATIONAL BV                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17479.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                         | VMED 4.125 08/15/30 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    11600000 | PA      | $14047041.30   | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 4.35 01/17/27                                                                                                                                       | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4416000 | PA      | $4410773.68    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS V3.869 01/12/29 144A                                                                                                                               | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     8734000 | PA      | $8630296.85    | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                    | MINAU 6.25 05/01/34 144A                                                                                                                               | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     7090000 | PA      | $7004990.90    | 0.01%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                                             | TEP 5.5 01/15/28 144A                                                                                                                                  | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    12867000 | PA      | $12836419.94   | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A16927                                                                                                                                              | CUSIP: 31296RVU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12242 | PA      | $12501.92      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                     | FYBR 5 05/01/28 144A                                                                                                                                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13999000 | PA      | $13999000.00   | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD4834                                                                                                                                              | CUSIP: 3132DSLP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19018246 | PA      | $15366985.91   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V5.466 01/18/35                                                                                                                                     | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    58319000 | PA      | $59368841.11   | 0.11%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNR 2016-30 CI                                                                                                                                         | CUSIP: 3136ARZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1375548 | PA      | $92204.36      | 0.00%             | 2036-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS BANK OF NOVA SCOTIA                                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-369885.95    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 5.75 01/15/30 144A                                                                                                                              | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $4129350.38    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                   | UNH 3.5 08/15/39                                                                                                                                       | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    55681000 | PA      | $45467339.85   | 0.09%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                              | CDEP 5.875 04/30/29 144A                                                                                                                               | CUSIP: 147918AC0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    20510000 | PA      | $21328632.04   | 0.04%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2007-FLX4                                               | INDX 2007-FLX4 2A1                                                                                                                                     | CUSIP: 456687AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1520558 | PA      | $1422898.49    | 0.00%             | 2037-07-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-141143.67    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-235.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5950.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-928.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-960798.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                            | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-921199.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS TOTALENERGIES SE                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4804.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-71384.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS OI EUROPEAN GROUP BV                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-58316.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8380.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS GOVERNMENT OF JAPAN                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $681655.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11893.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS CDX.EM.44.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1617261.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SES SA                                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18083.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-53816.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1428417.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $349583.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10454.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13411.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36037.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $50958.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                            | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $491491.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS BANK OF MONTREAL                                                                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $173420.07     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-235.16       | -0.00%            |  |  |  | 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        |       48185 | NC      | $-72303637.08  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $62528.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS REPUBLIC OF ECUADOR                                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $389488.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $701993.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-57116.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $236356.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7424.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $62461.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |  -126835000 | OU      | $-617878.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $214516.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                        | USD/TWD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $278568.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | SWOP CDS CDX.NA.IG.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   375935000 | OU      | $391699.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14485.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $269336.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $125056.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ISLAMIC REPUBLIC OF PAKISTAN                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $279026.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UNITED STATES TREASURY NOTE/BOND                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $40041.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS CDX.EM.44.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-2021577.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                      | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8016241.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-80523.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                      | USD/KRW FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $497492.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS THYSSENKRUPP AG                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18946.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $37926.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $153729.68     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-728.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DXC TECHNOLOGY CO                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10131.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14236.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-263443.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS LANXESS AG                                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8800.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BELLIS ACQUISITION COMPANY PLC                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-97082.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3359.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6574786.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS KAIXO BONDCO TELECOM SA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20538.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF ANGOLA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $262465.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $593116.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DAVITA INC                                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15410.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $272571.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS AIR FRANCE-KLM                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5658.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7767.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF COSTA RICA                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22799.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CDX.PARIS.BESPOKE                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $88102.61      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CLEVELAND-CLIFFS INC                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6037.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $13921.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $47350.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ARCELORMITTAL SA                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23235.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-806.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $138107.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24984.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-979769.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-58806.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | SWOP CDS CDX.NA.HY.45.V2                                                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  -500000000 | OU      | $-38258769.31  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7478.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS VOLKSWAGEN INTERNATIONAL FINANCE NV                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20130.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COSTA RICA                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $45598.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS GAZPROM PAO                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $791277.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $66065.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | Euro(FGBS) Schatz Futures                                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -374 | NC      | $522002.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS KB HOME                                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6795.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21305.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS SIEMENS AG                                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $58812.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $24984.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | USD/MXN FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $190303.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NEW IMMO HOLDING SA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8136.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TUI AG                                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17971.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14481.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-7543.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS DOMINICAN REPUBLIC                                                                                                                                 | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $68202.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8265247.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $268022.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $397563.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-92492.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TUI AG                                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15936.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF KAZAKHSTAN                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-20882.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-99936.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TEGNA INC                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23550.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $343087.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1440616.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                    | INR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $131500.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FORVIA SE                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2240.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7136.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS DOMINICAN REPUBLIC                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $85253.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | USD/MXN FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-902453.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | USD/TWD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-266575.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CMA CGM SA                                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1383.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS CMBX.NA AAA.12                                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $75349.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS CDX.EM.36.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2286333.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS VOLVO CAR AB                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8870.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $59457.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CLP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $163077.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-74860.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-46246.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $54666.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CCO HOLDINGS LLC                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17391.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2663.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1528.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NCL CORP LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1011.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SOUTHWEST AIRLINES CO                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14178.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS COMMERZBANK AG                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18937.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $350996.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2593.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS NEW YORK LIFE GLOBAL FUNDING                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $262733.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3214623.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS KINGDOM OF SPAIN                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3135001.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF ANGOLA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $262465.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ELO SACA                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11300.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10626.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |  -126835000 | OU      | $-617878.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-300545.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1815.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SIRIUS XM RADIO LLC                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4883.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $54666.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $127406.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS AVIS BUDGET CAR RENTAL LLC                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28703.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS CDX.NA.IG.45.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-3234523.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | USD/INR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $70928.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1366.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CDX.EM.36.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-914533.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-300545.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                | FWD TREASURY BOND                                                                                                                                      | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | N/A              | DIR              | CORP              | US        |    95175000 | NC      | $-2267370.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1789.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS LOXAM SAS                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15323.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   328065000 | OU      | $972972.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BNP PARIBAS SA                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19300.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CDX.ZERMATT                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2360050.90   | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CDX.PARIS.BESPOKE                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-76802.09     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-251769.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS CDX.EM.36.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-68590.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17901.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   381470000 | OU      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CCO HOLDINGS LLC                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19608.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                | FWD TREASURY BOND                                                                                                                                      | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | N/A              | DIR              | CORP              | US        |   245460000 | NC      | $-4771415.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PACHELBEL BIDCO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-41078.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS VOLVO CAR AB                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9953.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FORD MOTOR CO                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6574.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $60524.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TENET HEALTHCARE CORP                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17330.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | MXN/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-359883.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   549400000 | OU      | $2672.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS CDX.NA.IG.40.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24718149.26   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS INEOS QUATTRO FINANCE 2 PLC                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-169996.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-13411.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | COP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-352417.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS KINGDOM OF MOROCCO                                                                                                                                 | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53607.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ASHLAND INC                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18636.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS VERIZON COMMUNICATIONS INC                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $93438.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                    | PHP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-556864.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46027.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $26151.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $19841.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $1904043.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TELECOM ITALIA SPA/MILANO                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20438.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $894378.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CLEVELAND-CLIFFS INC                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5335.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | TWD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $142092.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   190735000 | OU      | $0.00          | 0.00%             |  |  |  | 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        |       23872 | NC      | $-62594615.85  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93663.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DEUTSCHE BANK AG                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11905.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TEAMSYSTEM SPA                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-59899.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $411.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46246.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NORDSTROM INC                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11402.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $58296.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $476010.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-114233.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -1101620000 | OU      | $-1727579.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS KINGDOM OF SPAIN                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $160696.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1961.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $113888.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1573842.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DOMTAR CORP                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-215594.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF MOROCCO                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-67009.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS CDX.NA.IG.43.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1073658.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TELECOM ITALIA SPA/MILANO                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18185.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-188224.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1381988.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |  -253670000 | OU      | $-1425508.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-414.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $267671.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-37430.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PREMIER FOODS FINANCE PLC                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18631.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS CMBX.NA.AAA.13                                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $125511.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -322645000 | OU      | $-357815.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DEUTSCHE TELEKOM AG                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-276592.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5849.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    95301000 | OU      | $495301.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-205096.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | SWOP CDS ITRAXX.XO.44.V1                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   800000000 | OU      | $274573.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS WELLS FARGO & COMPANY                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9810.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-57116.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-113165.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1791.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SCHAEFFLER AG                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15215.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | USD/MXN FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $377676.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1881.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $267552.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46831.77     | -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        |          17 | NC      | $-2682.26      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1597.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3291.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS STELLANTIS NV                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $50653.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   549400000 | OU      | $6112326.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $214516.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BANCO BILBAO VIZCAYA ARGENTARIA                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24583.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                              | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $85927.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $314054.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $107020.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS MURPHY OIL CORPORATION                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13017.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-93575.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | SWOP CDS CDX.NA.HY.45.V2                                                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   500000000 | OU      | $350726.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $137234.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9109.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | USD/PHP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1072958.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105377.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DOMINICAN REPUBLIC                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $47858.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-376449.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-575749.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1974.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NCL CORP LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1106.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS ARAB REPUBLIC OF EGYPT                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $181639.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $53263.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-57534.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -549400000 | OU      | $-3972552.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CDX.ZERMATT                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44305.93     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS REPUBLIC OF ECUADOR                                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $264301.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $284721.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS SULTANATE OF OMAN                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-27067.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $386697.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-5173.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS AVIS BUDGET CAR RENTAL LLC                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32341.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16882.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS VISTRA OPERATIONS CO LLC                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15246.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $930650.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS SULTANATE OF OMAN                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-61125.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PG&E CORP                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18023.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ALLWYN ENTERTAINMENT FINANCING UK PLC                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14317.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $65826.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS VALEO SE                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7908.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $127406.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | USD/BRL FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4955412.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3983.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-223.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3268.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-47686.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ALLY FINANCIAL INC                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5365.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS REALTY INCOME CORPORATION                                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-349885.22    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CARNIVAL CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13741.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS CDX.NA.IG.38.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7429481.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS CMBX.NA.14.AAA                                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-86344.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9872.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33047.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS AIR FRANCE-KLM                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5054.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NRG ENERGY INC                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14784.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS OLIN CORP                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17487.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20383.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS POSTNL NV                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15544.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS KB HOME                                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7616.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1793.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS STELLANTIS NV                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $105739.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS VIRGIN MEDIA FINANCE PLC                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-51704.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FIBERCOP SPA                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5811.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CDX.PARIS.BESPOKE                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3561310.84    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ANGOLA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-109990.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-91.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $107020.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TEVA PHARMACEUTICAL INDUSTRIES LIMITED                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20598.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-204.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3144.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $541301.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2272.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS SOFTBANK GROUP CORP                                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $37554.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $476010.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS EUROPEAN INVESTMENT BANK                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-21212.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS LINCOLN NATIONAL CORP                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5057.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10581.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS ISLAMIC REPUBLIC OF PAKISTAN                                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $558052.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS DOMINICAN REPUBLIC                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $34101.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS BANCO SANTANDER SA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-664525.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -549400000 | OU      | $-2792899.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TEGNA INC                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $26478.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-205.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DUFRY ONE BV                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $431.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PITNEY BOWES INC                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9238.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $636101.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF ECUADOR                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $507031.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $40141.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-107633.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   322645000 | OU      | $766281.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $159025.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4100.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CARNIVAL CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15436.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS DOMINICAN REPUBLIC                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $47858.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $530569.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-113165.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93663.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -95301000 | OU      | $-95664.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF ECUADOR                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $253515.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $134668.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS GENWORTH HOLDINGS INC                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22572.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $58296.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-538334.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $447189.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-73706.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS HALLIBURTON CO                                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $185597.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                        | USD/THB FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $180424.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS INTERNATIONAL GAME TECHNOLOGY                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12504.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1010.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $318050.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS UNICREDIT SPA                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24604.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS UNITED GROUP BV                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18339.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-421508.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $232228.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS DEUTSCHE TELEKOM AG                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $75686.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BOPARAN FINANCE PLC                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10685.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UBS GROUP AG                                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $27927.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CDX.ZERMATT                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3392224.44    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ZIGGO BOND CO BV                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-62647.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3363.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $545142.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS GOODYEAR TIRE                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24301.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $101430.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-484.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DEUTSCHE TELEKOM AG                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1106368.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-150272.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SOFTBANK GROUP CORP                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-154287.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-133932.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-227.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ADT CORP                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8122.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $235990.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS DOMINICAN REPUBLIC                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $34101.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS STENA AB                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13538.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS EON INTERNATIONAL FINANCE BV                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-563789.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-484.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-190747.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $307182.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | CNH/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $98469.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SUNRISE HOLDCO IV BV                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $25937.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | Euro(FGBM) Bobl Futures                                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -2042 | NC      | $5895811.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS GRIFOLS SA                                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7339.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF SERBIA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-86070.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23013.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NEWELL BRANDS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-40069.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NEXI SPA                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29698.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-765545.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $81418.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $72888.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8541.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NEOS FINANCE PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-120585.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9547.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $148643.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS UNIVISION COMMUNICATIONS INC                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1246.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS AEGON LTD                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24872.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                             | USD/BRL FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1718252.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS HAPAG-LLOYD AG                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19618.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS LUMEN TECHNOLOGIES INC                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5484.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | USD/SGD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $744187.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $116592.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF GUATEMALA                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $17419.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7703784.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF GUATEMALA                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $34839.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1035.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-37430.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17154.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS VALEO SE                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8870.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS CDX.EM.44.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1617261.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $315213.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PARAMOUNT GLOBAL                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1028.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $26330.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-57282.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS AMERICAN AIRLINES GROUP INC                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-94764.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13377.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS KINGDOM OF NORWAY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-17497.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -656130000 | OU      | $-1054723.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $59646.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DELTA AIR LINES INC                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7638.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30304.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | SWOP CDS CDX.NA.IG.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -751870000 | OU      | $-389490.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-67104.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS UNITED AIRLINES HOLDINGS INC                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5131.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-29403.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS LANXESS AG                                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7846.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-610921.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF ECUADOR                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $253515.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PETROBRAS GLOBAL FINANCE BV                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10883.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       16565 | NC      | $-6250087.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF KENYA                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $593253.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS TOTAL ENERGIES SE                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $211858.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ZF EUROPE FINANCE BV                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52140.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS STENA AB                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11998.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ZIGGO BOND CO BV                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-55627.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-44485.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF SERBIA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $11757.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $536290.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $244200.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FIBERCOP SPA                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6509.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                            | CDS KINGDOM OF MOROCCO                                                                                                                                 | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-107214.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS WELLS FARGO & COMPANY                                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $202852.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-106312.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS CMBX.NA.11.AAA                                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $66104.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1440232.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS GRIFOLS SA                                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6491.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS VERIZON COMMUNICATIONS INC                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $205584.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS OLIN CORP                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15563.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $134011.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UNICREDIT SPA                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $30981.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS SIMON PROPERTY GROUP LP                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $166394.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $237869.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ECUADOR                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $423770.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20383.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6454.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS SULTANATE OF OMAN                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-122250.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF KAZAKHSTAN                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-41764.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF MOROCCO                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-44245.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29403.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-142791.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS DOMINICAN REPUBLIC                                                                                                                                 | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $68202.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS OI EUROPEAN GROUP BV                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-65676.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-16155.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS GAP INC                                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17530.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BOMBARDIER INC                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15525.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-460599.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ALLY FINANCIAL INC                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6007.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS ORIENTAL REPUBLIC OF URUGUAY                                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-87229.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $122872.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $136667.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS CITIGROUP INC                                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $488491.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS CHINA DEVELOPMENT BANK                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-723565.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $569290.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PICARD BONDCO SA                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11174.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TRANSDIGM INC                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20137.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS CDX.NA.IG.46.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1396802.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS CDX.EM.45.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-5301198.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-178926.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23858.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $31264.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $157606.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1193.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $95147.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |    84560000 | OU      | $770801.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $23858.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS DOMINICAN REPUBLIC                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $95716.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS KINGDOM OF SPAIN                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3484.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CLOUD SOFTWARE GROUP INC                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-49989.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    95301000 | OU      | $188119.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-107146.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS CDX.EM.35.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-142528.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $26151.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15368.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | SWOP CDS ITRAXX.XO.44.V1                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -800000000 | OU      | $-1871001.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS SULTANATE OF OMAN                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-54134.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3316.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS STANDARD CHARTERED BANK                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $156736.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS SULTANATE OF OMAN                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30562.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-150272.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $6218.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-119217.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10292.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-82038.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX 24                                                                                   | ASX 10 Year Treasury Bond Futures                                                                                                                      | CUSIP: 000000000<br>LEI: 549300SDXT36XYPVWI79 | N/A              | DIR              | CORP              | AU        |        1760 | NC      | $-1435478.18   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS CDX.EM.44.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-808630.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $29218.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1646.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS HAPAG-LLOYD AG                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22115.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS KOHL'S CORP                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105648.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $78629.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $157645.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -1959 | NC      | $2415048.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15925.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-95373.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                            | CDS DOMINICAN REPUBLIC                                                                                                                                 | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $136404.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FORD MOTOR CREDIT CO LLC                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-660.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1639.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1387032.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ORGANON & CO                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17118.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -261508333 | OU      | $-13051.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $113888.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS BNP PARIBAS SA                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $47682.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS CDX.EM.35.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9501.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | USD/CNH FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $644524.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS MURPHY OIL CORP                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11592.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23013.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                             | TWD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-121233.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   550810000 | OU      | $1673478.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3365.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $157027.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $95147.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $53285.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21214.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $350996.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $52511.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS SASOL LTD                                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $277290.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS CDX.EM.45.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-2650599.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                    | USD/COP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $846409.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $429032.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1873.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-22242.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $311013.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-965.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   550810000 | OU      | $1893.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SCHAEFFLER AG                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13545.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-95373.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS SULTANATE OF OMAN                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-76406.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS RAKUTEN GROUP INC                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-70324.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NORDSTROM INC                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10157.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8083.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BATH & BODY WORKS INC                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7214.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS ARAB REPUBLIC OF EGYPT                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $206525.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CAESARS ENTERTAINMENT INC                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21829.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS BNP PARIBAS SA                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $47025.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-188224.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3530.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7267.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-226330.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4459.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CDX.ZERMATT                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $134422.40     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-187327.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-47686.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-46027.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $138107.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $15156.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                           | FWD TREASURY BOND                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   200000000 | NC      | $-3004106.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS ARAB REPUBLIC OF EGYPT                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $363278.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS ISLAMIC REPUBLIC OF PAKISTAN                                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $279026.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NEXI SPA                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33461.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $171177.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS POST HOLDINGS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14456.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $764303.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CDS ARAB REPUBLIC OF EGYPT                                                                                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $363278.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS EG GLOBAL FINANCE PLC                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3358.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1882.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $877491.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $335028.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS ISRAEL ELECTRIC CORP LTD                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-38927.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-328153.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS NOMURA HOLDINGS INC                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $192209.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ELO SACA                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12705.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF EL SALVADOR                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $180080.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS AVIENT CORP                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17030.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                            | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-214292.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ECUADOR                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $249130.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3087.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   373565000 | OU      | $1182360.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS ORIENTAL REPUBLIC OF URUGUAY                                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-43614.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF GUATEMALA                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17419.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS RENAULT SA                                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16773.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS AMERICAN AXLE & MANUFACTURING INC                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44780.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9555.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $26330.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS LIFEPOINT HEALTH INC                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11367.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8026.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $65379.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS ALPHABET INC                                                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1484572.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ONEMAIN FINANCE CORP                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2595.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1379424.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS UNIVISION COMMUNICATIONS INC                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1370.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS CDX.NA.IG.39.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5543605.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3406.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS DEUTSCHE TELEKOM AG                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-979136.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-375681.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-26822.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF MOROCCO                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-22122.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9578.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1221842.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $276214.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | Euro(FGBL) Bund Futures                                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -143 | NC      | $599810.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ELECTROLUX AB                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20997.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   373565000 | OU      | $1743.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-117079.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS CDX.EM.37.V2                                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-261899.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53573.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TELEFONICA SA                                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-389535.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $952021.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3123.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS UNITED GROUP BV                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-20675.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NABORS INDUSTRIES INC                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4946.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $157606.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | TRS DEUTSCHLAND BUNDESREPUBLIC                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-43006.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | IRS BRL                                                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6538339.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | TRS FRANCE OAT                                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1028630.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $6828714.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1590314.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7725.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $17066.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $22459454.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $15437.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CAD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3243417.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $26709.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | TRS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $113013.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2177779.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                         | IRS MXN                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2186679.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS MXN                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-665937.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | TRS KINGDOM OF BELGIUM                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1350719.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS SOCIETE GENERALE SA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18375.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS BANCO SANTANDER SA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $10779.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1299890.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $2676.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1560977.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3509566.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | TRS KINGDOM OF SPAIN                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-113780.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | TRS CAISSE AMORTISSEMENT DE LA DETTE                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-241409.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $18323595.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS EON INTERNATIONAL FINANCE BV                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-987174.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5297293.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NATIONAL BANK OF CANADA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $95926.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                         | IRS MXN                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2450064.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | TRS TRSBENCH24 INDEX                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8662796.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS TELEFONICA EUROPE BV                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-308216.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9453978.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | IRS BRL                                                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $6751883.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS DEUTSCHE TELEKOM INTL FIN                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $31082.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-601981.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | TRS KINGDOM OF NETHERLANDS                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-64582.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2600.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3387472.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                       | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9611338.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS BANQUE FEDERATIVE DU CREDIT MUTUEL                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $19335.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS NZD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3210793.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $36520085.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2524344.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-16267027.50  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS DEUTSCHE TELEKOM                                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-66952.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $14604539.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS GOLDMAN SACHS GRP INC                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-62520.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-226407.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8108418.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS SIEMENS AG                                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35129.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $36434922.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS INTESA SANPAOLO SPA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-47778.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-267827.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | TRS BANCO SANTANDER SA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-188459.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1427874.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CHF                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-555193.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12642553.06  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $268898.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 774953                                                                                                                                              | CUSIP: 31404P5N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42814 | PA      | $43043.37      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.625 11/15/44                                                                                                                                       | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   491245000 | PA      | $471057900.78  | 0.89%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ICELAND BONDCO PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-49219.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $137234.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FR SD8098                                                                                                                                              | CUSIP: 3132DV7K5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    28657193 | PA      | $23189261.56   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Ln Trust 2019-A                                                | LRK 2019-A R                                                                                                                                           | CUSIP: 51889RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20884679 | PA      | $10703949.22   | 0.02%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                                             | DHC 4.75 02/15/28                                                                                                                                      | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12085000 | PA      | $11742368.03   | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 3.625 06/17/31                                                                                                                                       | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2010000 | PA      | $1831828.15    | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                                 | ISRELE 4.25 08/14/28 GMTN                                                                                                                              | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    27660000 | PA      | $27172907.40   | 0.05%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO 2020-15 LTD                                                                 | MCLO 2020-15A A1B                                                                                                                                      | CUSIP: 56579UBE5<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |    55000000 | PA      | $55065032.00   | 0.10%             | 2037-08-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP V2.159 09/15/29 144A                                                                                                                               | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    19050000 | PA      | $17974423.67   | 0.03%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                               | DCP 5.125 05/15/29                                                                                                                                     | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50710.21      | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                                                          | DUKES EDUCATION GRP LTD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1273772 | PA      | $1494962.39    | 0.00%             | 2028-11-27      | Floating      | 7.63%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                       | VEGLPL 6.75 01/15/36 144A                                                                                                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $6382263.96    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3260172.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA7989                                                                                                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    94677440 | PA      | $86251380.97   | 0.16%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V4.005 04/23/29                                                                                                                                    | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    39190000 | PA      | $38880345.45   | 0.07%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                      | NEE V4.8 12/01/77                                                                                                                                      | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    12235000 | PA      | $12006628.17   | 0.02%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                             | BACR V2.894 11/24/32                                                                                                                                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3745000 | PA      | $3345542.95    | 0.01%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO V LTD                                                                     | TKO 2023-2A A1                                                                                                                                         | CUSIP: 88675YAA2<br>LEI: 254900B2V9LYKTKKHF52 | Long             | ABS-CBDO         | CORP              | BM        |    27500000 | PA      | $27520682.75   | 0.05%             | 2036-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 08/15/42                                                                                                                                           | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    57675000 | PA      | $25190250.36   | 0.05%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO VI LTD                                                                    | TKO 2024-1A A1                                                                                                                                         | CUSIP: 88676PAA0<br>LEI: 254900G2SWUGII8WH893 | Long             | ABS-CBDO         | CORP              | BM        |    56000000 | PA      | $56080953.60   | 0.11%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA5736                                                                                                                                              | CUSIP: 31418FLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17179916 | PA      | $17539676.80   | 0.03%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 5.2 07/15/48                                                                                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1132093.22    | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                            | FREMOR 9.25 02/01/29 144A                                                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      760000 | PA      | $787295.84     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS TENET HEALTHCARE CORP                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15424.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 6.25 05/26/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    23345000 | PA      | $23961774.90   | 0.05%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                           | AMZN 6.05 03/13/76                                                                                                                                     | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    14985000 | PA      | $14740938.14   | 0.03%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2023-1 LTD                                                                     | RMIR 2023-1 M1A                                                                                                                                        | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-O            | CORP              | BM        |      784369 | PA      | $786235.21     | 0.00%             | 2033-07-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FM5127                                                                                                                                              | CUSIP: 3140X8VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      331935 | PA      | $305333.55     | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8151                                                                                                                                              | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    73396140 | PA      | $71375111.23   | 0.14%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 2.7 08/10/26                                                                                                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    24254000 | PA      | $24122811.12   | 0.05%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                                  | STACR 2021-HQA3 B1                                                                                                                                     | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |     1792675 | PA      | $1805408.73    | 0.00%             | 2041-09-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 731785                                                                                                                                              | CUSIP: 31402K6W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         106 | PA      | $106.91        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                     | FYBR 5.875 11/01/29                                                                                                                                    | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8614448 | PA      | $8661780.03    | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41                                            | CGCMT 2019-GC41 A4                                                                                                                                     | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    94960000 | PA      | $89031704.18   | 0.17%             | 2056-08-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS ARAB REPUBLIC OF EGYPT                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $206525.88     | 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        |    15135000 | PA      | $15606988.85   | 0.03%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                             | NDSN 4.5 12/15/29                                                                                                                                      | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    17995000 | PA      | $17968578.36   | 0.03%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2019-PREZ                                        | SGCMS 2019-PREZ A                                                                                                                                      | CUSIP: 78430EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35000000 | PA      | $32172038.50   | 0.06%             | 2039-09-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2024-HE2                                             | GSMBS 2024-HE2 A1                                                                                                                                      | CUSIP: 36271AAA1<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-O            | CORP              | US        |    39684078 | PA      | $39739044.92   | 0.08%             | 2055-01-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-VII LTD                                                                | CIFC 2021-7A AR                                                                                                                                        | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    63250000 | PA      | $63254029.03   | 0.12%             | 2035-01-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 4.55 07/15/28                                                                                                                                      | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2790000 | PA      | $2790475.70    | 0.01%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                                                          | DUKES EDUCATION GROUP LTD                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    12511601 | PA      | $17025161.17   | 0.03%             | 2028-11-27      | Floating      | 8.18%                 | No            |                  3 | On Loan: No      |
| PGIM ETF Trust                                                                           | PGIM Corporate Bond 5-10 Year ETF                                                                                                                      | CUSIP: 69344A743<br>LEI: 529900047IV4FYTVWU33 | Long             | EC               | RF                | US        |     8975000 | NS      | $448652172.50  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                                                        | USCTRJ 3.226 10/01/20 A                                                                                                                                | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $2884245.37    | 0.01%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                     | GM 5.65 01/17/29                                                                                                                                       | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2839448.72    | 0.01%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                       | USD/GBP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1063145.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL SCHOOLS PARTNERSHIP                                                        | INTERNATIONAL SCHOOLS PARTNERSHIP                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    48043453 | PA      | $47505366.32   | 0.09%             | 2040-01-02      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CALIFORNIA (CA), STATE OF                                                                | CA CAS 7.62 03/01/2040                                                                                                                                 | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      275000 | PA      | $325910.86     | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG C69883                                                                                                                                              | CUSIP: 31287V6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         511 | PA      | $530.66        | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                               | DCP 5.625 07/15/27                                                                                                                                     | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50482.54      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MORTGAGE TRUST                                                        | BMARK 2019-B10 A3                                                                                                                                      | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39417921 | PA      | $38399815.09   | 0.07%             | 2062-03-17      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                       | VEGLPL 6.5 06/15/34 144A                                                                                                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6445000 | PA      | $6720688.76    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 2.75 04/21/27 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3725000 | PA      | $4332499.63    | 0.01%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                            | PFG 4.35 05/15/43                                                                                                                                      | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      760000 | PA      | $633642.12     | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP V2.871 04/19/32 144A                                                                                                                               | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    27265000 | PA      | $24741261.63   | 0.05%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                            | CRWV 9.25 06/01/30 144A                                                                                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    26605000 | PA      | $26937655.09   | 0.05%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS K HOVNANIAN ENTERPRISES INC                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $477.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 3.85 11/01/48                                                                                                                                       | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      990000 | PA      | $713837.77     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR5                                     | JPMCC 2019-COR5 XB                                                                                                                                     | CUSIP: 46591EAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    65497000 | PA      | $1619878.35    | 0.00%             | 2052-06-14      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG C69882                                                                                                                                              | CUSIP: 31287V6T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         637 | PA      | $660.74        | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES7                                                            | RCKT 2024-CES7 A1A                                                                                                                                     | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18355922 | PA      | $18346341.94   | 0.03%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 11/15/48                                                                                                                                           | CUSIP: 912834UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6925000 | PA      | $2137096.20    | 0.00%             | 2048-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                          | BANK 2019-BN21 XB                                                                                                                                      | CUSIP: 06540BBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   206158000 | PA      | $2300228.50    | 0.00%             | 2052-10-18      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V4.892 10/22/36 I                                                                                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4842341.60    | 0.01%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                         | TMUS 3.3 02/15/51                                                                                                                                      | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9414000 | PA      | $6090520.26    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                              | GSAMP 2004-AR1 M1                                                                                                                                      | CUSIP: 36228F6P6<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |      603713 | PA      | $677729.41     | 0.00%             | 2034-06-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4980                                                                                                                                              | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15473803 | PA      | $15868029.24   | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                      | BRL/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2790336.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 2.9 02/16/28                                                                                                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    16452000 | PA      | $15834538.01   | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR V5.501 08/09/28                                                                                                                                   | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6885000 | PA      | $6950210.59    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 4520                                                                                                                                                | CUSIP: 36202FAV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      203991 | PA      | $207772.45     | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS V2.746 02/11/33 144A                                                                                                                               | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    22794000 | PA      | $20164089.82   | 0.04%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                | DUK 3.95 03/15/48                                                                                                                                      | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6745000 | PA      | $5174172.72    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE URBAN DEVELOPMENT CORP (NY)                                               | NY NYSDEV 5.77 03/15/2039                                                                                                                              | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    12575000 | PA      | $12883155.23   | 0.02%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS0649                                                                                                                                              | CUSIP: 3140XFWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2153542 | PA      | $1819681.79    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 357550                                                                                                                                              | CUSIP: 31376KEX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6795 | PA      | $6925.92       | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                               | ABBV 4.4 11/06/42                                                                                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    32717000 | PA      | $28623871.42   | 0.05%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CFK TRUST 2019-FAX                                                                       | CFK 2019-FAX A                                                                                                                                         | CUSIP: 12528XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14250000 | PA      | $13836526.28   | 0.03%             | 2039-01-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22242.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                            | LIMAMT 5.875 07/05/34 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |     3633529 | PA      | $3718480.54    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRINITAS EURO CLO VI DAC                                                                 | TRNTE 6A BR                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400LWFWL9KRF4UY56 | Long             | ABS-O            | CORP              | IE        |    31600000 | PA      | $37086709.52   | 0.07%             | 2039-01-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                                             | DHC 4.375 03/01/31                                                                                                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8153000 | PA      | $7331772.82    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRYANT PARK FUNDING 2023-19 LTD                                                          | BRYPK 2023-21A AR                                                                                                                                      | CUSIP: 117650AL5<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |    40500000 | PA      | $40603890.60   | 0.08%             | 2038-10-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB V5.06 04/14/32                                                                                                                                      | CUSIP: 25160PAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13620000 | PA      | $13600456.66   | 0.03%             | 2032-04-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | CAS 2022-R01 1B1                                                                                                                                       | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     2652000 | PA      | $2684778.72    | 0.01%             | 2041-12-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4870 K                                                                                                                                             | CUSIP: 3137FLBW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    12601637 | PA      | $11868911.32   | 0.02%             | 2049-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG C69785                                                                                                                                              | CUSIP: 31287V2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         276 | PA      | $286.30        | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 2025-26 LTD                                                          | HLM 2025-26A A1                                                                                                                                        | CUSIP: 44333QAA6<br>LEI: 52990035KBWSOMZIZ589 | Long             | ABS-CBDO         | CORP              | KY        |    55750000 | PA      | $55895217.60   | 0.11%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-4 LTD                                                       | BCC 2022-4A A1R                                                                                                                                        | CUSIP: 05685BAQ9<br>LEI: 254900Z6DRX34BKP6641 | Long             | ABS-CBDO         | CORP              | KY        |    27000000 | PA      | $27052903.80   | 0.05%             | 2037-10-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS KINGDOM OF SPAIN                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2336127.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                                                         | DIAMOND SPORTS GRP LLC- WARRANTS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1481098 | NS      | $14.81         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                   | BX 2024-AIRC A                                                                                                                                         | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    75624301 | PA      | $75834839.25   | 0.14%             | 2041-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.625 05/15/44                                                                                                                                       | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1312835000 | PA      | $1262167774.22 | 2.39%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C 3.2 10/21/26                                                                                                                                         | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    30952000 | PA      | $30809393.40   | 0.06%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                        | POST 4.625 04/15/30 144A                                                                                                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $992613.40     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                             | CROSS 2025-H1 A1                                                                                                                                       | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3231868 | PA      | $3254217.04    | 0.01%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                            | FREMOR 6.875 05/01/31 144A                                                                                                                             | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3134066.15    | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARCHWEST 2025-RTL1                                                                       | ARCHW 2025-RTL1 A1                                                                                                                                     | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14000000 | PA      | $13970324.20   | 0.03%             | 2040-10-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FHMS Q002 XA                                                                                                                                           | CUSIP: 3137BKH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    26622888 | PA      | $807426.94     | 0.00%             | 2033-07-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET V7.125 PERP G                                                                                                                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    65450000 | PA      | $67250747.50   | 0.13%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-5412.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVAL CLO VIII-C LTD                                                                    | CARVL 2022-2A A1R                                                                                                                                      | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |    20000000 | PA      | $20043784.00   | 0.04%             | 2037-10-22      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8156                                                                                                                                              | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    37382310 | PA      | $31587122.88   | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                                           | PGIM Corporate Bond 0-5 Year ETF                                                                                                                       | CUSIP: 69344A750<br>LEI: 529900FOCAPT3GN1O867 | Long             | EC               | RF                | US        |     6125000 | NS      | $306464375.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                                                        | USCTRJ 3.841 10/01/47 2017                                                                                                                             | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $7341976.95    | 0.01%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                                          | TSQ 2018-20TS H                                                                                                                                        | CUSIP: 90137LAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    40252500 | PA      | $33208715.03   | 0.06%             | 2035-05-17      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                             | QHEL 8.625 06/15/29 +HE                                                                                                                                | CUSIP: 448814DB6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | MUN               | CA        |    18667000 | PA      | $20915098.54   | 0.04%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                       | VEGLPL 7.5 05/01/33 144A                                                                                                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6804000 | PA      | $7549394.21    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-7                                                        | VERUS 2025-7 A1                                                                                                                                        | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-O            | CORP              | US        |    39582904 | PA      | $39635675.58   | 0.08%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A                                              | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A                                                                                                            | CUSIP: 518888102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    82210000 | PA      | $10220993.66   | 0.02%             | 2043-02-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                        | OKE 6.65 10/01/36                                                                                                                                      | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5418650.03    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Prudential Investment Portfolios, Inc. 17

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer