# EDGAR Filing Document

**Accession Number:** 0000910682
**File Stem:** 0000940400-26-026127
**Filing Date:** 2026-6
**Character Count:** 351329
**Document Hash:** 1da68d980e12885659f6d52039f433de
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-026127.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-026127

**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:** DELAWARE GROUP ADVISER FUNDS
- **CENTRAL INDEX KEY:** 0000910682

**ORGANIZATION NAME:**
- **EIN:** 521842569
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07972
- **FILM NUMBER:** 261128310

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354
- **BUSINESS PHONE:** 18005231918

**MAIL ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP ADVISER FUNDS INC /MD/
- **DATE OF NAME CHANGE:** 19961202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP ADVISER FUNDS INC
- **DATE OF NAME CHANGE:** 19960508

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN ADVISOR FUNDS INC
- **DATE OF NAME CHANGE:** 19931203

## Series and Classes Contracts Data

### Nomura Diversified Income Fund (Series ID: S000003911)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010956 | CLASS A             | DPDFX           |
| C000010958 | CLASS C             | DPCFX           |
| C000010959 | CLASS R             | DPRFX           |
| C000010960 | INSTITUTIONAL CLASS | DPFFX           |
| C000171464 | Class R6            | DPZRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Delaware Group Adviser Funds

- **b. Investment Company Act file number:** 811-07972

- **c. CIK number of Registrant:** 0000910682

- **d. LEI of Registrant:** 5493002O562H7WTKN265

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

  - **Street Address 1:** 100 Independence

  - **City:** Philadelphia

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

  - **Telephone number:** 800-523-1918

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

- **a. Name of Series:** Nomura Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000003911

- **c. LEI of Series:** PYM3I3A21N5B33EG7313

**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:** $2307112025.52

**Total Liabilities:** $14046175.74

**Net Assets:** $2293065849.78

**Cash Not Reported:** $19340103.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2972.24431000 | **1-Year:** 83381.20668000 | **5-Year:** 572478.39212000 | **10-Year:** 307078.29424000 | **30-Year:** 16356.57326000

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

- **3-Month:** 121.44081000 | **1-Year:** 19778.66861000 | **5-Year:** 55470.51970000 | **10-Year:** 15197.45923000 | **30-Year:** 342.52369000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010956 | 1.35%                | -1.84%               | 0.33%                |
| Class ID C000010958 | 1.42%                | -1.91%               | 0.27%                |
| Class ID C000010959 | 1.46%                | -1.86%               | 0.31%                |
| Class ID C000010960 | 1.50%                | -1.82%               | 0.35%                |
| Class ID C000171464 | 1.50%                | -1.81%               | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $422431.64               | $20775891.14                               |
| Month 2  | $-2302072.76             | $-44253718.55                              |
| Month 3  | $-1506559.02             | $5099570.06                                |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE TORONTO-DOMINION BANK                                            | USD/EUR FORWARD                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11402.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                            | AUD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $448682.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO 2019-2 LTD                                                   | TCW 2019-2A D1R2                                                                         | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1792433.55   | 0.08%             | 2038-01-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                               | BNCN 5.33 01/15/36                                                                       | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   6585000 | PA      | $6480617.87   | 0.28%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL COMPANY KAZAKHSTAN TEMIR ZHOLY JSC                          | KTZKZ 5.25 04/29/36 144A                                                                 | CUSIP: 48669DAD4<br>LEI: 213800X9NVS4IWFKLS77 | Long             | DBT              | NUSS              | KZ        |   1610000 | PA      | $1575841.60   | 0.07%             | 2036-04-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FHMS X3FX A2FX                                                                           | CUSIP: 3137F5LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3609963 | PA      | $3578642.58   | 0.16%             | 2027-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACCESS HOLDINGS PLC                                                  | ACCESS 6.125 09/21/26 144A                                                               | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    540000 | PA      | $538426.98    | 0.02%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HONG KONG                                          | HKAA 4.875 07/15/30 144A                                                                 | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    465000 | PA      | $477854.09    | 0.02%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA TEXAS BRANCH                                          | BBVASM V8.125 01/08/39 144A                                                              | CUSIP: 07336UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $519986.59    | 0.02%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2.0                                                  | EGUATE 6.35 09/15/35 144A                                                                | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    880000 | PA      | $883211.65    | 0.04%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FM4386                                                                                | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170511 | PA      | $172591.14    | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE TRUST 2015-1                                      | ABMT 2015-1 B2                                                                           | CUSIP: 00841WBK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143912 | PA      | $141553.30    | 0.01%             | 2045-01-25      | Variable      | 3.61%                 | 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        |     -2870 | NC      | $7003719.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | FR SB1226                                                                                | CUSIP: 3132CXLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9618207 | PA      | $8846462.95   | 0.39%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                         | HNDLIN 4.75 01/30/30 144A                                                                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3226000 | PA      | $3092775.23   | 0.13%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-4                                      | JPMMT 2015-4 B1                                                                          | CUSIP: 46644VBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905773 | PA      | $843256.91    | 0.04%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2024-1 LTD                                                 | RMIR 2024-1 M1B                                                                          | CUSIP: 75049AAB8<br>LEI: 2549006BAWB1S6RD1R66 | Long             | ABS-O            | CORP              | BM        |    320209 | PA      | $321251.81    | 0.01%             | 2034-09-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM HOLDING AND MANAGEMENT PLC                             | AXNTLC 7.25 07/11/30 144A                                                                | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    670000 | PA      | $676643.25    | 0.03%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-4                                      | JPMMT 2016-4 B2                                                                          | CUSIP: 46647JBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1184350 | PA      | $1116389.65   | 0.05%             | 2046-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                         | ENBCN 5.25 04/05/27                                                                      | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2939000 | PA      | $2964401.19   | 0.13%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                       | CRM 4.9 09/15/31                                                                         | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1849983.52   | 0.08%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OCTAGON 51 LTD                                                       | OCT51 2021-1A AR                                                                         | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5889846.10   | 0.26%             | 2034-07-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                                      | SNBAB V6 06/24/35 EMTN                                                                   | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $904426.92    | 0.04%             | 2035-06-24      | Fixed         | 6.00%                 | Yes           |                  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        |      2187 | NC      | $-9055820.25  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| MAGNETITE LI LTD                                                     | MAGNE 2025-51A A1                                                                        | CUSIP: 559932AA6<br>LEI: 529900KAYH281VVPRN31 | Long             | ABS-CBDO         | CORP              | KY        |  10800000 | PA      | $10780884.00  | 0.47%             | 2038-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                      | MVFPSO 6.748 06/01/34 144A                                                               | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    739142 | PA      | $744326.29    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE TRUST 2013-1                                      | ABMT 2013-1 B4                                                                           | CUSIP: 008414AG9<br>LEI: 549300FEDPP088KAOR45 | Long             | ABS-O            | CORP              | US        |   1482562 | PA      | $1167039.18   | 0.05%             | 2043-07-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                 | GM 2.35 02/26/27                                                                         | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6405000 | PA      | $6301885.91   | 0.27%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL                      | VGNT 6.125 04/15/31 144A                                                                 | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5934000 | PA      | $5989803.34   | 0.26%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 770221                                                                                | CUSIP: 36176MPE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    231906 | PA      | $223976.60    | 0.01%             | 2036-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                | FRIDPT 5.315 04/14/32 144A                                                               | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    720000 | PA      | $721938.96    | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                   | VICI 4.95 02/15/30                                                                       | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3776000 | PA      | $3777391.83   | 0.16%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-4                                      | JPMMT 2017-1 B3                                                                          | CUSIP: 46648CAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2291860 | PA      | $2067270.36   | 0.09%             | 2047-01-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                 | BAC V1.734 07/22/27                                                                      | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7680000 | PA      | $7634875.39   | 0.33%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS ARGENTINA 2000 SA                                        | AEROAR 8.5 08/01/31 144A                                                                 | CUSIP: 00786PAE4<br>LEI: 549300349K24AVAQ7B24 | Long             | DBT              | CORP              | AR        |    876688 | PA      | $919545.10    | 0.04%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                 | T 4.625 05/15/54                                                                         | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $941.70       | 0.00%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FR RA7193                                                                                | CUSIP: 3133KN7E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000454 | PA      | $4580340.19   | 0.20%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                        | SDART 2025-4 D                                                                           | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3184586.88   | 0.14%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                              | SASOL 8.75 04/10/33 144A                                                                 | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    555000 | PA      | $586537.88    | 0.03%             | 2033-04-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 770222                                                                                | CUSIP: 36176MPF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108768 | PA      | $107742.27    | 0.00%             | 2031-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-JP1        | JPMCC 2015-JP1 A5                                                                        | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348215 | PA      | $344068.76    | 0.02%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | CAS 2022-R02 2M2                                                                         | CUSIP: 20754BAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2092175 | PA      | $2118218.28   | 0.09%             | 2042-01-27      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                                | ALDAR V5.875 04/14/56 144A                                                               | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |    840000 | PA      | $796999.90    | 0.03%             | 2056-04-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | CAS 2025-R03 2M1                                                                         | CUSIP: 20754VAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1819266 | PA      | $1822740.33   | 0.08%             | 2045-03-27      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                                      | ICON PARENT INC                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2338250 | PA      | $2273583.36   | 0.10%             | 2031-11-13      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                 | GM 5.6 06/18/31                                                                          | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1171612.76   | 0.05%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                    | EPD V0 06/01/67                                                                          | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    949000 | PA      | $941064.18    | 0.04%             | 2067-06-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                             | BFLD 2025-660F A                                                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8150000 | PA      | $8155093.75   | 0.36%             | 2042-11-17      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                     | TURKEY 7.625 04/26/29 10Y                                                                | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    620000 | PA      | $649390.79    | 0.03%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                   | GHANA 5 07/03/29 144A                                                                    | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    117098 | PA      | $114947.55    | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                         | PRIOBZ 6.75 10/15/30 144A                                                                | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    825000 | PA      | $824612.25    | 0.04%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                        | GS V6.484 10/24/29                                                                       | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11273000 | PA      | $11771028.74  | 0.51%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                       | GASBCM 6.51 02/23/42 144A                                                                | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   1060000 | PA      | $1129388.45   | 0.05%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO     | MEX 6.125 02/09/38                                                                       | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $691320.00    | 0.03%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Azorra                                                               | Azorra Term Loan B 250 2029-10-01                                                        | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | US        |   1300118 | PA      | $1308243.36   | 0.06%             | 2029-10-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ADANI RENEWABLE ENERGY (RJ) LTD                                      | ARENRJ 4.625 10/15/39 144A                                                               | CUSIP: 00654CAA0<br>LEI: 335800DKCLYHG21PBG55 | Long             | DBT              | CORP              | IN        |   1065900 | PA      | $892029.54    | 0.04%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                     | TMUS 5.875 11/15/55                                                                      | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3684575.18   | 0.16%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                  | LLY 4.55 10/15/32                                                                        | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2220823.84   | 0.10%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                       | CHLELC 6.01 01/20/33 144A                                                                | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    718100 | PA      | $747060.97    | 0.03%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                            | JPM V1.47 09/22/27                                                                       | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6903991.99   | 0.30%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                            | ORAFP 5 01/13/36 144A                                                                    | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   5980000 | PA      | $5852375.44   | 0.26%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                             | SUNAC 0 06/23/28 AI                                                                      | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    536845 | PA      | $138237.51    | 0.01%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                               | FWDGHD 5.836 09/22/35 144A                                                               | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $633776.72    | 0.03%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                      | CVS 5.05 03/25/48                                                                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2369000 | PA      | $2045146.57   | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING II LTD                                          | MDPK 2018-27A D1R                                                                        | CUSIP: 55820YAW7<br>LEI: 549300Z310EWX0EQ8310 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1795981.85   | 0.08%             | 2038-04-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                        | GS V5.218 04/23/31                                                                       | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3776000 | PA      | $3838144.28   | 0.17%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                  | S 6.875 11/15/28                                                                         | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4564000 | PA      | $4819547.94   | 0.21%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | GN 479607                                                                                | CUSIP: 36209RYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74222 | PA      | $71010.22     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN BT0024                                                                                | CUSIP: 3140LNA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7531322 | PA      | $6470729.05   | 0.28%             | 2051-06-01      | Fixed         | 2.50%                 | 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        |  10242000 | PA      | $10298652.60  | 0.45%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                               | FANG 5.75 04/18/54                                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3091782.50   | 0.13%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                | GSMS 2018-GS9 B                                                                          | CUSIP: 36255NAY1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $116157.16    | 0.01%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                  | MUTHIN 6.375 03/02/30 144A                                                               | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    985000 | PA      | $994497.76    | 0.04%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AZERBAIJAN, REPUBLIC OF - MINISTRY OF FINANCE                        | AZERBJ 3.5 09/01/32 144A                                                                 | CUSIP: 000000000<br>LEI: 7890009G02BUL1M3LS88 | Long             | DBT              | NUSS              | AZ        |    603000 | PA      | $566870.66    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                               | STANLN V6.301 01/09/29 144A                                                              | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $400513.46    | 0.02%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TRANSPORTADORA DE GAS DEL SUR SA                                     | TRAGAS 7.75 11/20/35 144A                                                                | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    845000 | PA      | $872318.34    | 0.04%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA, REPUBLIC OF - MINISTRY OF FINANCE                   | MACEDO 3.875 01/21/30 144A                                                               | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    686000 | PA      | $790461.12    | 0.03%             | 2030-01-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 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        |   3460000 | PA      | $3455830.70   | 0.15%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                   | META 5.625 11/15/55 .                                                                    | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1548250.46   | 0.07%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                             | SRILAN 3.6 05/15/36 144A                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     71891 | PA      | $67877.42     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | 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        |  26550000 | PA      | $26377839.18  | 1.15%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer Inc.                                                    | DRAGON BUYER INC                                                                         | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   2595289 | PA      | $2488233.28   | 0.11%             | 2031-09-30      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                 | BAC V6.25 PERP                                                                           | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5243000 | PA      | $5302382.22   | 0.23%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R01                         | CAS 2026-R01 2M2                                                                         | CUSIP: 20755BAC4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   7570000 | PA      | $7556400.50   | 0.33%             | 2046-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                            | PDVSA 9.75 05/17/35 REGS                                                                 | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |    670000 | PA      | $317412.50    | 0.01%             | 2035-05-17      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                               | FWDGHD 5.252 09/22/30 144A                                                               | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    515000 | PA      | $515411.59    | 0.02%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | GNR 2013-113 LY                                                                          | CUSIP: 38378WRW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    888755 | PA      | $825286.01    | 0.04%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-4                                      | JPMMT 2015-4 B2                                                                          | CUSIP: 46644VBR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    659392 | PA      | $612123.74    | 0.03%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                            | ORAFP 4.75 01/13/33 144A                                                                 | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2850000 | PA      | $2814767.73   | 0.12%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUTAMA KARYA (PERSERO) PT                                            | HAKAIJ 3.75 05/11/30 144A                                                                | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $383271.16    | 0.02%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 MB0619                                                                                | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15844534 | PA      | $14333865.62  | 0.63%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                      | BAMCN 4.653 11/15/30                                                                     | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   3535000 | PA      | $3505009.41   | 0.15%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                           | AKBNK V7.95 PERP 144A                                                                    | CUSIP: 00971YAN0<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |   1095000 | PA      | $1068761.94   | 0.05%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FR QN7406                                                                                | CUSIP: 3133GEGP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15217938 | PA      | $13966458.86  | 0.61%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | CAS 2022-R01 1M2                                                                         | CUSIP: 20754LAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3900000 | PA      | $3909787.44   | 0.17%             | 2041-12-26      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                    | HAPOAL 5.252 01/14/33                                                                    | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    885000 | PA      | $880329.50    | 0.04%             | 2033-01-14      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                             | JBS 6.25 03/01/56                                                                        | CUSIP: 472140AH5<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   1390000 | PA      | $1343020.09   | 0.06%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                  | AOA 2025-1301 A                                                                          | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5255000 | PA      | $5277990.63   | 0.23%             | 2042-08-13      | Variable      | 5.23%                 | 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        |    695000 | PA      | $715061.87    | 0.03%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                  | DAVIVI V8.125 07/02/35 144A                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    915000 | PA      | $943776.75    | 0.04%             | 2035-07-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                                         | JSCKSP 6.25 03/26/30 144A                                                                | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    770000 | PA      | $781811.65    | 0.03%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-1                                      | JPMMT 2015-1 B2                                                                          | CUSIP: 46643UDP1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570853 | PA      | $570300.14    | 0.02%             | 2044-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                             | IRM 5.25 07/15/30 144A                                                                   | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1637777.07   | 0.07%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                             | SRILAN 3.35 03/15/33 144A                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    153408 | PA      | $137258.28    | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 MORTGAGE TRUST                                           | CD 2019-CD8 A4                                                                           | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3288280.45   | 0.14%             | 2057-08-17      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                          | CDEL 4.25 07/17/42 144A                                                                  | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $328396.52    | 0.01%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONAL GMBH                                       | LNZAV 7.95 01/26/32 144A                                                                 | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    705000 | PA      | $735500.20    | 0.03%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CONTIMORTGAGE HOME EQUITY LOAN TRUST 1997-1                          | CONHE 1996-4 A8                                                                          | CUSIP: 21075WDQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       864 | PA      | $837.38       | 0.00%             | 2028-01-15      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                              | HCA 5.45 09/15/34                                                                        | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4583000 | PA      | $4640672.01   | 0.20%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                   | OCPMR V7.3682 PERP 144A                                                                  | CUSIP: 67091TAL9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    550000 | PA      | $547118.72    | 0.02%             | N/A             | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST                           | TAOT 2024-B A3                                                                           | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8013454 | PA      | $8079936.15   | 0.35%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                            | USD/EUR FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-63040.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FNW 2004-W11 1A2                                                                         | CUSIP: 31394AB47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     75184 | PA      | $77027.81     | 0.00%             | 2044-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                      | CVS 5.45 09/15/35                                                                        | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2642000 | PA      | $2668167.69   | 0.12%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR7 TRUST                                 | PROG 2021-SFR7 D                                                                         | CUSIP: 74333PAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3230700.41   | 0.14%             | 2040-08-17      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                    | FDX 4.95 03/15/33 144A                                                                   | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2525015.75   | 0.11%             | 2033-03-15      | Fixed         | 4.95%                 | 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        |   2655000 | PA      | $2668232.52   | 0.12%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                           | PFE 4.2 11/15/30                                                                         | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1428960.10   | 0.06%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                     | TURKEY 9.125 07/13/30                                                                    | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    360000 | PA      | $398624.51    | 0.02%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                   | CYRUS 2024-2A A2                                                                         | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12405000 | PA      | $12056180.08  | 0.53%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                 | BAC V5.518 10/25/35                                                                      | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8862000 | PA      | $8931819.27   | 0.39%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                        | F 6.532 03/19/32                                                                         | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3101000 | PA      | $3210474.91   | 0.14%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                               | BIMBOA 6.4 01/15/34 144A                                                                 | CUSIP: 09031WAD5<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    635000 | PA      | $678830.24    | 0.03%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                       | GLPI 5.625 03/01/36                                                                      | CUSIP: 361841AX7<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3378523.79   | 0.15%             | 2036-03-01      | Fixed         | 5.62%                 | 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        |    750000 | PA      | $737769.60    | 0.03%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| White Cap                                                            | White Cap Term Loan B 325 2029-10-01                                                     | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   5125125 | PA      | $5111779.17   | 0.22%             | 2029-10-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                             | SRILAN 3.1 01/15/30 144A                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     78210 | PA      | $74564.65     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                          | ORCL 5.875 09/26/45                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6610000 | PA      | $5698170.33   | 0.25%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                 | CLF 7 03/15/32 144A                                                                      | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   3708000 | PA      | $3710323.43   | 0.16%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                             | T 6 04/30/56                                                                             | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5984633.70   | 0.26%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS COMPANY                                          | KMI 8.375 06/15/32 *                                                                     | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    671000 | PA      | $793305.38    | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                            | AMGN 4.85 02/19/36                                                                       | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2833623.97   | 0.12%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA4047                                                                                | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8871209 | PA      | $7181732.78   | 0.31%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                   | VLO 5.15 03/10/36                                                                        | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   8470000 | PA      | $8342841.58   | 0.36%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                  | LLY 5.55 10/15/55                                                                        | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1815008.79   | 0.08%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD                            | NEUB 2021-42A AR                                                                         | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1198662.00   | 0.05%             | 2036-07-16      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | GN 743470                                                                                | CUSIP: 3620AX6F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86446 | PA      | $85498.22     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFB HUNGARIAN DEVELOPMENT BANK PRIVATE LTD                           | MAGYAR 6.5 06/29/28                                                                      | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    425000 | PA      | $439536.90    | 0.02%             | 2028-06-29      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                          | RCL 4.75 05/15/33                                                                        | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3375000 | PA      | $3274690.61   | 0.14%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                 | BAC V6.204 11/10/28                                                                      | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9799000 | PA      | $10056795.03  | 0.44%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FNR 2017-40 GZ                                                                           | CUSIP: 3136AWPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1652023 | PA      | $1492897.17   | 0.07%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOBILIARE LATAM SA / MOBILIARE LATAM MEXICO SA DE CV                 | MOBLMC 6.75 11/10/32 144A                                                                | CUSIP: 60742RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    850000 | PA      | $853361.75    | 0.04%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                     | UWMC 6.25 03/15/31 144A                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1465393.63   | 0.06%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                 | BAC V5.489 04/23/37                                                                      | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2884386.98   | 0.13%             | 2037-04-23      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                              | COSTAR 5.625 04/30/43 144A                                                               | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    300000 | PA      | $289170.00    | 0.01%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE - ISRAEL BM                                            | LUMIIT V7.129 07/18/33                                                                   | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    725000 | PA      | $747970.18    | 0.03%             | 2033-07-18      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                        | SDART 2025-1 D                                                                           | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3632420.16   | 0.16%             | 2031-03-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SAA                                                  | BNSPE V6.1 10/01/35 144A                                                                 | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    920000 | PA      | $945300.00    | 0.04%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                              | HWDGRP 7.25 02/15/31 144A                                                                | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |   6153000 | PA      | $6197769.23   | 0.27%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARLIK KIRALAMA AS                               | TURKSK 6.5 04/26/30 144A                                                                 | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    460000 | PA      | $466318.01    | 0.02%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN 109 CLO LTD                                                   | DRSLF 2022-109A DR                                                                       | CUSIP: 26248KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1850000 | PA      | $1832460.15   | 0.08%             | 2038-04-15      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                           | BWY 7.875 04/15/30 144A                                                                  | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3128000 | PA      | $3165145.00   | 0.14%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                              | SASOL 8.75 05/03/29 144A                                                                 | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    660000 | PA      | $698868.06    | 0.03%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL      | BRAZIL 7.25 01/12/56                                                                     | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1122000 | PA      | $1130583.30   | 0.05%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                        | CAF 5 01/22/30                                                                           | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    200000 | PA      | $204867.88    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENIN, REPUBLIC OF - MINISTRY OF FINANCE                             | BENIN 7.96 02/13/38 144A                                                                 | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $206035.64    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                            | ORAFP 4.25 01/13/31 144A                                                                 | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2885000 | PA      | $2830092.68   | 0.12%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                             | CE 6.75 04/15/33                                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2492000 | PA      | $2568399.74   | 0.11%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                            | OLN 6.625 04/01/33 144A                                                                  | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5901787.75   | 0.26%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                  | REZI 6.5 07/15/32 144A                                                                   | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1238806.80   | 0.05%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                | FABSJV 6.15 01/25/32                                                                     | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $2016097.64   | 0.09%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                    | FDX 5.25 03/15/36 144A                                                                   | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2088910.18   | 0.09%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-4                                      | JPMMT 2016-4 B1                                                                          | CUSIP: 46647JAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686201 | PA      | $649056.61    | 0.03%             | 2046-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                       | AMZN 4.875 03/13/36                                                                      | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2015791.88   | 0.09%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONTAINER TERMINAL SERVICES INC                        | ICTPM 4.75 06/17/30                                                                      | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | DBT              | CORP              | PH        |    575000 | PA      | $580221.63    | 0.03%             | 2030-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SHINHAN BANK CO LTD                                                  | SHNHAN 5.75 04/15/34 144A                                                                | CUSIP: 824589AH8<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    720000 | PA      | $748951.49    | 0.03%             | 2034-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA4563                                                                                | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16315917 | PA      | $13747108.34  | 0.60%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                           | UKRAIN 4 02/01/32 144A                                                                   | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    340000 | PA      | $261075.94    | 0.01%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE                          | PARGUY 5.4 03/30/50 144A                                                                 | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    827000 | PA      | $749510.10    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                            | MPEL 7.625 04/17/32 144A                                                                 | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    805000 | PA      | $830939.92    | 0.04%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP2                  | JPMCC 2016-JP2 AS                                                                        | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $177189.25    | 0.01%             | 2049-08-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FS3326                                                                                | CUSIP: 3140XJVU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2524263 | PA      | $2316893.22   | 0.10%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QTS FAYETTEVILLE I DC1-2 LLC / QTS TRS FAYETTEVILLE I DCI-2 LLC      | QTSQST 5.7 04/15/36 144A                                                                 | CUSIP: 74751AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1868129.28   | 0.08%             | 2036-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                        | CAF V6.75 PERP 144A                                                                      | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    910000 | PA      | $940712.50    | 0.04%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                       | EMBRBZ 5.4 01/09/38                                                                      | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    865000 | PA      | $841645.00    | 0.04%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                           | AER 4.75 01/15/33                                                                        | CUSIP: 00774MBU8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   2190000 | PA      | $2141998.49   | 0.09%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                            | SUNAC 0 06/23/26 AI                                                                      | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    726565 | PA      | $113344.14    | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO TBK PT                                            | CIKLIS 5.65 03/12/35 144A                                                                | CUSIP: 74448QAA5<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |    970000 | PA      | $976479.60    | 0.04%             | 2035-03-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO     | MEX 5.375 03/22/33                                                                       | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $246012.50    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2020-1 LTD                                               | OAKCL 2020-1A D1RR                                                                       | CUSIP: 67402FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1637704.20   | 0.07%             | 2038-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                          | VST V7 PERP 144A                                                                         | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $5002342.60   | 0.22%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLINGTON MANAGEMENT CLO 4 LTD                                      | WELLI 2025-4A D1                                                                         | CUSIP: 94957LAG4<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1636507.95   | 0.07%             | 2038-04-19      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                      | CVS 5 09/15/32                                                                           | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1574448.42   | 0.07%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions (Standard Industries)                    | Standard Building Solutions (Standard Industries) Term Loan B 200 2028-09-01             | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1532152 | PA      | $1536346.87   | 0.07%             | 2028-09-22      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                        | EGYPT 8.7002 03/01/49 144A                                                               | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1080000 | PA      | $1003260.71   | 0.04%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| BERMUDA, GOVERNMENT OF                                               | BERMUD 3.375 08/20/50 REGS                                                               | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    328000 | PA      | $232322.40    | 0.01%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                             | CE 6.5 04/15/30                                                                          | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    301000 | PA      | $308095.77    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)          | NGERIA 7.375 09/28/33 REGS                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    351000 | PA      | $359919.09    | 0.02%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL HONG KONG BRANCH                                    | BBLTB 4.507 11/26/30 144A                                                                | CUSIP: 059895AY8<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    870000 | PA      | $864903.19    | 0.04%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FNGT 2004-T1 1A2                                                                         | CUSIP: 31393XFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      5570 | PA      | $5695.02      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                       | AMZN 5.8 03/13/56                                                                        | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2225942.03   | 0.10%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TEXAS WATER DEVELOPMENT BOARD (TX)                                   | TX TXSWTR 4.75 10/15/2055                                                                | CUSIP: 88285AKD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5450000 | PA      | $5462426.00   | 0.24%             | 2055-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                    | HRI 7.25 06/15/33 144A                                                                   | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    783000 | PA      | $820450.11    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                    | ARCC 5.1 01/15/31                                                                        | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4356925.83   | 0.19%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                           | DVA 4.625 06/01/30 144A                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1460501.92   | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                         | APO 4.6 01/15/31                                                                         | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1782811.98   | 0.08%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                            | JPM V5.148 04/23/37                                                                      | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $5334999.46   | 0.23%             | 2037-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                | JEFFERIES FINANCE LLC                                                                    | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   1280276 | PA      | $1273074.82   | 0.06%             | 2031-10-21      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                      | BANK 2022-BNK39 B                                                                        | CUSIP: 06539VAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3195000 | PA      | $2798749.39   | 0.12%             | 2055-02-18      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                               | EXR 5.4 02/01/34                                                                         | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   5352000 | PA      | $5401373.27   | 0.24%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                    | VALEBZ V6 02/25/56 144A                                                                  | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1095000 | PA      | $1100365.50   | 0.05%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                             | T 5.25 10/30/36                                                                          | CUSIP: 00206RNN8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1388983.00   | 0.06%             | 2036-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                   | VICI 5.625 04/01/35                                                                      | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1411104.34   | 0.06%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                          | ORCL 4.7 09/27/34                                                                        | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $973105.52    | 0.04%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXPORT CREDIT BANK OF TURKEY AS (TURKIYE IHRACAT KREDI BANKASI AS)   | EXCRTU 6.875 07/03/28 144A                                                               | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $409033.48    | 0.02%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY       | PANAMA 3.298 01/19/33                                                                    | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $448300.00    | 0.02%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 MA7472                                                                                | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32273432 | PA      | $27657957.22  | 1.21%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA4732                                                                                | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5855826 | PA      | $5510628.31   | 0.24%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MORTGAGE TRUST                                           | CD 2017-CD6 B                                                                            | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1826966.10   | 0.08%             | 2050-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL      | BRAZIL 6.625 03/15/35                                                                    | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    500000 | PA      | $518025.00    | 0.02%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B35 MORTGAGE TRUST                                    | BMARK 2022-B35 A5                                                                        | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11975000 | PA      | $11597181.57  | 0.51%             | 2055-05-17      | Variable      | 4.59%                 | 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        |     56896 | PA      | $50836.58     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                | BBWI 6.875 11/01/35                                                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5673289.76   | 0.25%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                      | TAISEM 2.25 04/23/31 144A                                                                | CUSIP: 872882AK1<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    320000 | PA      | $289490.18    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                           | DVA 3.75 02/15/31 144A                                                                   | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1679000 | PA      | $1558613.35   | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B17 MORTGAGE TRUST                                    | BMARK 2020-B17 A5                                                                        | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9805000 | PA      | $8864218.09   | 0.39%             | 2053-03-17      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                           | LDOS 5 03/15/36                                                                          | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $5622550.40   | 0.25%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO. INC                                                        | KKR 5.1 08/07/35                                                                         | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1057375.44   | 0.05%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                           | USB V2.491 11/03/36                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9167000 | PA      | $7969255.36   | 0.35%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                              | BECN 6.75 04/30/32 144A                                                                  | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1273803.02   | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                  | AEP V6.05 03/15/56 D                                                                     | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2308733.99   | 0.10%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN 190445                                                                                | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14663763 | PA      | $15205707.72  | 0.66%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                           | CDS UNITED MEXICAN STATES                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-12299.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL HONG KONG BRANCH                                    | BBLTB V3.466 09/23/36 144A                                                               | CUSIP: 059895AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    770000 | PA      | $697973.58    | 0.03%             | 2036-09-23      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| AL JAWAHER ASSETS COMPANY SPC                                        | OMGRID 4.662 10/29/30 144A                                                               | CUSIP: 009931AA4<br>LEI: 6354007IHCAYDAUAAY02 | Long             | DBT              | CORP              | OM        |   1085000 | PA      | $1067502.42   | 0.05%             | 2030-10-29      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FM8056                                                                                | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7825074 | PA      | $6954930.47   | 0.30%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                     | DB V6.819 11/20/29                                                                       | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1994304.41   | 0.09%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | CAS 2025-R05 2M2                                                                         | CUSIP: 20753CAC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2380000 | PA      | $2384624.10   | 0.10%             | 2045-07-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                           | ROMANI 5.75 07/04/36 144A                                                                | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    632000 | PA      | $596168.89    | 0.03%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                        | HLSTWR 6.75 04/01/31 144A                                                                | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    595000 | PA      | $606046.12    | 0.03%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER COMPANY LTD                                       | PTTGC V7.125 PERP 144a                                                                   | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    900000 | PA      | $892765.89    | 0.04%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUST COMPANY                                    | MBTPM 5.375 03/06/29 EMTN                                                                | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |    655000 | PA      | $672600.51    | 0.03%             | 2029-03-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE CO LTD                                         | HLINSU V6.3 06/24/55 144A                                                                | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    850000 | PA      | $876562.50    | 0.04%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                           | FORDF 2024-1 A1                                                                          | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  12080000 | PA      | $12214805.55  | 0.53%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                      | SANLTD 3.25 08/08/31                                                                     | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $293741.31    | 0.01%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 16 LTD                                                      | ZAIS 2020-16A A1R2                                                                       | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   7850000 | PA      | $7841851.70   | 0.34%             | 2034-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GEORGIA MUNICIPAL ELECTRIC AUTHORITY (GA)                            | GA MELPWR 6.66 04/01/2057                                                                | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   2308000 | PA      | $2459450.96   | 0.11%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL SAB DE CV                                     | LIVEPL 6.658 01/22/37 144A                                                               | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    815000 | PA      | $852408.50    | 0.04%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                   | AALLN 5.25 03/19/36 144A                                                                 | CUSIP: 034863BJ8<br>LEI: 549300S9XF92D1X8ME43 | Long             | DBT              | CORP              | GB        |   7745000 | PA      | $7623700.91   | 0.33%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                          | AVOL 5.375 05/30/30 144A                                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    754000 | PA      | $763863.00    | 0.03%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                    | ICBPIJ 3.398 06/09/31                                                                    | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    875000 | PA      | $812667.63    | 0.04%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2017-BNK3    | BACM 2017-BNK3 B                                                                         | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29589.80     | 0.00%             | 2050-02-17      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING LLC                                   | DNFRA 2021-1A A                                                                          | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13530000 | PA      | $13254096.24  | 0.58%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                                        | PLUSPE 8.5 05/30/32 144A                                                                 | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |    825000 | PA      | $860456.69    | 0.04%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                          | LEBAN 6.85 03/23/27 10Y                                                                  | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    992000 | PA      | $252167.69    | 0.01%             | 2027-03-23      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                              | RAIZBZ 6.25 07/08/32 144A                                                                | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    710000 | PA      | $390500.00    | 0.02%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                     | BKH 4.55 01/31/31                                                                        | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1941485.06   | 0.08%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                | BFCM 4.541 01/15/31 144A                                                                 | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2985000 | PA      | $2951032.79   | 0.13%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                           | LDOS 5.4 03/15/32                                                                        | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1528638.68   | 0.07%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                 | BA 6.259 05/01/27                                                                        | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4098877.13   | 0.18%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                      | BANK 2019-BN20 A3                                                                        | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6085000 | PA      | $5756978.34   | 0.25%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                        | HLSTWR 7.5 06/04/29 144A                                                                 | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    695000 | PA      | $716092.97    | 0.03%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA4281                                                                                | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6708149 | PA      | $5409868.21   | 0.24%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS BV                                       | MONDFI 5.125 05/07/29 144A                                                               | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |   1111833 | PA      | $1098124.78   | 0.05%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                        | SOBKCO 4.699 07/09/30 144A                                                               | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   4520000 | PA      | $4496308.87   | 0.20%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES SA                                    | BCICI V8.75 PERP 144A                                                                    | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    840000 | PA      | $902647.20    | 0.04%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 15 LTD                                                     | AIMCO 2021-15A D1R                                                                       | CUSIP: 00889BAH4<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |   1525000 | PA      | $1522279.40   | 0.07%             | 2038-04-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                           | PFE 4.875 11/15/35                                                                       | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2158904.36   | 0.09%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                   | ET 6.1 12/01/28                                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6004000 | PA      | $6234273.81   | 0.27%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)          | NGERIA 8.6308 01/13/36 REGS                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    384000 | PA      | $421314.78    | 0.02%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                    | CHLMPC 5.58 10/20/35 144A                                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    659816 | PA      | $674991.65    | 0.03%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-6                                      | JPMMT 2015-6 B2                                                                          | CUSIP: 46645GAZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452345 | PA      | $438352.68    | 0.02%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                         | ENBCN 5.55 06/20/35                                                                      | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2472000 | PA      | $2526918.94   | 0.11%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1                              | STACR 2022-DNA1 M2                                                                       | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-O            | USGSE             | US        |   3500000 | PA      | $3533971.00   | 0.15%             | 2042-01-27      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                          | OCINCC 6.6 09/15/29                                                                      | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   4843000 | PA      | $4859439.56   | 0.21%             | 2029-09-15      | Fixed         | 6.60%                 | 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        |   4875000 | PA      | $4808534.74   | 0.21%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                                      | COMQAT 4.625 09/10/30 EMTN                                                               | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |   1080000 | PA      | $1065088.28   | 0.05%             | 2030-09-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                        | GS V1.542 09/10/27                                                                       | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16810000 | PA      | $16638425.37  | 0.73%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                           | VZ 5.875 11/30/55                                                                        | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2620829.35   | 0.11%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                   | MUFG V4.847 04/21/32                                                                     | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1810000 | PA      | $1807338.40   | 0.08%             | 2032-04-21      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FSPC T-54 2A                                                                             | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     10208 | PA      | $10718.11     | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBANIA, REPUBLIC OF - MINISTRY OF FINANCE (MINISTRIA E FINANCAVE)   | ALBANI 3.5 06/16/27 144A                                                                 | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    300000 | PA      | $352149.41    | 0.02%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                        | SOBKCO 5.332 07/09/35 144A                                                               | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   5440000 | PA      | $5388470.69   | 0.23%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                           | VMED 4.25 01/31/31 144A                                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   4960000 | PA      | $4274198.66   | 0.19%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                      | SANLTD 4.375 06/18/30                                                                    | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    595000 | PA      | $582191.38    | 0.03%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XX LTD                                          | NEUB 2015-20A D1R3                                                                       | CUSIP: 64130TBS3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1195544.40   | 0.05%             | 2039-04-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                | GSMS 2017-GS6 A3                                                                         | CUSIP: 36253PAC6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   3495000 | PA      | $3456372.21   | 0.15%             | 2050-05-12      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                 | RY V6.5 11/24/85                                                                         | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1695000 | PA      | $1671708.50   | 0.07%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO 17 LTD                                                       | AGL 2022-17A AR                                                                          | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   5450000 | PA      | $5441361.75   | 0.24%             | 2035-01-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                        | JEF 5.125 04/28/31                                                                       | CUSIP: 47233WMK2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2238972.96   | 0.10%             | 2031-04-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                         | ENBCN 4.9 06/20/30                                                                       | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1581000 | PA      | $1594098.59   | 0.07%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-6                                      | JPMMT 2015-6 B1                                                                          | CUSIP: 46645GAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489943 | PA      | $475209.07    | 0.02%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-5                                      | JPMMT 2015-5 B2                                                                          | CUSIP: 46644XBD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21547 | PA      | $21526.59     | 0.00%             | 2045-05-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                | WFC V5.15 04/23/31                                                                       | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    234000 | PA      | $238080.61    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                   | BANORT V7.5 PERP 144A                                                                    | CUSIP: 05971PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    865000 | PA      | $885775.57    | 0.04%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                 | T 5 05/15/45                                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $2008.44      | 0.00%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                     | TURKEY 7.125 02/12/32 7Y                                                                 | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    475000 | PA      | $484802.39    | 0.02%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                             | NGL 8.375 02/15/32 144A                                                                  | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   2141000 | PA      | $2248050.00   | 0.10%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                              | RAIZBZ 6.95 03/05/54 144A                                                                | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    925000 | PA      | $493637.26    | 0.02%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FR RA7944                                                                                | CUSIP: 3133KPZH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5270298 | PA      | $5384029.87   | 0.23%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                | NYUHOS 3.38 07/01/55 2020                                                                | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $954149.37    | 0.04%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B32 MORTGAGE TRUST                                    | BMARK 2022-B32 B                                                                         | CUSIP: 08163NBP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4385000 | PA      | $3664338.41   | 0.16%             | 2055-01-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                                                    | FRETAI 5.6 01/22/25 144A                                                                 | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |   1295000 | PA      | $3250.45      | 0.00%             | 2025-01-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                               | SUMIAL V4.125 PERP C                                                                     | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1895836.52   | 0.08%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 786329                                                                                | CUSIP: 3622AB4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5976779 | PA      | $6123997.49   | 0.27%             | 2049-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                       | WYNMAC 6.75 02/15/34 144A                                                                | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1030000 | PA      | $1033161.38   | 0.05%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II LP                                            | TPG 4.875 05/15/31                                                                       | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2225119.45   | 0.10%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                           | ABBV 4.125 03/15/31                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $3952210.62   | 0.17%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FR RA6138                                                                                | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13706998 | PA      | $11731348.10  | 0.51%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico                                                     | Grupo Aeromexico NPV                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |   1261708 | NS      | $1924865.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                     | TURKEY 6.95 09/16/35                                                                     | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    500000 | PA      | $492614.15    | 0.02%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STATE OIL COMPANY OF AZERBAIJAN REPUBLIC (THE)                       | SOIAZ 6.95 03/18/30                                                                      | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |    500000 | PA      | $539477.90    | 0.02%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2017-5                                        | SEMT 2017-5 B1                                                                           | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161554 | PA      | $152986.94    | 0.01%             | 2047-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                 | BA 6.388 05/01/31                                                                        | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    905000 | PA      | $966809.69    | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO, REPUBLIC OF - MINISTRY OF FINANCE                        | MONTEN 4.875 04/01/32 144A                                                               | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    290000 | PA      | $342623.84    | 0.01%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA4305                                                                                | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  63340700 | PA      | $51050305.06  | 2.23%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                          | CDEL 6.33 01/13/35 144A                                                                  | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    465000 | PA      | $493830.00    | 0.02%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CDW FINANCE CORP                                                     | CDW 3.276 12/01/28                                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12071000 | PA      | $11607497.74  | 0.51%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                          | OCINCC 5.8 03/15/30                                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2919816.60   | 0.13%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR SA                                   | TIGO 7.375 04/02/32 144A                                                                 | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    719000 | PA      | $744528.10    | 0.03%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                          | ORCL 5.7 02/04/36                                                                        | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4093231.22   | 0.18%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-B                                  | FORDO 2024-B A3                                                                          | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6221468 | PA      | $6268436.47   | 0.27%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B34 MORTGAGE TRUST                                    | BMARK 2022-B34 A5                                                                        | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5950000 | PA      | $5510716.26   | 0.24%             | 2055-04-16      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                            | SERBIA 6 06/12/34 144A                                                                   | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1095000 | PA      | $1125641.28   | 0.05%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK & PRESBYTERIAN HOSPITAL                                     | NYPRES 2.256 08/01/40                                                                    | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $1644533.71   | 0.07%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTMENTS TRUST 1998-02                  | SAMI 1998-2 B                                                                            | CUSIP: 073914C27<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3226 | PA      | $0.32         | 0.00%             | 2030-05-02      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY       | PANAMA 6.853 03/28/54                                                                    | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $216150.00    | 0.01%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FR SD8455                                                                                | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4473305 | PA      | $4638629.35   | 0.20%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELESTIAL DYNASTY LTD                                                | CTFSHK 6.375 08/22/28                                                                    | CUSIP: 000000000<br>LEI: 254900A85ZVOMCLC2410 | Long             | DBT              | CORP              | VG        |    650000 | PA      | $647323.82    | 0.03%             | 2028-08-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                        | STACR 2026-DNA2 B1                                                                       | CUSIP: 35564UEP8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   7140000 | PA      | $7185340.43   | 0.31%             | 2046-03-26      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B36 MORTGAGE TRUST                                    | BMARK 2022-B36 A5                                                                        | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2079497.63   | 0.09%             | 2055-07-16      | Variable      | 4.47%                 | 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        |    350000 | PA      | $322417.34    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2013-7                                                    | CSMC 2013-7 B4                                                                           | CUSIP: 12647PAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614420 | PA      | $485748.26    | 0.02%             | 2043-08-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA4413                                                                                | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15923419 | PA      | $12827083.30  | 0.56%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                 | POLAND 4.875 02/12/30 5Y                                                                 | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $510950.90    | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B32 MORTGAGE TRUST                                    | BMARK 2022-B32 C                                                                         | CUSIP: 08163NBQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5350000 | PA      | $4050532.08   | 0.18%             | 2055-01-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE SECURITIES INC 1996-06                         | BSMSI 1996-6 B2                                                                          | CUSIP: 073914TS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4300 | PA      | $692.84       | 0.00%             | 2029-11-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                               | MRVL 5.3 04/15/36                                                                        | CUSIP: 573874AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2867669.03   | 0.13%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN BR4034                                                                                | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3043991 | PA      | $2489302.13   | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7                   | JPMDB 2017-C7 A5                                                                         | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $285937.10    | 0.01%             | 2050-10-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                           | SYY 5.1 09/23/30                                                                         | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1862319.07   | 0.08%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                         | ECOPET 5.875 11/02/51                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    900000 | PA      | $666860.85    | 0.03%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                     | ADGLXY 2.16 03/31/34 144A                                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1220759 | PA      | $1093977.75   | 0.05%             | 2034-03-31      | Fixed         | 2.16%                 | 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        |       179 | NC      | $-411578.28   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                              | STACR 2021-DNA5 M2                                                                       | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |   1642060 | PA      | $1646125.11   | 0.07%             | 2034-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                       | MS V5.192 04/17/31                                                                       | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    701000 | PA      | $712161.11    | 0.03%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                      | DOMREP 5.75 03/17/34 144A                                                                | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1150000 | PA      | $1123780.00   | 0.05%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                            | JPM V4.622 04/23/32                                                                      | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4760000 | PA      | $4738302.97   | 0.21%             | 2032-04-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                          | Midcontinent Communications Term Loan B 250 2031-07-30                                   | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |   2955000 | PA      | $2955000.00   | 0.13%             | 2031-08-18      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                          | LNG 5.2 07/30/36 144A                                                                    | CUSIP: 16411RAP4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1834577.01   | 0.08%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FNGT 1999-T2 A1                                                                          | CUSIP: 31359VYH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      2237 | PA      | $2295.09      | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI LTD                                         | ADANEM 3.949 02/12/30 144A                                                               | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    605000 | PA      | $571894.82    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                               | SUMIAL 5.5 03/24/36 144A                                                                 | CUSIP: 873923AG1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    880000 | PA      | $873150.26    | 0.04%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                                   | RJHIAB V5.651 03/16/36 EMTN                                                              | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    805000 | PA      | $796338.89    | 0.03%             | 2036-03-16      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FNGT 2002-T19 A1                                                                         | CUSIP: 31392GVP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     28379 | PA      | $29617.48     | 0.00%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FNW 2003-W1 2A                                                                           | CUSIP: 31392GWB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      4085 | PA      | $4078.00      | 0.00%             | 2042-12-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| NEXT PROPERTIES (TRUST 2401)                                         | NEXTPR 7.7 01/23/32 144A                                                                 | CUSIP: 89834MAB2<br>LEI: 254900QDKZ8ZURT6FD83 | Long             | DBT              | CORP              | MX        |    816000 | PA      | $888468.96    | 0.04%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                   | OCPMR 5.125 06/23/51 144A                                                                | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1455000 | PA      | $1167874.22   | 0.05%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 18 LTD                                                 | BALLY 2021-18A C1R                                                                       | CUSIP: 05875YAQ9<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1591001.60   | 0.07%             | 2038-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | GNR 2013-182 CZ                                                                          | CUSIP: 38378PFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    937853 | PA      | $841271.83    | 0.04%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                             | SRILAN 3.6 02/15/38 144A                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    143843 | PA      | $135824.40    | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                                          | BPOP 7.25 03/13/28                                                                       | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2547206.20   | 0.11%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                      | DOMREP 4.875 09/23/32 144A                                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1448000 | PA      | $1369735.60   | 0.06%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO SA                                       | BGOSK 5.75 07/09/34 144A                                                                 | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $416442.16    | 0.02%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                      | PM 4.875 04/29/36                                                                        | CUSIP: 718172EG0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2252149.19   | 0.10%             | 2036-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                        | SOAF 5.75 09/30/49 30Y                                                                   | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    595000 | PA      | $481065.35    | 0.02%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                  | LLY 4.9 10/15/35                                                                         | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2006612.75   | 0.09%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII INC                 | Citigroup Global Markets Mortgage Securities VII Inc                                     | CUSIP: 79548KUU0<br>LEI: 549300VB2N1G56GWKB41 | Long             | ABS-O            | CORP              | US        |    469897 | PA      | $68741.65     | 0.00%             | 2030-12-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                 | BA 6.858 05/01/54                                                                        | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9123000 | PA      | $10140778.30  | 0.44%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FNR 2013-44 Z                                                                            | CUSIP: 3136ADA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     25445 | PA      | $19724.28     | 0.00%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QNB BANK AS                                                          | QNBFB V10.75 11/15/33                                                                    | CUSIP: 000000000<br>LEI: 789000Q21SW842S9IJ58 | Long             | DBT              | CORP              | TR        |    690000 | PA      | $758877.46    | 0.03%             | 2033-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                  | D V6.875 02/01/55 A                                                                      | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3184461.44   | 0.14%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FS0605                                                                                | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2357907 | PA      | $2013146.85   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                            | JPM V4.898 01/22/37                                                                      | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1267745.57   | 0.06%             | 2037-01-22      | Fixed         | 4.90%                 | 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        |    850000 | PA      | $884889.10    | 0.04%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                        | GS V5.094 04/20/34                                                                       | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2305223.84   | 0.10%             | 2034-04-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                            | CZR 6.5 02/15/32 144A                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $3122954.06   | 0.14%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DHAFRAH PV2 ENERGY COMPANY LLC                                       | DHAENE 5.794 06/30/53 144A                                                               | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |    985000 | PA      | $974309.60    | 0.04%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                  | CEG 3.9 01/08/28                                                                         | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1463756.22   | 0.06%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                           | IVYCST 8.075 04/01/36 144A                                                               | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    427000 | PA      | $454538.47    | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                  | ABT 4.65 03/15/36                                                                        | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   5845000 | PA      | $5678716.18   | 0.25%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating                                     | Charter Communications Operating Term Loan B-5 225 2031-11-14                            | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1895012 | PA      | $1896519.03   | 0.08%             | 2031-12-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                              | FR SD7556                                                                                | CUSIP: 3132DVMD4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   3885893 | PA      | $3445375.30   | 0.15%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN CB6862                                                                                | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15584189 | PA      | $15428811.85  | 0.67%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY       | PANAMA 6.4 02/14/35                                                                      | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    426000 | PA      | $455820.00    | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                    | MNSN HOLDINGS INC COM                                                                    | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9217 | NS      | $562237.00    | 0.02%             |  |  |  | No            |                  3 | 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        | 112290000 | PA      | $109930158.28 | 4.79%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                         | TECPET 7.625 11/03/30 144A                                                               | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |   1015000 | PA      | $1041643.75   | 0.05%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                              | HONA 4.95 03/16/36 144A                                                                  | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4188547.56   | 0.18%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                | WFC V4.96 01/23/37                                                                       | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1752394.27   | 0.08%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                       | MS V6.296 10/18/28                                                                       | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $4469188.70   | 0.19%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                        | VST 5.55 04/30/36 144A                                                                   | CUSIP: 92840VBC5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1684281.97   | 0.07%             | 2036-04-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                 | OMF 7.125 09/15/32                                                                       | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5152684.04   | 0.22%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                            | JPM V5.193 02/05/37                                                                      | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7479394.08   | 0.33%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FHMS K753 A2                                                                             | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2800000 | PA      | $2808403.92   | 0.12%             | 2030-10-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                     | SRE 5.2 03/15/36 DDDD                                                                    | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1157537.20   | 0.05%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLV LTD                                                    | MAGNE 2025-45A D1                                                                        | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1537384.55   | 0.07%             | 2038-04-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                             | T 5.55 11/01/45                                                                          | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1841309.65   | 0.08%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                        | C V6.02 01/24/36                                                                         | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $2563585.44   | 0.11%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                   | ET 6.3 01/15/56                                                                          | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1621687.43   | 0.07%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2014-2                                    | JPMMT 2014-2 B1                                                                          | CUSIP: 46641YAP8<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-O            | CORP              | US        |    546605 | PA      | $536305.66    | 0.02%             | 2029-06-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2014-2                                    | JPMMT 2014-2 B2                                                                          | CUSIP: 46641YAQ6<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-O            | CORP              | US        |    216947 | PA      | $212665.90    | 0.01%             | 2029-06-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                  | ABT 4.3 03/15/33                                                                         | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2804534.44   | 0.12%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                    | TAISEM 2.5 10/25/31                                                                      | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $977248.21    | 0.04%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 737722                                                                                | CUSIP: 3620ARSK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124366 | PA      | $118033.40    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                          | OAKC 2012-7A D1R4                                                                        | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1834979.85   | 0.08%             | 2038-02-22      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                     | CFELEC 3.348 02/09/31 144A                                                               | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1185000 | PA      | $1077010.83   | 0.05%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTMENTS TRUST 1998-02                  | SAMI 1998-2 C                                                                            | CUSIP: 073914C35<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1464 | PA      | $0.14         | 0.00%             | 2030-05-02      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                | NOVNVX 4.4 03/18/31                                                                      | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2262235.34   | 0.10%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                   | SANTAN 4.867 04/15/31                                                                    | CUSIP: 05971KAV1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4400000 | PA      | $4380909.72   | 0.19%             | 2031-04-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                 | CROSIN 6.5 10/01/30 144A                                                                 | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6953000 | PA      | $6839705.04   | 0.30%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                       | BANK 2017-BNK5 B                                                                         | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2970000 | PA      | $2896736.63   | 0.13%             | 2060-06-17      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                    | SMBCAC 5.25 11/26/35 144A                                                                | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   3640000 | PA      | $3568461.26   | 0.16%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                                       | BCOLO V8.625 12/24/34                                                                    | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    940000 | PA      | $1004850.60   | 0.04%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 MA8269                                                                                | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2632139 | PA      | $2627074.29   | 0.11%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FS6112                                                                                | CUSIP: 3140XMYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8378607 | PA      | $7429817.47   | 0.32%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARCOBRE SAC                                                         | MARSAC 5.75 01/22/36 144A                                                                | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |    925000 | PA      | $912743.75    | 0.04%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                               | SUMIAL 4.85 03/24/31 144A                                                                | CUSIP: 873923AE6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1809393.70   | 0.08%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR POWER COMPANY LTD                              | KOHNPW 5 07/18/28 144A                                                                   | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | KR        |    785000 | PA      | $796211.37    | 0.03%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FM8438                                                                                | CUSIP: 3140XCLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4042501 | PA      | $3460518.20   | 0.15%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B33 MORTGAGE TRUST                                    | BMARK 2022-B33 C                                                                         | CUSIP: 08163PBN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $1779540.08   | 0.08%             | 2055-03-17      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                            | JPM V6.254 10/23/34                                                                      | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $6050901.64   | 0.26%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP II                                       | GSMS 2012-BWTR C                                                                         | CUSIP: 36192RAJ1<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $422075.20    | 0.02%             | 2034-11-07      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                            | HBAN V5.605 01/28/41                                                                     | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2258133.80   | 0.10%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP5                  | JPMCC 2017-JP5 A5                                                                        | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1492498.35   | 0.07%             | 2050-03-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| YACIMIENTOS PETROLIFEROS FISCALES SA                                 | YPFDAR 9.5 01/17/31 144A                                                                 | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    890000 | PA      | $950969.45    | 0.04%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                         | CAS 2025-R06 1B1                                                                         | CUSIP: 20754YCL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   9114028 | PA      | $9097814.14   | 0.40%             | 2045-09-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                        | C V6.75 PERP EE                                                                          | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $2190568.32   | 0.10%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                        | CAF 5 01/24/29                                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    400000 | PA      | $408946.08    | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK CO LTD                                                  | CITNAT 2.5 11/04/30 144A                                                                 | CUSIP: 50050GAN8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |   1050000 | PA      | $954344.06    | 0.04%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                     | TMUS 3.75 04/15/27                                                                       | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5693000 | PA      | $5671075.12   | 0.25%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                     | CP 5.5 03/15/56                                                                          | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2260000 | PA      | $2166650.70   | 0.09%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                 | LOW 4.25 03/15/31                                                                        | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2416758.47   | 0.11%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN CA6592                                                                                | CUSIP: 3140QEKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9487463 | PA      | $8133825.11   | 0.35%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating                                     | Charter Communications Operating Term Loan B-4 200 2030-11-25                            | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2834750 | PA      | $2835475.70   | 0.12%             | 2030-12-09      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                             | PKNPW 6 01/30/35 144A                                                                    | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    935000 | PA      | $974189.22    | 0.04%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST 2026-225L                                       | LBTY 2026-225L A                                                                         | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $987546.20    | 0.04%             | 2031-02-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                | NOVNVX 4.6 03/18/33                                                                      | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2160609.33   | 0.09%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR2 TRUST                                       | FKH 2021-SFR2 D                                                                          | CUSIP: 33767TAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4280000 | PA      | $4229810.15   | 0.18%             | 2038-09-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                   | OCPMR 6.1 04/30/30 144A                                                                  | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $204231.26    | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                               | STANLN V7.625 PERP 144A                                                                  | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $713877.30    | 0.03%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                              | SPG 2.65 02/01/32                                                                        | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   4325000 | PA      | $3869748.34   | 0.17%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT COMPANY                                        | PIFKSA 4.875 02/14/35                                                                    | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |   1032000 | PA      | $1006901.04   | 0.04%             | 2035-02-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                       | MS V6.627 11/01/34                                                                       | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5517000 | PA      | $6012961.20   | 0.26%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | GN AK6984                                                                                | CUSIP: 36183QXM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635047 | PA      | $569222.32    | 0.02%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                      | BANK 2022-BNK39 C                                                                        | CUSIP: 06539VBB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2092000 | PA      | $1781717.07   | 0.08%             | 2055-02-18      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                           | FDX 3.25 05/15/41 *                                                                      | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $2530338.72   | 0.11%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-L3                               | MSC 2019-L3 A4                                                                           | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3890000 | PA      | $3692341.32   | 0.16%             | 2052-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                      | PFSI 6.875 05/15/32 144A                                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   5172000 | PA      | $5119217.15   | 0.22%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FM8479                                                                                | CUSIP: 3140XCM54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8165453 | PA      | $7230753.98   | 0.32%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FM4839                                                                                | CUSIP: 3140X8LV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7557939 | PA      | $6169268.39   | 0.27%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                         | CHTR 6.375 09/01/29 144A                                                                 | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4789000 | PA      | $4800158.37   | 0.21%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                         | PEMEX 7.69 01/23/50                                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    465000 | PA      | $425561.12    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE SA                                         | BANCO V7.95 PERP 144A                                                                    | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | NUSS              | CL        |    755000 | PA      | $801243.75    | 0.03%             | N/A             | Fixed         | 7.95%                 | 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        |       455 | NC      | $-819419.51   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                           | BMO 2022-C1 A5                                                                           | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3550000 | PA      | $3281340.26   | 0.14%             | 2055-02-18      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                 | OMAN 7.375 10/28/32 REGS                                                                 | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    363000 | PA      | $413991.23    | 0.02%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CANYON CLO 2020-2 LTD                                                | CANYC 2020-2A AR2                                                                        | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | NUSS              | KY        |   4100000 | PA      | $4096420.70   | 0.18%             | 2034-10-16      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                   | LEXT 2026-450 A                                                                          | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $10986250.00  | 0.48%             | 2043-03-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                        | GS V5.065 01/21/37                                                                       | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $5926719.39   | 0.26%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                       | NRG 4.734 10/15/30 144A                                                                  | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3132868.60   | 0.14%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 MA2446                                                                                | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92346 | PA      | $88978.09     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                       | BCRED 5.35 03/12/31                                                                      | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1621364.29   | 0.07%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 MB0091                                                                                | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13758321 | PA      | $13657585.66  | 0.60%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                            | BABA 5.25 05/26/35                                                                       | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    465000 | PA      | $480831.62    | 0.02%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FSPC T-58 2A                                                                             | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    115249 | PA      | $117227.05    | 0.01%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FR ZI2514                                                                                | CUSIP: 3131WEYK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       119 | PA      | $118.24       | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO      | COLOM 6.5 01/21/33                                                                       | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    320000 | PA      | $319360.00    | 0.01%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| YAMAHA MOTOR MASTER TRUST II                                         | YMMT 2026-A A1                                                                           | CUSIP: 98463GAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4989535.00   | 0.22%             | 2031-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                         | CHTR 4.25 01/15/34 144A                                                                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3333000 | PA      | $2799155.06   | 0.12%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA SAB DE CV                                       | SILAMX 6 11/25/29 144A                                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    570000 | PA      | $583702.80    | 0.03%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FM5733                                                                                | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2077754 | PA      | $1702357.73   | 0.07%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD2 MORTGAGE TRUST                                           | CD 2016-CD2 A3                                                                           | CUSIP: 12515ABD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4165114 | PA      | $4150829.86   | 0.18%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOROCCO, KINGDOM OF - MINISTRY OF FINANCE AND FOREIGN INVESTMENT     | MOROC 4 12/15/50 REGS                                                                    | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $214471.20    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                            | ARAMCO 4.25 04/16/39 144A                                                                | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    433000 | PA      | $382602.18    | 0.02%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENERGY ANDINA LLC                                          | SIERRA 9 11/14/30 144A                                                                   | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $948618.28    | 0.04%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FS2660                                                                                | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20747676 | PA      | $17412304.82  | 0.76%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                              | GDZELE 9 10/15/29 144A                                                                   | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    675000 | PA      | $656228.32    | 0.03%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                 | PETMK 2.48 01/28/32 144A                                                                 | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    800000 | PA      | $720557.12    | 0.03%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL      | BRAZIL 4.75 01/14/50                                                                     | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    420000 | PA      | $312270.00    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA GLOBAL UTILITIES JSC                                         | CGEOLN 8.875 07/25/29 144A                                                               | CUSIP: 373196AB0<br>LEI: 213800JCP8ERP6FTOL26 | Long             | DBT              | CORP              | GE        |    610000 | PA      | $635383.87    | 0.03%             | 2029-07-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                           | MHPSA 10.5 07/28/29 144A                                                                 | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    975000 | PA      | $1001045.76   | 0.04%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R02                         | CAS 2026-R02 1M2                                                                         | CUSIP: 20753EAD8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   3960000 | PA      | $3969443.41   | 0.17%             | 2046-02-26      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2                              | STACR 2022-DNA2 M2                                                                       | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-O            | USGSE             | US        |   2000000 | PA      | $2041880.00   | 0.09%             | 2042-02-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS TRUST                                                  | Goldman Sachs Financial Square Government Fund                                           | CUSIP: 38141W273<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |   4850000 | NS      | $4850000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC FUNDING 2025-I LTD                                              | CIFC 2025-1A D1                                                                          | CUSIP: 12572VAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1829026.55   | 0.08%             | 2038-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FS0396                                                                                | CUSIP: 3140XFNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7126990 | PA      | $5823174.48   | 0.25%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                        | JEF 6.5 01/20/43                                                                         | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1730940.91   | 0.08%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2019-GC42                               | GSMS 2019-GC42 A4                                                                        | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5295000 | PA      | $5008190.50   | 0.22%             | 2052-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                 | POLAND 5.5 04/04/53 30Y                                                                  | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    462000 | PA      | $431919.27    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2016-BNK2                             | MSC 2016-BNK2 B                                                                          | CUSIP: 61690YBY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1382682.30   | 0.06%             | 2049-11-18      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FM1321                                                                                | CUSIP: 3140X4PF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4736439 | PA      | $4532873.77   | 0.20%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                               | AITOCU 5.125 08/11/61 144A                                                               | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $163891.00    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMETLERI AS                                      | TCELLT 7.45 01/24/30 144A                                                                | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    665000 | PA      | $687470.35    | 0.03%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                        | MISCMK 3.75 04/06/27 144A                                                                | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    650000 | PA      | $645277.95    | 0.03%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE              | VENZ 7.75 10/13/19                                                                       | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    741000 | PA      | $340674.75    | 0.01%             | 2019-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA2                              | STACR 2021-HQA2 M2                                                                       | CUSIP: 35564KFV6<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-O            | USGSE             | US        |   9476597 | PA      | $9618371.12   | 0.42%             | 2033-12-27      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                      | BANK 2020-BN29 A4                                                                        | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5255000 | PA      | $4639336.81   | 0.20%             | 2053-11-18      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B33 MORTGAGE TRUST                                    | BMARK 2022-B33 B                                                                         | CUSIP: 08163PBM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $1945881.23   | 0.08%             | 2055-03-17      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FA0821                                                                                | CUSIP: 3140W04F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2854586 | PA      | $2305757.70   | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK & PRESBYTERIAN HOSPITAL                                     | NYPRES 2.606 08/01/60                                                                    | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $851073.48    | 0.04%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                       | BCRED 5.05 09/10/30                                                                      | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1855217.63   | 0.08%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                  | SVB Financial Group TR UNIT CL A-1                                                       | CUSIP: 78500B205<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |     10507 | NS      | $4623080.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 MB0260                                                                                | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9058137 | PA      | $9261964.86   | 0.40%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FHR 2557 HL                                                                              | CUSIP: 31393JLU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     10317 | PA      | $10379.92     | 0.00%             | 2033-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                                 | TECOAR 9.25 05/28/33 144A                                                                | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    870000 | PA      | $925105.80    | 0.04%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                | NOVNVX 4.9 03/18/36                                                                      | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3879464.42   | 0.17%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 22 LTD                                                   | ELM22 2023-1A D1R                                                                        | CUSIP: 29001YAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1552202.55   | 0.07%             | 2038-04-19      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                            | JPM V5.571 04/22/28                                                                      | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3281584.45   | 0.14%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                            | HBAN V4.623 01/28/32                                                                     | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1636311.41   | 0.07%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                       | MS V0.495 10/26/29                                                                       | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4959970.65   | 0.22%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                                  | FMGAU 6.125 04/15/32 144A                                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1640000 | PA      | $1696770.73   | 0.07%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-13                                     | JPMMT 2021-13 B1                                                                         | CUSIP: 46592XBZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4459759 | PA      | $3798893.66   | 0.17%             | 2052-04-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                                  | AFRFIN 5.55 10/08/29 144A                                                                | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | NG        |    845000 | PA      | $857367.67    | 0.04%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                 | HBSPIN 4.125 05/18/31 144A                                                               | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    628975 | PA      | $592086.62    | 0.03%             | 2031-05-18      | Fixed         | 4.12%                 | 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        |   1606000 | PA      | $1596498.26   | 0.07%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                | FABSJV 6.1 01/25/36                                                                      | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1970457.94   | 0.09%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 5 LTD                                                | SPEAK 2018-5A A1R                                                                        | CUSIP: 82666VAA2<br>LEI: 635400SMPSPMTZRZQF40 | Long             | ABS-CBDO         | CORP              | KY        |   8400000 | PA      | $8415934.80   | 0.37%             | 2037-04-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA5997                                                                                | CUSIP: 31418FUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4718744 | PA      | $4651405.95   | 0.20%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                        | STACR 2026-DNA1 M2                                                                       | CUSIP: 35564UCS4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   3050000 | PA      | $3044534.71   | 0.13%             | 2046-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                       | ANGSJ 6.5 04/15/40                                                                       | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    645000 | PA      | $681055.82    | 0.03%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARMENIA, REPUBLIC OF - MINISTRY OF FINANCE                           | ARMEN 3.6 02/02/31 REGS                                                                  | CUSIP: 000000000<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | AM        |    450000 | PA      | $414388.98    | 0.02%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                                  | FMGAU 5.875 04/15/30 144A                                                                | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1649000 | PA      | $1684025.42   | 0.07%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group (previously KIRS Group, Towergate Partnership)        | Ardonagh Group (previously KIRS Group, Towergate Partnership) Term Loan B 375 2031-02-01 | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | US        |   6237236 | PA      | $6176809.51   | 0.27%             | 2031-02-18      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-4                                     | TPMT 2017-4 M1                                                                           | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2705000 | PA      | $2500172.26   | 0.11%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                        | GS V5.387 02/02/41                                                                       | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5175331.37   | 0.23%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                   | KMI 8.375 06/15/32                                                                       | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $793938.33    | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2010-1                          | MBALT 2026-A A2A                                                                         | CUSIP: 58770YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1397072.88   | 0.06%             | 2028-07-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                                          | CENSUD 5.75 04/15/36 144A                                                                | CUSIP: 15132HAK7<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   1025000 | PA      | $1026281.25   | 0.04%             | 2036-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TBC BANK JSC                                                         | TBCBGE V10.25 PERP 144A                                                                  | CUSIP: 48128XAD5<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |    645000 | PA      | $691620.99    | 0.03%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                             | ISRELE 5.633 01/28/38                                                                    | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    580000 | PA      | $577723.50    | 0.03%             | 2038-01-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 MB0554                                                                                | CUSIP: 3618N5TL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12411310 | PA      | $11979381.26  | 0.52%             | 2055-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                        | C V4.503 09/11/31                                                                        | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3733672.43   | 0.16%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                      | NDAFH V6.75 PERP 144A                                                                    | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1835000 | PA      | $1875344.31   | 0.08%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-7 LTD                                   | BCC 2021-7A A1R                                                                          | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6650000 | PA      | $6638016.70   | 0.29%             | 2035-01-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK MUSCAT SAOG                                                     | BKMBOM 4.846 10/01/30 EMTN                                                               | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | DBT              | CORP              | OM        |   1090000 | PA      | $1077151.95   | 0.05%             | 2030-10-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                         | UBS V0.25 11/05/28 EMTN                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2350000 | PA      | $2642170.40   | 0.12%             | 2028-11-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                               | PNC V5.575 01/29/36                                                                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    804000 | PA      | $822719.77    | 0.04%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                   | GHANA 5 07/03/35 144A                                                                    | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    653444 | PA      | $601347.72    | 0.03%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                | NOVNVX 5.7 03/18/56                                                                      | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1598771.06   | 0.07%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL SUBORDINATED TRUST 2.0                                    | BANGUA V6.55 04/15/36 144A                                                               | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |    860000 | PA      | $874405.00    | 0.04%             | 2036-04-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                         | PEMEX 10 02/07/33                                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $351735.00    | 0.02%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                             | AZUBBZ 9.875 02/15/31 144A                                                               | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $779843.75    | 0.03%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                           | MAR 4.5 05/01/33                                                                         | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1202230.84   | 0.05%             | 2033-05-01      | Fixed         | 4.50%                 | 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        |   3996000 | PA      | $3629709.86   | 0.16%             | 2031-01-15      | Fixed         | 3.38%                 | 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        |    810000 | PA      | $828225.00    | 0.04%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                               | FANG 5.55 04/01/35                                                                       | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4899000 | PA      | $5033903.76   | 0.22%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                     | VEDLN 9.125 10/15/32 144A                                                                | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $822357.53    | 0.04%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                         | MAGN 7.25 11/15/31 144A                                                                  | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1637410.69   | 0.07%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA2956                                                                                | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3811355 | PA      | $3412466.77   | 0.15%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lightning Power                                                      | Lightning Power Term Loan B 325 2031-07-28                                               | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   2784662 | PA      | $2799236.57   | 0.12%             | 2031-08-18      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | GN BT0809                                                                                | CUSIP: 3617MN3S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    776957 | PA      | $692116.74    | 0.03%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                 | BAC V5.819 09/15/29                                                                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4514000 | PA      | $4645279.76   | 0.20%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN AB6965                                                                                | CUSIP: 31417DW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29477 | PA      | $29139.72     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA2                              | STACR 2025-DNA2 M2                                                                       | CUSIP: 35564NJA2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-O            | USGSE             | US        |   2075000 | PA      | $2076196.65   | 0.09%             | 2045-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO HOLDINGS | JBS 6.4 05/10/57 144A                                                                    | CUSIP: 46590XBC9<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3283907.80   | 0.14%             | 2057-05-10      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                       | PCG 6 05/01/56                                                                           | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5698000 | PA      | $5431929.61   | 0.24%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media                                                         | Virgin Media Term Loan Y (Incremental) 325 2031-02-26                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    417000 | PA      | $391458.75    | 0.02%             | 2031-03-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BERMUDA, GOVERNMENT OF                                               | BERMUD 5 07/15/32 144A                                                                   | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    900000 | PA      | $906480.00    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K71 MORTGAGE TRUST                                        | FREMF 2017-K71 B                                                                         | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     80000 | PA      | $78552.62     | 0.00%             | 2050-11-25      | Variable      | 3.88%                 | 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        |   2106000 | PA      | $2099794.46   | 0.09%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                         | CAS 2025-R02 1M2                                                                         | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    600000 | PA      | $601510.86    | 0.03%             | 2045-02-27      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA4                              | STACR 2025-DNA4 M2                                                                       | CUSIP: 35564UBS5<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-O            | USGSE             | US        |   6000000 | PA      | $6015168.00   | 0.26%             | 2045-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C1 MORTGAGE TRUST                                         | DBJPM 2016-C1 A4                                                                         | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233919 | PA      | $233585.29    | 0.01%             | 2049-05-12      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA INC                                                   | DPABS 2021-1A A2I                                                                        | CUSIP: 25755TAN0<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |  11480362 | PA      | $10884818.70  | 0.47%             | 2051-04-25      | Fixed         | 2.66%                 | 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        |      1683 | NC      | $-2604236.57  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11       | JPMCC 2013-LC11 B                                                                        | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269506 | PA      | $262099.50    | 0.01%             | 2046-04-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                  | D V6.2 02/15/56                                                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1714013.37   | 0.07%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                     | FN FA3106                                                                                | CUSIP: 3140W3NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10870050 | PA      | $9192461.89   | 0.40%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN CB2408                                                                                | CUSIP: 3140QMVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3806209 | PA      | $3203248.66   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REVENUE FINANCE LTD                                 | KINAIR 6.75 12/15/36 144A                                                                | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |   1691000 | PA      | $1722283.50   | 0.08%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                           | UKRAIN 4.5 02/01/34 144A                                                                 | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    238830 | PA      | $146798.42    | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY (WI)                                        | WI PUBTRN 6.5 12/31/2065                                                                 | CUSIP: 74448UAC2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   4670000 | PA      | $5142650.70   | 0.22%             | 2065-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO             | PERU 2.844 06/20/30                                                                      | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    841000 | PA      | $787764.70    | 0.03%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                            | ARAMCO 5.75 07/17/54 144A                                                                | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    815000 | PA      | $771774.60    | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST                                       | FKH 2021-SFR1 B                                                                          | CUSIP: 33767WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4670000 | PA      | $4628640.61   | 0.20%             | 2038-08-19      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                       | MS V5.296 04/10/37                                                                       | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2873757.33   | 0.13%             | 2037-04-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                           | VZ 4.75 01/15/33                                                                         | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3143954.91   | 0.14%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER COMPANY                                             | SWEHAN 3.625 01/31/49 144A                                                               | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    661656 | PA      | $542523.35    | 0.02%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                               | PNC V4.899 05/13/31                                                                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1603672.32   | 0.07%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                          | ORCL 6.7 02/04/56                                                                        | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1461908.58   | 0.06%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FHR 4676 KZ                                                                              | CUSIP: 3137BWY73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1389868 | PA      | $1194643.85   | 0.05%             | 2045-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                          | CDEL 3.7 01/30/50 144A                                                                   | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    450000 | PA      | $312615.00    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-1                                     | TPMT 2018-1 A1                                                                           | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23655 | PA      | $23567.70     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO    | ECUA 9.25 01/29/39 144A                                                                  | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1735000 | PA      | $1800062.50   | 0.08%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                     | CFELEC 6.5 01/28/51 144A                                                                 | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $740446.58    | 0.03%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                    | VENTGL 3.875 11/01/33 144A                                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   7639000 | PA      | $6811872.76   | 0.30%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                             | AZURGY 8.625 01/22/33 144A                                                               | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $727081.60    | 0.03%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FS8507                                                                                | CUSIP: 3140XQNZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10266572 | PA      | $9648299.64   | 0.42%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                              | LTMCI 7.875 04/15/30 144A                                                                | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    955000 | PA      | $975293.75    | 0.04%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B25 MORTGAGE TRUST                                    | BMARK 2021-B25 A5                                                                        | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4865000 | PA      | $4372089.88   | 0.19%             | 2054-04-17      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL (WAYANG WINDU) LTD                            | STAREN 6.75 04/24/33 144A                                                                | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    561000 | PA      | $572749.64    | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R04                         | CAS 2024-R04 1M1                                                                         | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1076548 | PA      | $1076548.04   | 0.05%             | 2044-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                             | SRILAN 4 04/15/28 144A                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     73088 | PA      | $69816.06     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                 | BAC V6.625 PERP                                                                          | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2153854.96   | 0.09%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                        | GS V5.049 07/23/30                                                                       | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11365000 | PA      | $11497688.65  | 0.50%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TELEKOM SRBIJA AD                                                    | TELSER 7 10/28/29 144A                                                                   | CUSIP: 87945BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | RS        |    805000 | PA      | $809134.64    | 0.04%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FHMS K144 A2                                                                             | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   8075000 | PA      | $7260117.03   | 0.32%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                            | RCICN 5.3 02/15/34                                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2764000 | PA      | $2752275.11   | 0.12%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1                      | WFCM 2016-BNK1 A3                                                                        | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-O            | CORP              | US        |   5546409 | PA      | $5526710.84   | 0.24%             | 2049-08-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                               | AEE 5.55 03/15/56                                                                        | CUSIP: 906548DC3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1773717.50   | 0.08%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                | GSMS 2017-GS5 A4                                                                         | CUSIP: 36252HAD3<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   6820000 | PA      | $6765207.44   | 0.30%             | 2050-03-11      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST - RPL1                           | NRZT 2018-RPL1 A1                                                                        | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316323 | PA      | $307306.69    | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                          | CARGIL 4.125 10/23/30 144A                                                               | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2068431.54   | 0.09%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF3 MORTGAGE TRUST                                           | CF 2019-CF3 A4                                                                           | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3222000 | PA      | $3011388.17   | 0.13%             | 2053-01-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                       | BANK 2017-BNK5 A5                                                                        | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6560000 | PA      | $6491395.52   | 0.28%             | 2060-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                           | UKRAIN 4.5 02/01/35 144A                                                                 | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    185756 | PA      | $112460.76    | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE (LUXEMBOURG) SA                                       | HOLNSW 0.5 04/23/31                                                                      | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |   2400000 | PA      | $2428055.09   | 0.11%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA4404                                                                                | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1236762 | PA      | $1165733.34   | 0.05%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                    | HSBC V7 PERP .                                                                           | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1745000 | PA      | $1781234.93   | 0.08%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                          | AVOL 4.85 04/01/33 144A                                                                  | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2740000 | PA      | $2643522.68   | 0.12%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                            | APODS 6.7 07/29/31                                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   3863000 | PA      | $3947827.62   | 0.17%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                       | MS V4.809 04/16/32                                                                       | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3422352.47   | 0.15%             | 2032-04-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | GN 783237                                                                                | CUSIP: 36241LS23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121283 | PA      | $116258.04    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN CB5026                                                                                | CUSIP: 3140QQSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3446767 | PA      | $3513686.83   | 0.15%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                    | HSBC V6.75 PERP                                                                          | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1725000 | PA      | $1747969.76   | 0.08%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF2 MORTGAGE TRUST                                           | CF 2019-CF2 A5                                                                           | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5710000 | PA      | $5391256.95   | 0.24%             | 2052-11-18      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                        | C V7 PERP DD                                                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1972661.63   | 0.09%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO DE INVERSION EN ENERGIA MEXICO                           | FIEMEX 7.25 01/31/41 144A                                                                | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    856789 | PA      | $887890.33    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN BQ9050                                                                                | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2121006 | PA      | $1729747.80   | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                        | SOAF 5.65 09/27/47 30Y                                                                   | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1211000 | PA      | $979841.17    | 0.04%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO IRREVOCABLE 1721 BANCO ACTINVER SA                       | FIBRAP 5.5 11/26/35 144A                                                                 | CUSIP: 31575KAA3<br>LEI: 549300JMTSVQ6LKX5222 | Long             | DBT              | CORP              | MX        |    880000 | PA      | $868933.82    | 0.04%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY COLCHESTER STREET TRUST                                     | FIDELITY COLCHESTER STREET TRUST MNY MRKT FDS I                                          | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |   4850000 | NS      | $4850000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                       | AMZN 4.1 11/20/30                                                                        | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2244416.49   | 0.10%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                     | CFELEC 6.045 01/28/34 144A                                                               | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $395452.00    | 0.02%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP LTD                                     | OCBCSP V4.55 09/08/35 144A                                                               | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   1495000 | PA      | $1481948.20   | 0.06%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP (UK) PLC (THE)                                         | BVTSJ 6.2 09/17/32 144A                                                                  | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    965000 | PA      | $970281.06    | 0.04%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                               | AEE 4.8 03/15/36                                                                         | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1253804.31   | 0.05%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                           | UKRAIN 4.5 02/01/36 144A                                                                 | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    106146 | PA      | $63111.97     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 MA6930                                                                                | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31208022 | PA      | $25732340.17  | 1.12%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA3                              | STACR 2025-DNA3 M2                                                                       | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-O            | USGSE             | US        |   2340000 | PA      | $2345649.93   | 0.10%             | 2045-09-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                                          | NTBKKK V1.625 09/15/27 144A                                                              | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    905000 | PA      | $895309.26    | 0.04%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VENTURE 42 CLO LTD                                                   | VENTR 2021-42A A1A                                                                       | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300068.70    | 0.01%             | 2034-04-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FNW 2002-W6 2A                                                                           | CUSIP: 31392DH70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      5782 | PA      | $5802.38      | 0.00%             | 2042-06-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| JORDAN, HASHEMITE KINGDOM OF - MINISTRY OF FINANCE                   | JORDAN 5.75 11/12/32 144A                                                                | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    400000 | PA      | $389975.60    | 0.02%             | 2032-11-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                  | CAS 2026-R03 2M2                                                                         | CUSIP: 20754UAC3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   3100000 | PA      | $3102886.10   | 0.14%             | 2046-04-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                           | USB V6.787 10/26/27                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1451776.73   | 0.06%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                  | SIRI 4.125 07/01/30 144A                                                                 | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4189000 | PA      | $3900123.21   | 0.17%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                              | INRSHM 5.65 10/16/32 144A                                                                | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |    865000 | PA      | $857171.75    | 0.04%             | 2032-10-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                        | VST 4.7 01/31/31 144A                                                                    | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1851794.74   | 0.08%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA INC                                                   | DPABS 2019-1A A2                                                                         | CUSIP: 25755TAL4<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |   8640000 | PA      | $8293866.91   | 0.36%             | 2049-10-25      | Fixed         | 3.67%                 | 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        |   1688000 | PA      | $1669166.14   | 0.07%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                      | BANK 2019-BN23 A3                                                                        | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8340000 | PA      | $7857606.06   | 0.34%             | 2052-12-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ALBANIA, REPUBLIC OF - MINISTRY OF FINANCE (MINISTRIA E FINANCAVE)   | ALBANI 4.75 02/14/35 144A                                                                | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    300000 | PA      | $350201.02    | 0.02%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA5822                                                                                | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14431101 | PA      | $14510173.66  | 0.63%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN BR1317                                                                                | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2530164 | PA      | $2068579.88   | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                           | ACGCAP 4.875 01/28/33 144A                                                               | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2508735.38   | 0.11%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FHMS K-150 A2                                                                            | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4020000 | PA      | $3854052.39   | 0.17%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                             | AZURGY 8.125 01/23/30 144A                                                               | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $815550.97    | 0.04%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                           | ROMANI 6 09/24/44 144A                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    235000 | PA      | $257138.60    | 0.01%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                | GSMS 2019-GC39 A4                                                                        | CUSIP: 36260JAD9<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   7116000 | PA      | $6837323.92   | 0.30%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                            | PRXNA 3.061 07/13/31 144A                                                                | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    660000 | PA      | $603498.39    | 0.03%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                           | UKRAIN 0 02/01/30 144A                                                                   | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     28991 | PA      | $18417.46     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                            | RCICN V7.125 04/15/55                                                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   3034000 | PA      | $3131856.51   | 0.14%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN FS1446                                                                                | CUSIP: 3140XGTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4828295 | PA      | $4837024.39   | 0.21%             | 2051-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK & PRESBYTERIAN HOSPITAL                                     | NYPRES 4.063 08/01/56                                                                    | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    127000 | PA      | $98043.86     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | GN 786468                                                                                | CUSIP: 3622ACCD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3515690 | PA      | $3657784.90   | 0.16%             | 2042-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                              | BPCEGP V6.347 01/13/47 144A                                                              | CUSIP: 05571ABG9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1985000 | PA      | $1916940.50   | 0.08%             | 2047-01-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATIONS                                          | MIDCON 8 08/15/32 144A                                                                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3080416.19   | 0.13%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R04                         | CAS 2025-R04 1M2                                                                         | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   5340000 | PA      | $5344571.04   | 0.23%             | 2045-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAYS JSC                                                | GRAIL 4 06/17/28 REGS                                                                    | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    320000 | PA      | $308652.45    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO             | ARGENT 4.125 07/09/35                                                                    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    756000 | PA      | $565110.00    | 0.02%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| DILIJAN FINANCE BV                                                   | ARBANK 6.6 01/22/31 144A                                                                 | CUSIP: 254032AD7<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |    775000 | PA      | $780353.16    | 0.03%             | 2031-01-22      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                        | JEF 6.2 04/14/34                                                                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2017113.93   | 0.09%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                        | VST 5.35 01/31/36 144A                                                                   | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3152240.45   | 0.14%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2015-2                                        | SEMT 2015-2 B2                                                                           | CUSIP: 81733YEE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117449 | PA      | $113433.14    | 0.00%             | 2045-05-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD (NEW)                                                | IHS 8.25 11/29/31 144A                                                                   | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   1130000 | PA      | $1183006.72   | 0.05%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAGE TRUST                                | HY 2025-SPRL A                                                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6653762.05   | 0.29%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA5823                                                                                | CUSIP: 31418FPH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34167328 | PA      | $34882846.57  | 1.52%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONGO, DEMOCRATIC REPUBLIC OF - MINISTRY OF FINANCE                  | DRCONG 9.5 04/16/37 144A                                                                 | CUSIP: 24811WAB4<br>LEI: 2138004PAH1DQEIMEW20 | Long             | DBT              | NUSS              | CD        |    282000 | PA      | $288461.72    | 0.01%             | 2037-04-16      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C7 MORTGAGE TRUST                                         | CFCRE 2016-C7 A3                                                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9750000 | PA      | $9700064.40   | 0.42%             | 2054-12-11      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                         | HYUCAP 5.25 01/22/28 144A                                                                | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    610000 | PA      | $617276.63    | 0.03%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                         | AVGO 4.2 10/15/30                                                                        | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    850000 | PA      | $839681.00    | 0.04%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY       | PANAMA 5.662 02/23/38                                                                    | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    550000 | PA      | $554400.00    | 0.02%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                        | JEF 2.625 10/15/31                                                                       | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   4403000 | PA      | $3850813.17   | 0.17%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD                            | ADSEZ 3.1 02/02/31 144A                                                                  | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    825000 | PA      | $748231.44    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                            | EUR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $100766.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA SECURITISATION SARL                                             | SBSPAB 6.5 02/03/36 144A                                                                 | CUSIP: 66984FAB3<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1162497.60   | 0.05%             | 2036-02-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRSA INVERSIONES Y REPRESENTACIONES SA                               | IRSAAR 8 03/31/35 144A                                                                   | CUSIP: 450047AJ4<br>LEI: 549300QJINFBX83IZ837 | Long             | DBT              | CORP              | AR        |    830000 | PA      | $863781.00    | 0.04%             | 2035-03-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                   | ET V6.5 02/15/56                                                                         | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4423000 | PA      | $4437750.71   | 0.19%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                           | REPHUN 6.75 09/25/52 144A                                                                | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    496000 | PA      | $535183.01    | 0.02%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                 | PETMK 4.95 01/03/31 144A                                                                 | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    570000 | PA      | $583869.70    | 0.03%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                            | CWHL 2004-J4 3B1                                                                         | CUSIP: 12669FVB6<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |      6556 | PA      | $6344.24      | 0.00%             | 2034-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                   | ET V6.75 02/15/56                                                                        | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4776265.74   | 0.21%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN CB1272                                                                                | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2892121 | PA      | $2356361.74   | 0.10%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                       | BANK 2022-BNK40 B                                                                        | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4430000 | PA      | $3867457.34   | 0.17%             | 2064-03-17      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                           | UKRAIN 0 02/01/34 144A                                                                   | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    108336 | PA      | $51493.68     | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                             | PERHUL 5.25 05/21/30 144A                                                                | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |   1000000 | PA      | $1011119.20   | 0.04%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                      | CELELS 8.65 01/24/33 144A                                                                | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    400000 | PA      | $425200.00    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                          | PETBRA 6.25 01/10/36                                                                     | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1035000 | PA      | $1035103.50   | 0.05%             | 2036-01-10      | Fixed         | 6.25%                 | 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        |   1149409 | PA      | $991423.11    | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA4384                                                                                | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8663298 | PA      | $8154937.01   | 0.36%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN 580989                                                                                | CUSIP: 31387DNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1522 | PA      | $1540.33      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FR SD0593                                                                                | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10461508 | PA      | $9356713.17   | 0.41%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                           | ABBV 4.75 03/15/36                                                                       | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2719461.05   | 0.12%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B32 MORTGAGE TRUST                                    | BMARK 2022-B32 A5                                                                        | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4730000 | PA      | $4216549.99   | 0.18%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                 | KENINT 9.5 03/05/36 REGS                                                                 | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    400000 | PA      | $401503.44    | 0.02%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                        | C V6.625 PERP                                                                            | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1630683.51   | 0.07%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                | WFC V6.491 10/23/34                                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9559000 | PA      | $10361826.95  | 0.45%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | GN 782011                                                                                | CUSIP: 36241KGU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42166 | PA      | $42228.13     | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                             | SRILAN 3.6 06/15/35 144A                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    103586 | PA      | $79988.92     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                             | RTX 4.625 11/16/48                                                                       | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1252412.36   | 0.05%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                           | UKRAIN 0 02/01/35 144A                                                                   | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     91551 | PA      | $46779.07     | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                       | MS V4.493 01/16/32                                                                       | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3198626.93   | 0.14%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                            | BABA 2.7 02/09/41                                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $428881.17    | 0.02%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IRV TRUST 2025-200P                                                  | IRV 2025-200P A                                                                          | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6057316.80   | 0.26%             | 2047-03-14      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                           | HAS 4.65 03/12/31                                                                        | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1141515.30   | 0.05%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MERCK & COMPANY INC                                                  | MRK 4.15 03/15/31                                                                        | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4195000 | PA      | $4142029.32   | 0.18%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS                         | MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS GOVT PTF INSTL                              | CUSIP: 61747C707<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |   4850000 | NS      | $4850000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO             | ARGENT 3.5 07/09/41                                                                      | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    353393 | PA      | $244371.26    | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE                          | PARGUY 5.4 03/30/50 REGS                                                                 | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    250000 | PA      | $226575.00    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PHILADELPHIA (PA), CITY OF                                           | TX HOUFAC 5.5 09/01/2058                                                                 | CUSIP: 44237NMU3<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |    700000 | PA      | $745479.00    | 0.03%             | 2058-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                             | CHILE 2.55 01/27/32                                                                      | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    440000 | PA      | $393360.00    | 0.02%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                  | LLY 5.6 02/12/65                                                                         | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2896138.04   | 0.13%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                   | ATH V6.875 06/28/55                                                                      | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2267235.26   | 0.10%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                              | MAD 2025-11MD A                                                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8875000 | PA      | $8834180.33   | 0.39%             | 2042-10-17      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                                  | CAT 4.15 01/08/31                                                                        | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1783675.80   | 0.08%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                        | CCL 4 08/01/28 144A                                                                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1683000 | PA      | $1644240.85   | 0.07%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                | GILCN 4.7 10/07/30 144A                                                                  | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   6390000 | PA      | $6327027.83   | 0.28%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 AO9696                                                                                | CUSIP: 3617AAXZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    228307 | PA      | $217818.33    | 0.01%             | 2035-11-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FR SD8257                                                                                | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19202644 | PA      | $18553433.18  | 0.81%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FR SB0297                                                                                | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7049571 | PA      | $6770615.57   | 0.30%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                               | PNC V5.423 01/25/41                                                                      | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1677757.10   | 0.07%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS                                            | BLACKROCK LIQUIDITY FUNDS FEDFUND INSTL                                                  | CUSIP: 09248U700<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   4850000 | NS      | $4850000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN MA4653                                                                                | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2613416 | PA      | $2293121.85   | 0.10%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE LLC                                     | ADNOUH 4.6 11/02/47 144A                                                                 | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    495000 | PA      | $439871.26    | 0.02%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                            | ANGOL 9.125 11/26/49 REGS                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    303000 | PA      | $290043.84    | 0.01%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| UENO BANK SA                                                         | UENOPY 6.7 03/06/31 144A                                                                 | CUSIP: 903934AB3<br>LEI: 98450099V56Z7DB78D05 | Long             | DBT              | CORP              | PY        |    900000 | PA      | $884709.00    | 0.04%             | 2031-03-06      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                               | PLNIJ 5.25 05/15/47 144A                                                                 | CUSIP: 71568PAD1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    870000 | PA      | $761263.40    | 0.03%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES INC 2006-3                              | CMSI 2006-3 1A9                                                                          | CUSIP: 17310BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105526 | PA      | $95812.39     | 0.00%             | 2036-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)          | NGERIA 7.143 02/23/30 REGS                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    500000 | PA      | $517569.65    | 0.02%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                        | GS V4.369 10/21/31 .                                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3812113.90   | 0.17%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NATIONAL COMPANY JSC                                        | KZTGKZ 4.375 09/26/27 144A                                                               | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |   1445000 | PA      | $1444292.24   | 0.06%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                | FN CB1381                                                                                | CUSIP: 3140QLRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9838100 | PA      | $8421715.34   | 0.37%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)          | NGERIA 7.875 02/16/32 144A                                                               | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    703000 | PA      | $741881.88    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R01                         | CAS 2025-R01 1M2                                                                         | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    410000 | PA      | $410257.93    | 0.02%             | 2045-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                        | AIA 5.375 04/05/34 144A                                                                  | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    560000 | PA      | $572996.70    | 0.02%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | GNR 2005-23 IO                                                                           | CUSIP: 38373MPG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     55809 | PA      | $0.00         | 0.00%             | 2045-06-17      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2015-1                                        | SEMT 2015-1 B2                                                                           | CUSIP: 81745QCB6<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-O            | CORP              | US        |    394175 | PA      | $384018.78    | 0.02%             | 2045-01-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                         | UBS V7 PERP 144a                                                                         | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4185000 | PA      | $4281359.63   | 0.19%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                           | UKRAIN 0 02/01/36 144A                                                                   | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     76293 | PA      | $39016.14     | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCK & COMPANY INC                                                  | MRK 3.85 03/15/29                                                                        | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1562624.44   | 0.07%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                             | AFDB V5.75 PERP                                                                          | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | CI        |   1135000 | PA      | $1113388.13   | 0.05%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GARANTI BBVA                                                         | GARAN V8.375 02/28/34 144A                                                               | CUSIP: 900148AF4<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |    735000 | PA      | $756338.89    | 0.03%             | 2034-02-28      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2019-2 LTD                                                | CANYC 2019-2A AR2                                                                        | CUSIP: 13887WAS9<br>LEI: 254900X4427F031Y2Z93 | Long             | ABS-CBDO         | NUSS              | KY        |   2850000 | PA      | $2846320.65   | 0.12%             | 2034-10-16      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                  | GUATEM 6.55 02/06/37 144A                                                                | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    547000 | PA      | $585837.00    | 0.03%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | FN FS7837                                                                                | CUSIP: 3140XPV71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4363541 | PA      | $4200349.83   | 0.18%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                           | IVYCST 6.125 06/15/33 144A                                                               | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1111000 | PA      | $1087871.54   | 0.05%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                             | T 6.3 01/15/38                                                                           | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1975526.56   | 0.09%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE TRUST 2015-1                                      | ABMT 2015-1 B1                                                                           | CUSIP: 00841WBJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254515 | PA      | $250679.15    | 0.01%             | 2045-01-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FR QF0331                                                                                | CUSIP: 3133BMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12045264 | PA      | $11337280.92  | 0.49%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF1                                                          | CF 2019-CF1 A5                                                                           | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7865000 | PA      | $7669274.76   | 0.33%             | 2052-05-17      | Fixed         | 3.79%                 | 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        |       667 | NC      | $-3211351.54  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| QAZAQGAZ NATIONAL COMPANY JSC                                        | KZTGKZ 5.625 05/08/36 144A                                                               | CUSIP: 63549WAB1<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |   1045000 | PA      | $1026668.68   | 0.04%             | 2036-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO      | COLOM 7.5 02/02/34                                                                       | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    745000 | PA      | $781132.50    | 0.03%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SABLE INTERNATIONAL FINANCE LTD                                      | CWCLN 7.125 10/15/32 144A                                                                | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $798745.84    | 0.03%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                              | CHTR 7.3 07/01/38                                                                        | CUSIP: 88732JAN8<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |   5980000 | PA      | $6257583.83   | 0.27%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                           | MAR 5.1 05/01/38                                                                         | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1655344.67   | 0.07%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                           | ROMANI 7.125 01/17/33 REGS                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    402000 | PA      | $426807.30    | 0.02%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                          | AIMEGR 7.375 10/01/32 144A                                                               | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2120439.33   | 0.09%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 MORTGAGE TRUST                                    | BMARK 2020-B18 A5                                                                        | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2662499.70   | 0.12%             | 2053-07-17      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FWLS 2016-SC02 1A                                                                        | CUSIP: 3137G1BC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    142898 | PA      | $123265.87    | 0.01%             | 2046-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS, GOVERNMENT OF                                              | HONDUR 8.625 11/27/34 144A                                                               | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    450000 | PA      | $517644.00    | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                            | AUD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-441094.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                            | JPM V5.103 04/22/31                                                                      | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3182000 | PA      | $3242468.50   | 0.14%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 MA7988                                                                                | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23272144 | PA      | $20743514.15  | 0.90%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FR SD3719                                                                                | CUSIP: 3132E0DY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11165987 | PA      | $11337382.84  | 0.49%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                      | FR SD3685                                                                                | CUSIP: 3132E0CW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20062671 | PA      | $18345533.09  | 0.80%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                               | SEMT 2013-4 B2                                                                           | CUSIP: 81744YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199578 | PA      | $193342.87    | 0.01%             | 2043-04-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SECURITIES TRUST SERIES 2015-SC01             | FWLS 2015-SC01 1A                                                                        | CUSIP: 3137G1AA5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    401422 | PA      | $362534.16    | 0.02%             | 2045-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                       | MS V6.407 11/01/29                                                                       | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3955573.28   | 0.17%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                             | YKBNK V7.55 06/11/36 144A                                                                | CUSIP: 984848AW1<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |   1115000 | PA      | $1104757.28   | 0.05%             | 2036-06-11      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                             | G2 MB0305                                                                                | CUSIP: 3618N5KT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10222752 | PA      | $9547300.21   | 0.42%             | 2055-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                           | VZ 5 01/15/36                                                                            | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3336877.44   | 0.15%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-26

**Name of Applicant:** Delaware Group Adviser Funds

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

**Title:** Division Director - Head of US Fund Administration