# EDGAR Filing Document

**Accession Number:** 0001738072
**File Stem:** 0002071691-26-012508
**Filing Date:** 2026-5
**Character Count:** 1645291
**Document Hash:** aa7d6117e06ea57e7bb5dcf230957037
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012508.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002071691-26-012508

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Variable Series Funds II, Inc.
- **CENTRAL INDEX KEY:** 0001738072

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23346
- **FILM NUMBER:** 261029760

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### BlackRock Total Return V.I. Fund (Series ID: S000062377)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000202344 | Class I      |  |
| C000202345 | Class III    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Variable Series Funds II, Inc.

- **b. Investment Company Act file number:** 811-23346

- **c. CIK number of Registrant:** 0001738072

- **d. LEI of Registrant:** 549300CYYTFFNBNORE26

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Total Return V.I. Fund

- **b. EDGAR series identifier (if any):** S000062377

- **c. LEI of Series:** QEYJMZOKY3CA1LFEXI16

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1758562595.17

**Total Liabilities:** $779614903.35

**Net Assets:** $978947691.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 31482.70000000 | **1-Year:** 8590.35000000 | **5-Year:** 168553.12000000 | **10-Year:** 71427.52000000 | **30-Year:** 64916.84000000

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

- **3-Month:** 19574.83000000 | **1-Year:** 16826.22000000 | **5-Year:** 14983.06000000 | **10-Year:** 1169.67000000 | **30-Year:** 4127.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202345 | 0.33%                | 1.71%                | -2.30%               |
| Class ID C000202344 | 0.36%                | 1.71%                | -2.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2632438.28              | $-948219.92                                |
| Month 2  | $413029.65               | $9050125.84                                |
| Month 3  | $-1967798.84             | $-19328375.42                              |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $531.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3908800 | PA      | $2778607.14    | 0.28%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-1, Class A5                                                    | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56236 | PA      | $6335.51       | 0.00%             | 2029-09-01      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| Mexican Peso                                                                     | Mexican Peso                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |     4157853 | OU      | $231984.23     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Atos SE                                                                          | Atos SE                                                                                                           | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      100000 | PA      | $130310.02     | 0.01%             | 2029-12-18      | Variable      | 9.36%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      373000 | PA      | $217836.47     | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQ2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68351 | PA      | $70286.66      | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       27300 | PA      | $474.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BCP V Modular Services Finance II plc                                            | BCP V Modular Services Finance II plc                                                                             | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $98208.40      | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F050650<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -125474653 | PA      | $-123591759.03 | -12.62%           | 2056-05-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1982600 | PA      | $1991099.62    | 0.20%             | 2026-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                        | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      202000 | PA      | $206783.34     | 0.02%             | 2038-07-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2598376 | PA      | $2105112.49    | 0.22%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2022-78                                                          | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      646739 | PA      | $108192.07     | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3000 | PA      | $2794.56       | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1020.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GVCX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      831114 | PA      | $848375.50     | 0.09%             | 2055-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                       | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90049.90      | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19512 | PA      | $18812.44      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140W3DX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      341739 | PA      | $338642.11     | 0.03%             | 2054-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      159000 | PA      | $164705.94     | 0.02%             | 2033-03-08      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5091.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                       | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99726.42      | 0.01%             | 2034-02-21      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                                     | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-A, Class M2                                             | CUSIP: 456606ER9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        8374 | PA      | $8136.40       | 0.00%             | 2034-07-25      | Floating      | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      764729 | PA      | $621707.88     | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       56000 | PA      | $52252.14      | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26407 | PA      | $25018.06      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      676599 | PA      | $583001.94     | 0.06%             | 2052-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class E                                 | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      305000 | PA      | $304236.12     | 0.03%             | 2039-11-09      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100672.14     | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105347.81     | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28928 | PA      | $27565.20      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                            | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |      321000 | PA      | $334282.98     | 0.03%             | 2034-05-02      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/KRW One-touch barrier option; Barrier price USD 1,400.00000                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |        9000 | PA      | $0.01          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $201690.43     | 0.02%             | 2028-03-14      | Variable      | 5.55%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      515000 | PA      | $472283.49     | 0.05%             | 2056-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         924 | PA      | $897.07        | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      109000 | PA      | $108279.92     | 0.01%             | 2035-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1784 | PA      | $1860.69       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       26000 | PA      | $22186.86      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6864 | PA      | $6662.76       | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Prime Investments LLC                                                            | Prime Investments LLC                                                                                             | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      253390 | PA      | $262892.13     | 0.03%             | 2030-05-01      | Fixed         | 11.00%                | No            | 3                  | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18306.66      | 0.00%             | 2029-07-27      | Variable      | 5.28%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   391872099 | PA      | $7123.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69216 | PA      | $66288.39      | 0.01%             | 2036-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94256.49      | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1322.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37926.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A2                                                   | CUSIP: 36277LAB9<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-O            | CORP              | US        |      138967 | PA      | $137792.76     | 0.01%             | 2056-05-25      | Variable      | 5.27%                 | No            | 2                  | On Loan: No      |
| BLP Commercial Mortgage Trust                                                    | BLP Commercial Mortgage Trust, Series 2024-IND2, Class A                                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       85666 | PA      | $85685.68      | 0.01%             | 2041-03-15      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                              | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       82000 | PA      | $86988.29      | 0.01%             | 2030-10-06      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2017-2, Class M3                                                   | CUSIP: 92258VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       51860 | PA      | $48767.09      | 0.00%             | 2047-11-25      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      258073 | PA      | $212393.12     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14844 | PA      | $13527.49      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2015-3A, Class A1R                                                                  | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |       32183 | PA      | $32194.65      | 0.00%             | 2031-04-20      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25564 | PA      | $24646.70      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      111000 | PA      | $108534.76     | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                           | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101578.90     | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QUBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      696965 | PA      | $711848.18     | 0.07%             | 2054-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Wom New Holdco                                                                   | WOM New Holdco                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          86 | NS      | $1978.00       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -187000 | PA      | $-190142.76    | -0.02%            | 2056-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2025-3A, Class A                                                | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      652269 | PA      | $649367.26     | 0.07%             | 2049-10-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      360000 | PA      | $1462.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      452632 | PA      | $420132.70     | 0.04%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1831659 | PA      | $1636401.75    | 0.17%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CIP Commercial Mortgage Trust                                                    | CIP Commercial Mortgage Trust, Series 2025-SBAY, Class E                                                          | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124000 | PA      | $123535.00     | 0.01%             | 2037-10-15      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58885 | PA      | $55203.68      | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                               | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |      396000 | PA      | $408622.50     | 0.04%             | 2031-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14636917 | PA      | $2680.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-106.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       27000 | PA      | $29757.30      | 0.00%             | 2037-12-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WHFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37063 | PA      | $33765.90      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                      | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      169000 | PA      | $173130.78     | 0.02%             | 2040-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| KKR CLO 28 Ltd.                                                                  | KKR CLO 28 Ltd., Series 28A, Class AR2                                                                            | CUSIP: 48253WAW2<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249700.00     | 0.03%             | 2035-02-09      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       80000 | PA      | $85828.88      | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Silver Point CLO 1 Ltd.                                                          | Silver Point CLO 1 Ltd., Series 2022-1A, Class A1R                                                                | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $249973.95     | 0.03%             | 2038-01-20      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2309600 | PA      | $2267648.29    | 0.23%             | 2029-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-296.54       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1446.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State of California                                                              | State of California, Series 2018                                                                                  | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1215000 | PA      | $1229151.35    | 0.13%             | 2038-04-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      693000 | PA      | $693487.08     | 0.07%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      409000 | PA      | $381126.01     | 0.04%             | 2054-10-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4846.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                      | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12358.97      | 0.00%             | 2038-05-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                        | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $176950.04     | 0.02%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      208235 | PA      | $179870.78     | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QL4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110893 | PA      | $106731.67     | 0.01%             | 2036-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Norwegian Krone                                                                  | Norwegian Krone                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |     1847003 | OU      | $190748.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Port of Beaumont Navigation District                                             | Port of Beaumont Navigation District, Series 2024B                                                                | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      310000 | PA      | $310263.66     | 0.03%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1202000 | PA      | $1285990.64    | 0.13%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      589399 | PA      | $596274.68     | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -156000 | PA      | $-2974.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      141000 | PA      | $142577.93     | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        7000 | PA      | $7549.87       | 0.00%             | 2033-03-04      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5482, Class FB                                       | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      393942 | PA      | $398174.00     | 0.04%             | 2054-12-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                         | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       32000 | PA      | $24240.00      | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     4817025 | PA      | $164719.02     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                  | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27856.46      | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410G4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4736 | PA      | $4968.45       | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-781.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1066369 | PA      | $915956.69     | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1953831 | PA      | $1745378.94    | 0.18%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                   | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       81000 | PA      | $79272.39      | 0.01%             | 2065-02-12      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84703 | PA      | $73581.25      | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| USA Rare Earth, Inc.                                                             | USA Rare Earth, Inc.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        6093 | NS      | $92217.56      | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1728100 | PA      | $1284329.31    | 0.13%             | 2047-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13351.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      158000 | PA      | $158162.74     | 0.02%             | 2056-01-31      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                        | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      191000 | PA      | $215846.60     | 0.02%             | 2031-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                          | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |        1890 | PA      | $1659.42       | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      790785 | PA      | $706614.62     | 0.07%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1723000 | PA      | $28.05         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3131Y9E25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52993 | PA      | $51387.50      | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         134 | NS      | $33108.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                                           | J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1                                                 | CUSIP: 46628MAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       31003 | PA      | $30921.24      | 0.00%             | 2036-05-25      | Floating      | 4.20%                 | No            | 2                  | On Loan: No      |
| CENT                                                                             | CENT, Series 2025-CITY, Class A                                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $564015.98     | 0.06%             | 2040-07-10      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5508, Class FG                                       | CUSIP: 3137HJGH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      599604 | PA      | $604194.98     | 0.06%             | 2055-02-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     -543000 | PA      | $-12578.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                 | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       47000 | PA      | $47076.69      | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99018.92      | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      127000 | PA      | $116828.41     | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      245000 | PA      | $186832.87     | 0.02%             | 2041-04-22      | Variable      | 3.11%                 | No            | 2                  | On Loan: No      |
| ECL Entertainment LLC                                                            | ECL Entertainment LLC, 1st Lien Term Loan B                                                                       | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      207594 | PA      | $206037.13     | 0.02%             | 2030-08-30      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Continuum Energy Pte. Ltd.                                                       | Continuum Energy Pte. Ltd.                                                                                        | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |      469696 | PA      | $467958.12     | 0.05%             | 2027-09-11      | Fixed         | 12.85%                | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1077743 | PA      | $1067978.19    | 0.11%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140N8U97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86235 | PA      | $85936.07      | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cousins Properties LP                                                            | Cousins Properties LP                                                                                             | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |       47000 | PA      | $45250.16      | 0.00%             | 2033-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KE3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7723 | PA      | $7509.49       | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                            | CWABS Asset-Backed Certificates Trust, Series 2005-16, Class 1AF                                                  | CUSIP: 126670NV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       57619 | PA      | $51597.29      | 0.01%             | 2036-04-25      | Variable      | 4.53%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132ADQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119667 | PA      | $110623.82     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-294.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      575000 | PA      | $573150.50     | 0.06%             | 2056-02-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| DBC Mortgage Trust                                                               | DBC Mortgage Trust, Series 2025-DBC, Class A                                                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1286000 | PA      | $1285197.66    | 0.13%             | 2042-11-15      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      121000 | PA      | $115752.57     | 0.01%             | 2037-05-04      | Variable      | 4.59%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                      | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      101000 | PA      | $80279.76      | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3761344 | PA      | $2750.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ORL Trust                                                                        | ORL Trust, Series 2024-GLKS, Class A                                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      630000 | PA      | $630000.00     | 0.06%             | 2039-12-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6608 | PA      | $6474.76       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2024-NPL1, Class A1                                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      201160 | PA      | $201408.12     | 0.02%             | 2054-09-25      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1538000 | PA      | $1357285.00    | 0.14%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                         | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $65757.17      | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                 | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18890.93      | 0.00%             | 2030-09-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99262.97      | 0.01%             | 2031-03-13      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                               | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       11000 | PA      | $8515.91       | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      204000 | PA      | $200379.93     | 0.02%             | 2059-02-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                 | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76240.63      | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Tabcorp Finance Pty. Ltd.                                                        | Tabcorp Finance Pty. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 213800DP7KVM374ANX97       | Long             | DBT              | CORP              | AU        |      250000 | PA      | $167832.06     | 0.02%             | 2031-05-28      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      541967 | PA      | $466645.41     | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     2110000 | PA      | $40286.11      | 0.00%             | 2033-10-05      | Fixed         | 26.20%                | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XNA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      103815 | PA      | $89469.95      | 0.01%             | 2052-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1587.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Post CLO Ltd.                                                                    | Post CLO Ltd., Series 2023-1A, Class BR                                                                           | CUSIP: 73743CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250155.25     | 0.03%             | 2038-10-20      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 34 Ltd.                                                    | Anchorage Capital CLO 34 Ltd., Series 2025-34A, Class A1                                                          | CUSIP: 03332UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249920.20     | 0.03%             | 2039-01-15      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7LM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62560 | PA      | $57312.75      | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1                                        | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      304486 | PA      | $307143.99     | 0.03%             | 2069-11-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      355722 | PA      | $344749.84     | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Dryden 85 CLO Ltd.                                                               | Dryden 85 CLO Ltd., Series 2020-85A, Class A1LN                                                                   | CUSIP: 26246BBG8<br>LEI: 549300XS2BVK8BZTXN05 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250737.50     | 0.03%             | 2037-07-15      | Floating      | 5.05%                 | No            | 3                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2025-4A, Class B                                                                        | CUSIP: 12575MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250434.48     | 0.03%             | 2038-10-24      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2026-INV1, Class A1                                                  | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      892943 | PA      | $885713.93     | 0.09%             | 2070-12-25      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       74837 | PA      | $75527.69      | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $838.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Trident Energy Finance plc                                                       | Trident Energy Finance plc                                                                                        | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |      328000 | PA      | $348611.52     | 0.04%             | 2029-11-30      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                            | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       81000 | PA      | $83089.46      | 0.01%             | 2030-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BAY Mortgage Trust                                                               | BAY Mortgage Trust, Series 2025-LIVN, Class A                                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      293000 | PA      | $291443.99     | 0.03%             | 2035-05-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       53000 | PA      | $48864.15      | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                    | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      147000 | PA      | $145241.34     | 0.01%             | 2033-06-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      121000 | PA      | $118391.22     | 0.01%             | 2031-02-04      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1037366.25    | 0.11%             | 2055-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36180DSX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18564 | PA      | $17443.18      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2010H                                                                  | CUSIP: 6499022F9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |       60000 | PA      | $59745.65      | 0.01%             | 2040-03-15      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Cirkul Sr Sec                                                                    | Cirkul Sr Sec, 1st Lien Term Loan                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      198676 | PA      | $160927.81     | 0.02%             | 2028-04-23      | Variable      | 16.30%                | No            | 3                  | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                          | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       78000 | PA      | $53357.25      | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2546.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                    | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97107.46      | 0.01%             | 2030-02-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15742 | PA      | $15152.74      | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      229200 | PA      | $222526.55     | 0.02%             | 2035-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                              | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      336000 | PA      | $335879.74     | 0.03%             | 2027-08-03      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                        | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      123000 | PA      | $123473.32     | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        1221 | NS      | $75506.64      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SG Mortgage Securities Trust                                                     | SG Mortgage Securities Trust, Series 2006-OPT2, Class A3D                                                         | CUSIP: 78420MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $80833.05      | 0.01%             | 2036-10-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4241000 | PA      | $2991395.97    | 0.31%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      270000 | PA      | $253099.91     | 0.03%             | 2029-09-04      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      134641 | PA      | $120312.84     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NYMT Loan Trust                                                                  | NYMT Loan Trust, Series 2026-INV1, Class A1                                                                       | CUSIP: 62957GAF4<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |      796241 | PA      | $791464.12     | 0.08%             | 2061-02-25      | Variable      | 4.77%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                     | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81712.41      | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                              | Solaris Energy Infrastructure, Inc.                                                                               | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      138000 | PA      | $327474.00     | 0.03%             | 2030-05-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18217 | PA      | $17536.73      | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -1627000 | PA      | $-8588.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                 | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $198796.12     | 0.02%             | 2030-05-08      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1350 | PA      | $1360.26       | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      532000 | PA      | $452675.62     | 0.05%             | 2052-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO II Ltd.                                                             | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                                                  | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $450279.68     | 0.05%             | 2037-10-24      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      220000 | PA      | $194973.83     | 0.02%             | 2031-10-24      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-5, Class A7                                                    | CUSIP: 20846QER5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      133743 | PA      | $23347.40      | 0.00%             | 2031-05-01      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      203000 | PA      | $208744.70     | 0.02%             | 2054-11-30      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                       | CUSIP: N/A<br>LEI: 254900LHVH9D3APT8R82       | Long             | DBT              | CORP              | US        |      200000 | PA      | $171244.00     | 0.02%             | 2029-04-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      119000 | PA      | $113978.64     | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                    | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31032.91      | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Titulos de Tesoreria                                                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    32400000 | PA      | $7934.30       | 0.00%             | 2058-03-13      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99283.19      | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                      | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       21000 | PA      | $20802.76      | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2025-NQM5, Class A1LC                                                          | CUSIP: 46664DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      249870 | PA      | $248143.02     | 0.03%             | 2066-05-25      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                    | Nidda Healthcare Holding GmbH                                                                                     | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114664.99     | 0.01%             | 2032-10-15      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      194000 | PA      | $205475.08     | 0.02%             | 2033-10-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       46000 | PA      | $45142.02      | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Great Lakes CLO IX Ltd.                                                          | Great Lakes CLO IX Ltd., Series 2025-9A, Class A1                                                                 | CUSIP: 390922AC6<br>LEI: 254900GD0BIHJ4BVAE98 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250531.63     | 0.03%             | 2039-01-15      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140BL2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144757 | PA      | $148254.58     | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SJM International Ltd.                                                           | SJM International Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900D15HMHW0MJ6N62       | Long             | DBT              | CORP              | VG        |      400000 | PA      | $382308.00     | 0.04%             | 2031-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      969000 | PA      | $5564.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      175000 | PA      | $1080.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WPP Finance 2013                                                                 | WPP Finance 2013                                                                                                  | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $330817.45     | 0.03%             | 2031-06-09      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                              | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $197102.03     | 0.02%             | 2032-01-14      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      862872 | PA      | $774307.68     | 0.08%             | 2051-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WEF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11230 | PA      | $10913.84      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-15, Class 2A2                                                        | CUSIP: 17025TBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      171518 | PA      | $56711.81      | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                               | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       30000 | PA      | $26310.00      | 0.00%             | 2035-07-31      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class AS                                                                   | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $72137.92      | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      105000 | PA      | $109188.93     | 0.01%             | 2035-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335B2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      116783 | PA      | $115051.01     | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                            | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100900.17     | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HHWE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63789 | PA      | $61170.80      | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2185.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      165000 | PA      | $159753.24     | 0.02%             | 2055-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ROCK Trust                                                                       | ROCK Trust, Series 2024-CNTR, Class A                                                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113000 | PA      | $114874.42     | 0.01%             | 2041-11-13      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series B                                                                                       | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      306000 | PA      | $301855.55     | 0.03%             | 2056-08-15      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-129, Class AB                                               | CUSIP: 38381MYE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      141742 | PA      | $140921.54     | 0.01%             | 2054-09-16      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      207248 | PA      | $199485.13     | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      106000 | PA      | $93574.01      | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      218000 | PA      | $216116.61     | 0.02%             | 2031-04-04      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $522.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ares LXX CLO Ltd.                                                                | Ares LXX CLO Ltd., Series 2023-70A, Class A1R                                                                     | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $249756.58     | 0.03%             | 2039-01-25      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2025-4A, Class C                                                                        | CUSIP: 12575MAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250023.38     | 0.03%             | 2038-10-24      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust, Series 2025-HE1, Class A                                                                             | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1371196 | PA      | $1379792.10    | 0.14%             | 2055-01-25      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQDV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70561 | PA      | $72758.92      | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       16000 | PA      | $15660.00      | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                         | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67985.04      | 0.01%             | 2051-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      159000 | PA      | $163411.06     | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      132777 | PA      | $109484.94     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $919.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                         | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98876.07      | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209944 | PA      | $213098.34     | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2025-2X, Class B                                                                         | CUSIP: N/A<br>LEI: 635400CRV6HKMHJF8S64       | Long             | ABS-MBS          | CORP              | IE        |       90283 | PA      | $119769.49     | 0.01%             | 2035-08-17      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust                          | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class XB                               | CUSIP: 06427DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $3449.40       | 0.00%             | 2050-02-15      | Variable      | 0.59%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      184000 | PA      | $171840.64     | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      221000 | PA      | $175430.97     | 0.02%             | 2046-08-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2025-4A, Class A1                                                                       | CUSIP: 12575MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250019.55     | 0.03%             | 2038-10-24      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A1                        | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19396 | PA      | $17063.19      | 0.00%             | 2036-05-25      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -234000 | PA      | $-4434.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                    | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101521.28     | 0.01%             | 2039-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162440 | PA      | $133932.50     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Rand                                                                             | Rand                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |     2606659 | OU      | $154046.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series 10-C                                                                                    | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      424000 | PA      | $397457.85     | 0.04%             | 2040-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161154 | PA      | $138392.65     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $920.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      195000 | PA      | $210726.39     | 0.02%             | 2036-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                               | IRB Infrastructure Developers Ltd.                                                                                | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |      500000 | PA      | $500000.00     | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications LLC                                                  | Consolidated Communications LLC, Series 2025-4A, Class B                                                          | CUSIP: 315961AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      970000 | PA      | $973721.50     | 0.10%             | 2055-12-20      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-3A, Class A2                                                          | CUSIP: 07324NAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3653 | PA      | $3538.05       | 0.00%             | 2036-10-25      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      116000 | PA      | $111236.37     | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series A                                                                                       | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      160000 | PA      | $158022.15     | 0.02%             | 2056-08-15      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     4772000 | PA      | $4746873.03    | 0.48%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       34000 | PA      | $31526.33      | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25605.89      | 0.00%             | 2032-01-21      | Variable      | 4.52%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      105000 | PA      | $99565.57      | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1238418 | PA      | $1145386.74    | 0.12%             | 2052-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133C6TQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23356 | PA      | $23123.25      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202E7F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2369 | PA      | $2287.22       | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11722 | PA      | $11314.04      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PENN Commercial Mortgage Trust                                                   | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118000 | PA      | $119896.77     | 0.01%             | 2042-08-10      | Variable      | 5.34%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       23000 | PA      | $23142.14      | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 30-day Federal Funds                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-1147.39      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2025-2, Class E                                                                         | CUSIP: N/A<br>LEI: 213800W2FS9Z1VKVEA38       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $131968.84     | 0.01%             | 2067-07-20      | Floating      | 6.80%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      514933 | PA      | $493369.31     | 0.05%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQWT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48308 | PA      | $50106.60      | 0.01%             | 2052-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                  | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      343000 | PA      | $373972.07     | 0.04%             | 2038-03-01      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class B                                                          | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      187000 | PA      | $186908.76     | 0.02%             | 2032-11-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-9, Class A1                                                          | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       55643 | PA      | $24417.71      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-356.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      129000 | PA      | $131204.08     | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       78000 | PA      | $76405.39      | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       60000 | PA      | $48262.50      | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-4, Class A6                                                    | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      151157 | PA      | $17840.61      | 0.00%             | 2032-05-01      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                      | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       77000 | PA      | $57531.56      | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3013.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $129.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority, Series 2022A               | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |      620000 | PA      | $617051.09     | 0.06%             | 2033-02-01      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1143000 | PA      | $950821.36     | 0.10%             | 2065-08-03      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Brenntag Finance BV                                                              | Brenntag Finance BV                                                                                               | CUSIP: N/A<br>LEI: 724500LOJA6NM43PH951       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111660.66     | 0.01%             | 2031-10-02      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                              | Solaris Energy Infrastructure, Inc.                                                                               | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      300000 | PA      | $374625.00     | 0.04%             | 2031-10-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XKEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1247292 | PA      | $1084776.08    | 0.11%             | 2042-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YTMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2321 | PA      | $2247.26       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NP4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22402 | PA      | $22204.64      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3382 | PA      | $3321.19       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132L5AD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26599 | PA      | $24385.12      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1694530 | PA      | $1459030.07    | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      786000 | PA      | $201470.99     | 0.02%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NBP96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      899908 | PA      | $891800.49     | 0.09%             | 2053-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| New Immo Holding SA                                                              | New Immo Holding SA                                                                                               | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115798.73     | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216813 | PA      | $217016.05     | 0.02%             | 2041-08-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3240000 | PA      | $5724.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2133000 | PA      | $1848211.18    | 0.19%             | 2043-11-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-2A, Class A1                                                          | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11265 | PA      | $10570.71      | 0.00%             | 2037-07-25      | Floating      | 4.20%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      626176 | PA      | $515343.24     | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $203.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PLYM Commercial Mortgage Trust                                                   | PLYM Commercial Mortgage Trust, Series 2026-IND, Class D                                                          | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125000 | PA      | $123755.41     | 0.01%             | 2043-03-15      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      604041 | PA      | $541754.61     | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                           | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $106559.04     | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                 | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      394000 | PA      | $327610.00     | 0.03%             | 2050-03-19      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2025-2, Class D                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $115180.11     | 0.01%             | 2038-12-15      | Floating      | 3.44%                 | No            | 2                  | On Loan: No      |
| DH Europe Finance II SARL                                                        | DH Europe Finance II SARL                                                                                         | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       50000 | PA      | $40141.44      | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Vista Point Securitization Trust                                                 | Vista Point Securitization Trust, Series 2025-CES3, Class A1                                                      | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      353189 | PA      | $351958.39     | 0.04%             | 2055-11-25      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       80677 | PA      | $68247.36      | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BAHA Trust                                                                       | BAHA Trust, Series 2024-MAR, Class A                                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1440000 | PA      | $1469366.35    | 0.15%             | 2041-12-10      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -272000 | PA      | $-3407.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                           | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44069.26      | 0.00%             | 2035-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      610042 | PA      | $499900.84     | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                  | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $155406.80     | 0.02%             | 2029-01-18      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                        | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |      341000 | PA      | $326933.75     | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Sierra Pacific Power Co.                                                         | Sierra Pacific Power Co.                                                                                          | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      122000 | PA      | $118659.85     | 0.01%             | 2055-12-15      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98514.27      | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding LXXIII Ltd.                                                 | Madison Park Funding LXXIII Ltd., Series 2025-73A, Class B                                                        | CUSIP: 55823HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250495.30     | 0.03%             | 2038-10-17      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Cirkul, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         520 | NS      | $0.01          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WEAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54369 | PA      | $53350.87      | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Argento LLC                                                                      | Argento LLC, 1st Lien Term Loan A                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      197000 | PA      | $189120.00     | 0.02%             | 2033-02-24      | Variable      | 7.49%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F020646<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -179000 | PA      | $-144136.95    | -0.01%            | 2056-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt Treasury Bills                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     1025000 | PA      | $16251.32      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      543000 | PA      | $7796.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417TM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19781 | PA      | $20329.14      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4                                          | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      217576 | PA      | $208896.13     | 0.02%             | 2037-04-25      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      100000 | PA      | $109972.02     | 0.01%             | 2040-06-21      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                                                         | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68901.82      | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F032641<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -12663000 | PA      | $-11607463.35  | -1.19%            | 2056-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15266 | PA      | $15309.98      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DPEZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95952 | PA      | $91882.14      | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33722 | PA      | $31785.86      | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                  | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      643000 | PA      | $643165.59     | 0.07%             | 2028-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      163000 | PA      | $159259.85     | 0.02%             | 2045-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2249834 | PA      | $-1607.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7347 | PA      | $7114.43       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M2                                                   | CUSIP: 92261BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99181 | PA      | $99281.78      | 0.01%             | 2054-12-25      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76799 | PA      | $68588.36      | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2025-46A, Class A                                                                            | CUSIP: 671023AA7<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249690.83     | 0.03%             | 2038-10-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      153000 | PA      | $9.45          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Consolidated Communications LLC                                                  | Consolidated Communications LLC, Series 2026-1A, Class B                                                          | CUSIP: 315961AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      117000 | PA      | $115398.42     | 0.01%             | 2056-03-20      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   398693308 | PA      | $-28855.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13456 | PA      | $13277.51      | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                               | Anheuser-Busch InBev Finance, Inc.                                                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |      119000 | PA      | $115902.77     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                 | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      352000 | PA      | $383445.88     | 0.04%             | 2038-07-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25979.56      | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11941568 | PA      | $-2700.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92470 | PA      | $74904.67      | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6347 | PA      | $6126.27       | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      414564 | PA      | $355264.26     | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32069 | PA      | $30905.62      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44671 | PA      | $42333.70      | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-18, Class FH                               | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161619 | PA      | $162982.83     | 0.02%             | 2054-08-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      177102 | PA      | $169381.24     | 0.02%             | 2047-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                            | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       82000 | PA      | $80463.01      | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      923000 | PA      | $764591.31     | 0.08%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      126000 | PA      | $122889.38     | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                 | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       53000 | PA      | $42507.58      | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5574, Class FB                                       | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      270615 | PA      | $272717.76     | 0.03%             | 2055-09-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2717700 | PA      | $2751989.74    | 0.28%             | 2031-06-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      112625 | PA      | $103919.78     | 0.01%             | 2052-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98940.68      | 0.01%             | 2027-05-09      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32146.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2019-1A, Class A1R2                                                                | CUSIP: 69700GAU6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $699400.38     | 0.07%             | 2038-08-14      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104526.35     | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Discovery Global Holdings, Inc.                                                  | Discovery Global Holdings, Inc.                                                                                   | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     5464000 | PA      | $5397011.36    | 0.55%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97163 | PA      | $93172.09      | 0.01%             | 2050-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      118000 | PA      | $123137.88     | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1040.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3650.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      328544 | PA      | $265743.90     | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      -74000 | PA      | $-1073.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      414000 | PA      | $250552.44     | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2289884 | PA      | $2266304.68    | 0.23%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class XF                                     | CUSIP: 61764PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $1455.57       | 0.00%             | 2047-12-15      | Variable      | 1.06%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                           | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    12270000 | PA      | $200303.68     | 0.02%             | 2030-07-27      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1069000 | PA      | $799464.79     | 0.08%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2017-3, Class B                      | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109852 | PA      | $17610.27      | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                              | Solaris Energy Infrastructure, Inc., Class A                                                                      | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |         546 | NS      | $30854.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     1130000 | PA      | $168734.70     | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3663000 | PA      | $3150752.34    | 0.32%             | 2056-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -16157000 | PA      | $-63279.42     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39635.45      | 0.00%             | 2036-03-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      352211 | PA      | $330281.56     | 0.03%             | 2046-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding LLC                                                            | Taco Bell Funding LLC, Series 2025-1A, Class A2I                                                                  | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      439000 | PA      | $432255.38     | 0.04%             | 2055-08-25      | Fixed         | 4.82%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                            | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      165000 | PA      | $164262.78     | 0.02%             | 2055-04-01      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6584 | PA      | $6650.50       | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10358 | PA      | $10134.87      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      105000 | PA      | $94341.57      | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-VOLT, Class A                                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      266000 | PA      | $265168.75     | 0.03%             | 2044-12-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71131 | PA      | $73016.40      | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      107752 | PA      | $-1036.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      192000 | PA      | $191054.81     | 0.02%             | 2027-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         981 | PA      | $926.71        | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      687000 | PA      | $183375.81     | 0.02%             | 2029-07-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427MKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      233919 | PA      | $239272.87     | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2025-BCAT, Class A                                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102536 | PA      | $102536.44     | 0.01%             | 2042-08-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      172000 | PA      | $171390.38     | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8400 | PA      | $8261.46       | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                  | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      222000 | PA      | $221685.58     | 0.02%             | 2031-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                          | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      200000 | PA      | $197632.00     | 0.02%             | 2028-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust, Series 2025-NQM2, Class A1                                                                    | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144223 | PA      | $145038.74     | 0.01%             | 2070-06-25      | Variable      | 5.79%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4155900 | PA      | $3692744.44    | 0.38%             | 2043-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      194000 | PA      | $201490.12     | 0.02%             | 2030-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      616129 | PA      | $532046.45     | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Escrow Bonds                                                   | Washington Mutual Escrow Bonds                                                                                    | CUSIP: 939MMIBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $0.03          | 0.00%             | 2009-11-06      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   920790000 | PA      | $1297.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SCG Mortgage Trust                                                               | SCG Mortgage Trust, Series 2024-MSP, Class A                                                                      | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99999.93      | 0.01%             | 2041-04-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43790 | PA      | $42433.84      | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      402000 | PA      | $64.18         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -38716000 | PA      | $-147289.89    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Regatta 35 Funding Ltd.                                                          | Regatta 35 Funding Ltd., Series 2025-5A, Class A1                                                                 | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500058.00     | 0.05%             | 2038-10-15      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| WOM Chile Holdco SpA                                                             | WOM Chile Holdco SpA                                                                                              | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       46435 | PA      | $42118.40      | 0.00%             | 2032-04-01      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      360000 | PA      | $8162.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      423468 | PA      | $-1841.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                               | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      134000 | PA      | $138913.18     | 0.01%             | 2029-07-27      | Variable      | 6.34%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     5588000 | PA      | $100556.34     | 0.01%             | 2027-10-01      | Fixed         | 24.46%                | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      203063 | PA      | $202643.88     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                    | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99254.22      | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2510.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5880.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5015000 | PA      | $5100411.72    | 0.52%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                 | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42630.76      | 0.00%             | 2041-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      315704 | PA      | $2386.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DQB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      171939 | PA      | $177502.11     | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427PZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1886123 | PA      | $1868452.12    | 0.19%             | 2053-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 3620A6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3471 | PA      | $3543.14       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                            | Countrywide Asset-Backed Certificates, Series 2006-SPS1, Class A                                                  | CUSIP: 12666MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |          28 | PA      | $182.70        | 0.00%             | 2025-12-25      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -141500 | PA      | $-1118.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARC                                                                             | BARC, Series 2026-CES1, Class A1A                                                                                 | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      490000 | PA      | $485214.66     | 0.05%             | 2056-01-25      | Variable      | 4.84%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      332806 | PA      | $307728.52     | 0.03%             | 2036-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104095.20     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KRPY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      220994 | PA      | $223257.11     | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                   | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86606.41      | 0.01%             | 2046-10-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| GGP                                                                              | GGP, Series 2026-TY, Class A                                                                                      | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94000 | PA      | $92858.66      | 0.01%             | 2043-03-05      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                       | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      185000 | PA      | $185956.58     | 0.02%             | 2030-05-12      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2934512 | PA      | $2388756.47    | 0.24%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9233 | PA      | $8705.48       | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                 | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                                                      | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      333000 | PA      | $328748.59     | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2010S-1                                                                           | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      299365 | PA      | $336956.52     | 0.03%             | 2050-04-01      | Fixed         | 7.04%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95635 | PA      | $91588.40      | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EQT Trust                                                                        | EQT Trust, Series 2024-EXTR, Class A                                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      839113 | PA      | $848602.47     | 0.09%             | 2041-07-05      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      146118 | PA      | $135324.92     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1467 | PA      | $1426.09       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FTA Consumo Santander                                                            | FTA Consumo Santander, Series 7, Class C                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       63944 | PA      | $73966.68      | 0.01%             | 2038-07-20      | Floating      | 3.68%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2643.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Stellantis NV                                                                    | Stellantis NV                                                                                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $126490.10     | 0.01%             | 2032-06-16      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| NYMT Loan Trust                                                                  | NYMT Loan Trust, Series 2024-INV1, Class A1                                                                       | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |       79066 | PA      | $79241.49      | 0.01%             | 2069-06-25      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2851.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44754.79      | 0.00%             | 2036-01-30      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-128, Class AD                                               | CUSIP: 38381MZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      224244 | PA      | $225121.55     | 0.02%             | 2056-10-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2700.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47349 | PA      | $44415.12      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO 44 Ltd.                                              | Benefit Street Partners CLO 44 Ltd., Series 2025-44A, Class A1                                                    | CUSIP: 08187NAA5<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249821.50     | 0.03%             | 2039-01-15      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18647 | PA      | $18283.91      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                  | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      402000 | PA      | $359142.45     | 0.04%             | 2042-05-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Sage AR Funding                                                                  | Sage AR Funding, Series 2026-1X, Class C                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      270000 | PA      | $355063.02     | 0.04%             | 2038-05-18      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      144000 | PA      | $146860.29     | 0.02%             | 2027-11-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal, Series J                                                                                        | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       33000 | PA      | $32491.37      | 0.00%             | 2032-01-14      | Variable      | 4.44%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       74000 | PA      | $699.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FNA 8 LLC                                                                        | FNA 8 LLC, Series 2025-1, Class A                                                                                 | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      298985 | PA      | $297740.02     | 0.03%             | 2045-03-15      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138X6T70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      157220 | PA      | $154886.70     | 0.02%             | 2043-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      422898 | PA      | $408437.25     | 0.04%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ONNI Commerical Mortgage Trust                                                   | ONNI Commerical Mortgage Trust, Series 2024-APT, Class A                                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101206.37     | 0.01%             | 2039-07-15      | Variable      | 5.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45697 | PA      | $46183.34      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M2                                                    | CUSIP: 32027NZN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       98575 | PA      | $90268.76      | 0.01%             | 2036-01-25      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171075 | PA      | $171696.68     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2025-H1, Class A1                                                                    | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      756514 | PA      | $760683.35     | 0.08%             | 2070-02-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                        | Santander Mortgage Asset Receivable Trust, Series 2025-NQM6, Class A1                                             | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |      172516 | PA      | $172025.48     | 0.02%             | 2065-11-25      | Variable      | 5.14%                 | No            | 2                  | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94981.37      | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BCH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43265 | PA      | $42683.12      | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      328000 | PA      | $325148.42     | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1794.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2025-DSC2, Class A1                                                   | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |      286037 | PA      | $285202.80     | 0.03%             | 2066-01-25      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      373722 | PA      | $370041.46     | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2026-INV1, Class B1                                                  | CUSIP: 24381GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $98559.90      | 0.01%             | 2070-12-25      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -1274000 | PA      | $-11843.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      931786 | PA      | $802166.69     | 0.08%             | 2052-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87053.74      | 0.01%             | 2044-12-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2912 | PA      | $2857.76       | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99958.76      | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                   | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       84000 | PA      | $84071.63      | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95906.02      | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            | 2                  | On Loan: No      |
| DP World Ltd.                                                                    | DP World Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |      270000 | PA      | $286839.90     | 0.03%             | 2037-07-02      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35879.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      230000 | PA      | $239364.29     | 0.02%             | 2033-01-13      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                    | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      136000 | PA      | $118597.90     | 0.01%             | 2031-06-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                      | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119664.04     | 0.01%             | 2028-03-10      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                      | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75697.46      | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      131000 | PA      | $133856.28     | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      176503 | PA      | $165826.98     | 0.02%             | 2038-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18995.24      | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8199 | PA      | $7813.60       | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-221.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      984800 | PA      | $989554.73     | 0.10%             | 2027-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      660500 | PA      | $617722.31     | 0.06%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      -33000 | PA      | $-31845.19     | -0.00%            | 2056-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                 | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26035.67      | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101400.30     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.                                          | Pepsico Singapore Financing I Pte. Ltd.                                                                           | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |      137000 | PA      | $136270.32     | 0.01%             | 2034-02-16      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -4260000 | PA      | $-164169.24    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XBG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443549 | PA      | $401609.65     | 0.04%             | 2036-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29068 | PA      | $28562.24      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14323 | PA      | $13460.61      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class A                                                | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      458520 | PA      | $459954.86     | 0.05%             | 2049-02-20      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                  | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      128000 | PA      | $115647.41     | 0.01%             | 2052-09-09      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F030447<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198000 | PA      | $189083.34     | 0.02%             | 2041-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CWABS, Inc. Asset-Backed Certificates Trust                                      | CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5, Class A                                               | CUSIP: 1266716J0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       48529 | PA      | $47763.17      | 0.00%             | 2034-10-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp., 1st Lien Term Loan                                                                                   | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       34921 | PA      | $22000.07      | 0.00%             | 2029-11-19      | Variable      | 7.72%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1304100 | PA      | $2101.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class E                                                                                | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |      246000 | PA      | $325132.49     | 0.03%             | 2031-08-20      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XCUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119672 | PA      | $110101.14     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $70738.83      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2025-JDI, Class A                                                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      787834 | PA      | $788078.88     | 0.08%             | 2042-11-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-OMG, Class A                                                                                | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      318000 | PA      | $317205.00     | 0.03%             | 2042-10-15      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                         | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      139000 | PA      | $126960.22     | 0.01%             | 2042-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -193000 | PA      | $-4316.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      299918 | PA      | $285190.12     | 0.03%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $258759.38     | 0.03%             | 2030-11-17      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118874 | PA      | $110524.23     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2025-NQM1, Class A1                                                                            | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      158699 | PA      | $159539.68     | 0.02%             | 2069-11-25      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| Edenbrook Mortgage Funding plc                                                   | Edenbrook Mortgage Funding plc, Series 2024-1, Class C                                                            | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |       99231 | PA      | $132794.67     | 0.01%             | 2057-03-22      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-GM, Class E                                                                                | CUSIP: 056083AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50000 | PA      | $48131.93      | 0.00%             | 2039-06-13      | Variable      | 3.42%                 | No            | 2                  | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2025-1X, Class D                                                                         | CUSIP: N/A<br>LEI: 635400LLQ82YFJBFFU27       | Long             | ABS-MBS          | CORP              | IE        |      173008 | PA      | $228272.87     | 0.02%             | 2035-05-17      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4896 | PA      | $4793.40       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2668000 | PA      | $2517321.07    | 0.26%             | 2056-04-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Garuda Indonesia Persero Tbk. PT                                                 | Garuda Indonesia Persero Tbk. PT                                                                                  | CUSIP: N/A<br>LEI: 254900CUWPNFYKQUW656       | Long             | DBT              | NUSS              | ID        |      230908 | PA      | $192928.18     | 0.02%             | 2031-12-28      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $98596.66      | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1600000 | PA      | $1204062.50    | 0.12%             | 2048-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                  | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $10027.54      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -360000 | PA      | $-1462.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                        | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       32000 | PA      | $32260.16      | 0.00%             | 2035-12-10      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63266 | PA      | $59738.15      | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      309000 | PA      | $304012.84     | 0.03%             | 2030-03-20      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55686 | PA      | $55184.18      | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      141000 | PA      | $92961.30      | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5-Year Note                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         219 | NC      | $-68233.43     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      714789 | PA      | $740271.05     | 0.08%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AIMCO CLO 18 Ltd.                                                                | AIMCO CLO 18 Ltd., Series 2022-18A, Class A1LR                                                                    | CUSIP: 00889EBA2<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250126.08     | 0.03%             | 2037-07-20      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   200412160 | PA      | $3938.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-FLX5, Class 2A2                                                     | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61804 | PA      | $57669.32      | 0.01%             | 2037-08-25      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                  | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34878.91      | 0.00%             | 2046-03-13      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                         | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      242000 | PA      | $247556.47     | 0.03%             | 2031-03-21      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-9, Class FG                                | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177887 | PA      | $179127.31     | 0.02%             | 2055-03-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -1071000 | PA      | $-27300.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307M2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8758 | PA      | $8567.10       | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-378.46       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Reperforming Loan REMIC Trust                                                    | Reperforming Loan REMIC Trust, Series 2005-R3, Class AF                                                           | CUSIP: 126694JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1404 | PA      | $1182.35       | 0.00%             | 2035-09-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8252000 | PA      | $1351.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29026.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      326227 | PA      | $331129.68     | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services NV                                                 | Volkswagen Financial Services NV                                                                                  | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $250488.24     | 0.03%             | 2028-01-18      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Elstree 1st plc                                                                  | Elstree 1st plc, Series 252-1ST, Class E                                                                          | CUSIP: N/A<br>LEI: 2138008Y99GI8Q29TP62       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $131861.69     | 0.01%             | 2065-10-21      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-105.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       83729 | PA      | $80491.24      | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2026-1, Class A                                                    | CUSIP: 92262WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      484897 | PA      | $478102.23     | 0.05%             | 2056-02-25      | Variable      | 5.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      583768 | PA      | $574699.43     | 0.06%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| 1988 CLO 2 Ltd.                                                                  | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                                                        | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249625.00     | 0.03%             | 2038-04-15      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100778 | PA      | $99424.73      | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.                                          | Pepsico Singapore Financing I Pte. Ltd.                                                                           | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |      100000 | PA      | $101016.78     | 0.01%             | 2029-02-16      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F032443<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34000 | PA      | $32726.76      | 0.00%             | 2041-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                 | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      183000 | PA      | $185092.01     | 0.02%             | 2033-07-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140W3Q69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29930 | PA      | $29661.60      | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                                                   | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $109456.53     | 0.01%             | 2031-07-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Note                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           5 | NC      | $1679.69       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6129 | PA      | $5477.59       | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2025-NQM3, Class A1                                                                             | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      839354 | PA      | $838427.78     | 0.09%             | 2070-08-25      | Variable      | 5.26%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -157000 | PA      | $-1443.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      164000 | PA      | $167737.83     | 0.02%             | 2029-01-17      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21986 | PA      | $21717.82      | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                  | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124267.40     | 0.01%             | 2076-03-13      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5408 | PA      | $5296.26       | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1124 | PA      | $1099.04       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1485100 | PA      | $1412353.30    | 0.14%             | 2028-03-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bryant Park CLO Ltd.                                                             | Bryant Park CLO Ltd., Series 2025-27A, Class A1                                                                   | CUSIP: 11765EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260095.91     | 0.03%             | 2038-07-20      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7W35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16607 | PA      | $16097.31      | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      259425 | PA      | $265597.40     | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust, Series 2005-1, Class 1A                                                           | CUSIP: 41161PLC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48023 | PA      | $22973.03      | 0.00%             | 2035-03-19      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108054.62     | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                  | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $257632.64     | 0.03%             | 2030-11-08      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A                                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $353391.85     | 0.04%             | 2029-11-10      | Variable      | 5.05%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12907000 | PA      | $12748687.64   | 1.30%             | 2030-08-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                          | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102049.30     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13061 | PA      | $12540.35      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      208000 | PA      | $205557.33     | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26058 | PA      | $24844.10      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                 | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43917.78      | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6844.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Edgeconnex Data Centers Europe BV                                                | Edgeconnex Data Centers Europe BV, Series 2026-1X, Class A2                                                       | CUSIP: N/A<br>LEI: 72450093DSNFE8T3IA66       | Long             | ABS-O            | CORP              | NL        |      259000 | PA      | $291699.00     | 0.03%             | 2056-04-30      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                                                        | BPR Trust, Series 2024-PMDW, Class A                                                                              | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $30375.11      | 0.00%             | 2041-11-05      | Variable      | 5.36%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      389478 | PA      | $315824.28     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5478, Class FD                                       | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      209574 | PA      | $211183.94     | 0.02%             | 2054-02-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                                     | CWHEQ Home Equity Loan Trust, Series 2006-S5, Class A5                                                            | CUSIP: 126683AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         857 | PA      | $1341.79       | 0.00%             | 2035-06-25      | Fixed         | 6.16%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      176000 | PA      | $180045.04     | 0.02%             | 2029-03-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |        3296 | NS      | $102769.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Baht                                                                             | Baht                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |      191872 | OU      | $5817.83       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A4                                                                              | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       26744 | PA      | $1559.66       | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13469.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                               | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |      160000 | PA      | $157867.49     | 0.02%             | 2034-02-05      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95805.02      | 0.01%             | 2029-09-17      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2540.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New Zealand Dollar                                                               | New Zealand Dollar                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |       14149 | OU      | $8130.99       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                              | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62489.81      | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                              | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      207000 | PA      | $208438.11     | 0.02%             | 2029-05-30      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2971000 | PA      | $2888369.06    | 0.30%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      512976 | PA      | $458048.39     | 0.05%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B21, Class A5                                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43000 | PA      | $38066.73      | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5955 | PA      | $5831.91       | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Triton Container International Ltd.                                              | Triton Container International Ltd.                                                                               | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      138000 | PA      | $135121.46     | 0.01%             | 2033-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4671 | PA      | $4498.64       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138X54U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7534 | PA      | $7320.58       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-BTP                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           9 | NC      | $-7483.94      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46756.23      | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      110000 | PA      | $102239.16     | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Egyptian Pound                                                                   | Egyptian Pound                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |    18530201 | OU      | $339816.63     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                                                           | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133000 | PA      | $133104.52     | 0.01%             | 2042-08-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      352000 | PA      | $336820.04     | 0.03%             | 2052-03-01      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5878.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MFF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      184994 | PA      | $182502.57     | 0.02%             | 2032-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CFMT LLC                                                                         | CFMT LLC, Series 2024-R1, Class A1                                                                                | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      103729 | PA      | $101688.24     | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M3                                                   | CUSIP: 92262KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      222723 | PA      | $219469.92     | 0.02%             | 2055-12-25      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       87000 | PA      | $58953.74      | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Samarco Mineracao SA                                                             | Samarco Mineracao SA                                                                                              | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |         300 | PA      | $295.50        | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20035 | PA      | $18326.02      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/INR One-touch barrier option; Barrier price USD 89.00000                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       44000 | PA      | $605.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KR5K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      268958 | PA      | $271410.39     | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OEG Finance plc                                                                  | OEG Finance plc                                                                                                   | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119050.80     | 0.01%             | 2029-09-27      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      101683 | PA      | $97124.65      | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ITG Communications LLC                                                           | ITG Communications LLC , 1st Lien Term Loan                                                                       | CUSIP: 45045PAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      234525 | PA      | $222798.75     | 0.02%             | 2031-07-09      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      286000 | PA      | $289541.43     | 0.03%             | 2035-07-22      | Variable      | 5.29%                 | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corp.                                                          | Columbus McKinnon Corp.                                                                                           | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3998.16       | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                              | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       94000 | PA      | $87107.56      | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83665.17      | 0.01%             | 2031-04-01      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76269 | PA      | $69310.89      | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                             | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      138000 | PA      | $106347.39     | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4393.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                     | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $17027.43      | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203213.37     | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GS Finance Corp.                                                                 | GS Finance Corp.                                                                                                  | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     1341000 | PA      | $1305124.23    | 0.13%             | 2031-02-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      550000 | PA      | $553191.26     | 0.06%             | 2029-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4                                               | CUSIP: 61744CUV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       97252 | PA      | $81960.99      | 0.01%             | 2035-09-25      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      269000 | PA      | $269640.39     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2676 | PA      | $2629.67       | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2021-230P, Class B                                                         | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20000 | PA      | $18650.00      | 0.00%             | 2038-12-15      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WBCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7127 | PA      | $7051.42       | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                              | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      440000 | PA      | $446049.63     | 0.05%             | 2029-11-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                                   | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A1                                        | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41239 | PA      | $7927.16       | 0.00%             | 2035-11-25      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| Impac Secured Assets Trust                                                       | Impac Secured Assets Trust, Series 2006-3, Class A1                                                               | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       38839 | PA      | $35982.53      | 0.00%             | 2036-11-25      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                  | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      222000 | PA      | $222770.15     | 0.02%             | 2056-03-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      295000 | PA      | $298688.71     | 0.03%             | 2034-05-18      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -2371000 | PA      | $-42410.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CD&R Firefly Bidco plc                                                           | CD&R Firefly Bidco plc                                                                                            | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134559.64     | 0.01%             | 2029-04-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3690401 | PA      | $3107383.94    | 0.32%             | 2041-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1300063 | PA      | $2192.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199743.60     | 0.02%             | 2027-07-22      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5077 | PA      | $4974.43       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2025-5, Class A1                                                               | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      370247 | PA      | $371429.91     | 0.04%             | 2070-06-25      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $846.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TAV Havalimanlari Holding A/S                                                    | TAV Havalimanlari Holding A/S                                                                                     | CUSIP: N/A<br>LEI: 789000PBM9TT5D88M597       | Long             | DBT              | CORP              | TR        |      317000 | PA      | $323240.94     | 0.03%             | 2028-12-07      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   359328000 | PA      | $3073.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Crescent Midstream Operating LLC                                                 | Crescent Midstream Operating LLC, 1st Lien Term Loan                                                              | CUSIP: 22577PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      200000 | PA      | $200416.00     | 0.02%             | 2033-02-11      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Escrow Bonds                                                   | Washington Mutual Escrow Bonds                                                                                    | CUSIP: 939MMIBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $0.03          | 0.00%             | 2017-09-19      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes LLC                                    | Arbor Realty Commercial Real Estate Notes LLC, Series 2026-FL1, Class A                                           | CUSIP: 03881XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249857.28     | 0.03%             | 2043-09-20      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      576767 | PA      | $575662.01     | 0.06%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                      | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99950.92      | 0.01%             | 2030-03-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2025-BA, Class A                                                           | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      379000 | PA      | $377136.76     | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| PRA Group Europe Holding II SARL                                                 | PRA Group Europe Holding II SARL                                                                                  | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $109319.83     | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                   | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       66000 | PA      | $62594.35      | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BBAM US CLO I Ltd.                                                               | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                                                      | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249624.13     | 0.03%             | 2038-03-30      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XTDK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      705605 | PA      | $598659.02     | 0.06%             | 2051-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168274 | PA      | $138394.92     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1005 | PA      | $996.63        | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $265.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      241445 | PA      | $197791.17     | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  4837000000 | PA      | $287965.80     | 0.03%             | 2027-05-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417F4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20730 | PA      | $18962.14      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2392000 | PA      | $2429436.35    | 0.25%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97481.57      | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      631897 | PA      | $649795.45     | 0.07%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $426.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3059.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Swedish Krona                                                                    | Swedish Krona                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |      248667 | OU      | $26267.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   425167914 | PA      | $7728.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      428211 | PA      | $369960.01     | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27052.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -403000 | PA      | $-404856.18    | -0.04%            | 2056-04-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      233557 | PA      | $191872.09     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102067.50     | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NCTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18184 | PA      | $18103.90      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         823 | PA      | $810.50        | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2925612 | PA      | $2918325.19    | 0.30%             | 2052-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100402 | PA      | $101491.91     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| State of Illinois                                                                | State of Illinois, Series 2003                                                                                    | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      885637 | PA      | $902117.37     | 0.09%             | 2033-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Secucor Finance DAC                                                              | Secucor Finance DAC, Series 2025-1, Class F                                                                       | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |      100000 | PA      | $116238.52     | 0.01%             | 2036-09-20      | Floating      | 8.14%                 | No            | 2                  | On Loan: No      |
| Biffa Group Holdings Ltd.                                                        | Biffa Group Holdings Ltd.                                                                                         | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      100000 | PA      | $111815.07     | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Toucan FinCo. Ltd.                                                               | Toucan FinCo. Ltd.                                                                                                | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |      181000 | PA      | $159846.39     | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       93000 | PA      | $88419.82      | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      552527 | PA      | $548569.83     | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115139 | PA      | $94940.53      | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                                | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                                                     | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10969 | PA      | $10110.82      | 0.00%             | 2036-03-25      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5569 | PA      | $5695.42       | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DUTY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39417 | PA      | $39191.29      | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      130000 | PA      | $114529.10     | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                          | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      424000 | PA      | $243256.72     | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                     | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103383.74     | 0.01%             | 2035-06-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Sage AR Funding                                                                  | Sage AR Funding, Series 2026-1X, Class D                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      116000 | PA      | $152472.51     | 0.02%             | 2038-05-18      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                           | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9565.95       | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M84A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31158 | PA      | $32082.55      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2025-JDI, Class E                                                            | CUSIP: 05594LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88920 | PA      | $88892.48      | 0.01%             | 2042-11-15      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124899.55     | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -175000 | PA      | $-1803.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SC Austria SARL                                                                  | SC Austria SARL, Series 2025-1, Class D                                                                           | CUSIP: N/A<br>LEI: 81560007AFE688B7A894       | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $115957.88     | 0.01%             | 2041-07-25      | Floating      | 3.83%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                       | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      120000 | PA      | $126495.05     | 0.01%             | 2032-11-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                  | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91564.12      | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2024-H7, Class A1                                                                    | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      288511 | PA      | $289439.43     | 0.03%             | 2069-11-25      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                            | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39334.73      | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $795.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      410888 | PA      | $386641.03     | 0.04%             | 2046-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                          | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1R                                                               | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249781.50     | 0.03%             | 2035-01-20      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1704 | PA      | $1686.81       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14606 | PA      | $14427.98      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XB                                                         | CUSIP: 12531YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $2.64          | 0.00%             | 2058-05-10      | Variable      | 0.57%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36180DVA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12441 | PA      | $11690.11      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39518 | PA      | $37450.35      | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99349.96      | 0.01%             | 2032-10-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138XHBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7823 | PA      | $7725.48       | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                   | CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A                                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131000 | PA      | $130652.43     | 0.01%             | 2041-11-10      | Variable      | 4.76%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WB6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11559 | PA      | $11386.28      | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        5952 | PA      | $1516.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2025-VIS1, Class M1                                                            | CUSIP: 46659BAF9<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $251315.83     | 0.03%             | 2055-08-25      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      235000 | PA      | $219217.99     | 0.02%             | 2042-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2194 | PA      | $2149.32       | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                              | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      274525 | PA      | $273841.73     | 0.03%             | 2057-03-15      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       84687 | PA      | $69090.31      | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1350469 | PA      | $1116259.00    | 0.11%             | 2050-08-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      168000 | PA      | $172339.11     | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| WPP Finance 2013                                                                 | WPP Finance 2013                                                                                                  | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |      530000 | PA      | $584444.16     | 0.06%             | 2031-06-09      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1712000 | PA      | $-8234.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SCG Commercial Mortgage Trust                                                    | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class E                                                          | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28000 | PA      | $27796.14      | 0.00%             | 2042-08-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      108000 | PA      | $95769.84      | 0.01%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                         | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       38000 | PA      | $37460.43      | 0.00%             | 2034-02-02      | Variable      | 4.81%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                                                   | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |      336549 | PA      | $334739.97     | 0.03%             | 2065-07-25      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class E                                                         | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104000 | PA      | $104032.50     | 0.01%             | 2041-11-15      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -6480000 | PA      | $-3355.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-130, Class AL                                               | CUSIP: 38381MXF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      141814 | PA      | $140942.82     | 0.01%             | 2056-08-16      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-95, Class FC                               | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93065 | PA      | $93849.72      | 0.01%             | 2054-12-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| CFK Trust                                                                        | CFK Trust, Series 2019-FAX, Class D                                                                               | CUSIP: 12528XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126000 | PA      | $120423.25     | 0.01%             | 2039-01-15      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99128.90      | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      944640 | PA      | $936354.48     | 0.10%             | 2053-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                              | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36000 | PA      | $34730.48      | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9461.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series C                                                                                        | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      316000 | PA      | $290093.31     | 0.03%             | 2031-03-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2026-INV2, Class A1                                                    | CUSIP: 26846TAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1243013 | PA      | $1226750.08    | 0.13%             | 2071-02-25      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      384810 | PA      | $367974.83     | 0.04%             | 2050-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      341000 | PA      | $6407.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      786900 | PA      | $779399.86     | 0.08%             | 2039-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                         | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       72000 | PA      | $73513.87      | 0.01%             | 2030-09-18      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                                            | DirecTV Financing LLC                                                                                             | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102082.93     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-3A, Class A1                                                          | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4383 | PA      | $4247.63       | 0.00%             | 2036-10-25      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59994 | PA      | $60422.59      | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36176DHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8532 | PA      | $8202.36       | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11125.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust, Series 2026-1A, Class A                                                                      | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      379000 | PA      | $377479.11     | 0.04%             | 2034-02-15      | Fixed         | 4.37%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      902136 | PA      | $741149.87     | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd.                                                                 | Oaktree CLO Ltd., Series 2025-31A, Class A                                                                        | CUSIP: 67400BAA8<br>LEI: 254900UVA9JUCC0JI897 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250062.60     | 0.03%             | 2038-07-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      104000 | PA      | $97395.47      | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| OH Partners LLC                                                                  | OH PWR PARTNERS LLC Term Loan First Lien                                                                          | CUSIP: 67742MAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       69477 | PA      | $69651.00      | 0.01%             | 2032-11-12      | Variable      | 6.42%                 | No            | 3                  | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62942.21      | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-2, Class FG                                | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      598141 | PA      | $603395.59     | 0.06%             | 2055-02-25      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| Home Equity Asset Trust                                                          | Home Equity Asset Trust, Series 2007-1, Class 2A3                                                                 | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       42418 | PA      | $36063.80      | 0.00%             | 2037-05-25      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     1114000 | PA      | $1061325.62    | 0.11%             | 2030-12-11      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-Buxl                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -5 | NC      | $3936.99       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101603.67     | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      205000 | PA      | $209269.17     | 0.02%             | 2031-03-07      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                        | Santander Mortgage Asset Receivable Trust, Series 2025-NQM2, Class A1                                             | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      116122 | PA      | $116781.44     | 0.01%             | 2065-02-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Honeywell Aerospace, Inc.                                                        | Honeywell Aerospace, Inc.                                                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      189000 | PA      | $187526.37     | 0.02%             | 2036-03-16      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132M8NA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      288173 | PA      | $271672.33     | 0.03%             | 2044-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                      | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      141000 | PA      | $142501.44     | 0.01%             | 2028-07-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -692000 | PA      | $-16403.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1805 | PA      | $1893.02       | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NYMT Loan Trust                                                                  | NYMT Loan Trust, Series 2026-INV1, Class B1                                                                       | CUSIP: 62957GAM9<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $392523.40     | 0.04%             | 2061-02-25      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99222.55      | 0.01%             | 2028-02-18      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      187772 | PA      | $145876.67     | 0.01%             | 2050-08-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Teleflex, Inc.                                                                   | Teleflex, Inc.                                                                                                    | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99121.88      | 0.01%             | 2027-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |         599 | NS      | $30998.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                        | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class B                                                    | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      159083 | PA      | $183157.34     | 0.02%             | 2037-06-22      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E                                                         | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $134260.00     | 0.01%             | 2034-09-15      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2416 | PA      | $2319.17       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1169000 | PA      | $1132956.07    | 0.12%             | 2075-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427N2N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       86505 | PA      | $70334.95      | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      248000 | PA      | $239892.20     | 0.02%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2023-68, Class FB                               | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      446991 | PA      | $448871.94     | 0.05%             | 2054-01-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      321000 | PA      | $283658.18     | 0.03%             | 2045-05-20      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   712092344 | PA      | $-7793.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -189000 | PA      | $-190203.69    | -0.02%            | 2056-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      106000 | PA      | $96282.63      | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3787.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-126, Class AD                                               | CUSIP: 38381PXY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      193841 | PA      | $193365.79     | 0.02%             | 2065-05-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -247000 | PA      | $-5855.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2025-CES1, Class A1A                                                                 | CUSIP: 22757WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       91298 | PA      | $91098.34      | 0.01%             | 2060-11-25      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                       | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      303000 | PA      | $318117.50     | 0.03%             | 2052-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                       | City of San Antonio Electric & Gas Systems, Series 2010A                                                          | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      215000 | PA      | $219860.55     | 0.02%             | 2041-02-01      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       58159 | PA      | $54851.42      | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31412QM89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22546 | PA      | $23170.27      | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Park Blue CLO Ltd.                                                               | Park Blue CLO Ltd., Series 2025-9A, Class C                                                                       | CUSIP: 70019UAG0<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250722.13     | 0.03%             | 2038-10-20      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/KRW One-touch barrier option; Barrier price USD 1,365.00000                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |       -9000 | PA      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-88, Class AT                                                | CUSIP: 38381MRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      211392 | PA      | $211726.97     | 0.02%             | 2058-06-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| New Turkish Lira                                                                 | New Turkish Lira                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |      550156 | OU      | $12379.61      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1057740.42    | 0.11%             | 2030-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -41129362 | PA      | $-3427.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                                             | FS Rialto Issuer LLC, Series 2024-FL9, Class A                                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      209000 | PA      | $209089.41     | 0.02%             | 2039-10-19      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class M1                                                   | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101506.34     | 0.01%             | 2065-01-25      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      332000 | PA      | $309138.38     | 0.03%             | 2032-02-22      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                              | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |       89000 | PA      | $88044.52      | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12825.46      | 0.00%             | 2033-11-17      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp.                                                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       94000 | PA      | $88121.32      | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88199 | PA      | $76458.40      | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32310.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |        5800 | PA      | $43.85         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       98069 | PA      | $91885.92      | 0.01%             | 2048-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sofi Consumer Loan Program Trust                                                 | Sofi Consumer Loan Program Trust, Series 2026-B, Class A                                                          | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      954000 | PA      | $953915.95     | 0.10%             | 2036-02-25      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                     | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      261000 | PA      | $246664.98     | 0.03%             | 2054-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      237791 | PA      | $238180.42     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                           | Merrill Lynch Mortgage Investors Trust, Series 2006-RM3, Class A2B                                                | CUSIP: 590217AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23176 | PA      | $4745.56       | 0.00%             | 2037-06-25      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       64000 | PA      | $64470.71      | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307QVQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         724 | PA      | $715.00        | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Aroundtown Finance SARL                                                          | Aroundtown Finance SARL                                                                                           | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $105178.27     | 0.01%             | 2031-04-30      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      359517 | PA      | $294857.84     | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                            | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $206391.94     | 0.02%             | 2028-09-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                               | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      319000 | PA      | $286617.16     | 0.03%             | 2031-03-05      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Australia 3-Year Bond                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         145 | NC      | $-55643.24     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2538.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22.47        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115020.41     | 0.01%             | 2082-03-25      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1176000 | PA      | $937216.87     | 0.10%             | 2042-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2647000 | PA      | $2611017.34    | 0.27%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      598562 | PA      | $596488.99     | 0.06%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30958 | PA      | $28401.20      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      209000 | PA      | $163495.53     | 0.02%             | 2049-03-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       20700 | PA      | $105639.68     | 0.01%             | 2036-02-21      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2026-1, Class A1LC                                                             | CUSIP: 92541JAE1<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99516.37      | 0.01%             | 2071-01-25      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      810641 | PA      | $660395.08     | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Sofi Consumer Loan Program Trust                                                 | Sofi Consumer Loan Program Trust, Series 2026-B, Class D                                                          | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       75000 | PA      | $74912.08      | 0.01%             | 2036-02-25      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3054.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $869.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                            | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       44000 | PA      | $46944.25      | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116513 | PA      | $98726.89      | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -1071955 | PA      | $-14934.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                        | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |      400000 | PA      | $392772.00     | 0.04%             | 2028-07-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      131286 | PA      | $122754.71     | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      913000 | PA      | $911861.12     | 0.09%             | 2042-11-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    41129362 | PA      | $11264.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Five Point Operating Co. LP                                                      | Five Point Operating Co. LP                                                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $14964.70      | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5500, Class DF                                       | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      272604 | PA      | $274683.79     | 0.03%             | 2054-10-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $95380.65      | 0.01%             | 2046-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -17317626 | PA      | $-101966.65    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       77802 | PA      | $72944.46      | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   771859501 | PA      | $-8447.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96530 | PA      | $93211.80      | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Muangthai Capital PCL                                                            | Muangthai Capital PCL                                                                                             | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |      250000 | PA      | $247500.00     | 0.03%             | 2030-07-21      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-718.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          38 | NC      | $31376.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1990 | PA      | $1967.18       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| London Cards No3 plc                                                             | London Cards No. 3 plc, Series 3X, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $132213.61     | 0.01%             | 2035-12-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1848000 | PA      | $7709.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       94000 | PA      | $91824.63      | 0.01%             | 2039-09-19      | Variable      | 5.41%                 | No            | 2                  | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust, Series 2025-1A, Class A                                                                      | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      124000 | PA      | $124751.07     | 0.01%             | 2033-02-15      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      274311 | PA      | $260965.63     | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1545.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGS24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31183 | PA      | $29932.81      | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    28014233 | PA      | $-4068.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      232851 | PA      | $-407.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31416VGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15303 | PA      | $15732.53      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Cirkul, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         534 | NS      | $0.01          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6107.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2445200 | PA      | $1529682.74    | 0.16%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9988.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                      | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       93000 | PA      | $94023.00      | 0.01%             | 2032-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      490275 | PA      | $420709.70     | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                             | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98294.63      | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      309000 | PA      | $361416.74     | 0.04%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| BRCK Trust                                                                       | BRCK Trust, Series 2025-830B, Class A                                                                             | CUSIP: 10635AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      156000 | PA      | $154452.04     | 0.02%             | 2042-12-10      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class F                                 | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      261000 | PA      | $260441.98     | 0.03%             | 2039-11-09      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| MLTI Trust                                                                       | MLTI Trust, Series 2026-SF75, Class A                                                                             | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      238000 | PA      | $236810.00     | 0.02%             | 2031-03-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1600000 | PA      | $910937.50     | 0.09%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 2A1                                        | CUSIP: 86360JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       27163 | PA      | $19237.36      | 0.00%             | 2046-05-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class A                                                          | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $104171.39     | 0.01%             | 2042-10-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -247000 | PA      | $-6042.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132Y4AU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      375819 | PA      | $370845.68     | 0.04%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DBC Mortgage Trust                                                               | DBC Mortgage Trust, Series 2025-DBC, Class C                                                                      | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113000 | PA      | $112576.46     | 0.01%             | 2042-11-15      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   216802621 | PA      | $4154.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                             | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      641000 | PA      | $400625.00     | 0.04%             | 2051-03-12      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-107.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13644.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2024-A, Class A1B                                                        | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      155811 | PA      | $157116.83     | 0.02%             | 2056-03-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2024-B, Class B                                                           | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      164000 | PA      | $166561.11     | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2025-H8, Class A1A                                                                   | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      724449 | PA      | $720976.14     | 0.07%             | 2070-11-25      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      108000 | PA      | $101601.98     | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106495.70     | 0.01%             | 2028-04-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      392168 | PA      | $323405.13     | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      194034 | PA      | $180300.46     | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8.68          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179MG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10985 | PA      | $11152.85      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $270989.39     | 0.03%             | 2029-03-14      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Bolivarian Republic of Venezuela                                                 | Bolivarian Republic of Venezuela                                                                                  | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       29000 | PA      | $13775.00      | 0.00%             | 2027-09-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      309000 | PA      | $332241.01     | 0.03%             | 2034-10-23      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series 2010-A                                                            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |       52000 | PA      | $55745.73      | 0.01%             | 2057-04-01      | Fixed         | 6.64%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      166555 | PA      | $156991.30     | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                             | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      271000 | PA      | $262914.72     | 0.03%             | 2046-07-08      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust, Series 2025-ST6, Class A                                                          | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100195 | PA      | $100212.85     | 0.01%             | 2032-10-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Vistance Networks, Inc.                                                          | Vistance Networks, Inc.                                                                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |        3851 | NS      | $70088.20      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         357 | PA      | $345.87        | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                                 | Oakwood Mortgage Investors, Inc., Series 2002-B, Class M1                                                         | CUSIP: 67087TDS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       48911 | PA      | $49408.73      | 0.01%             | 2032-06-15      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      154532 | PA      | $158427.09     | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5969.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -621000 | PA      | $-872.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2024-1A, Class A                                                                       | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      460000 | PA      | $460281.57     | 0.05%             | 2038-01-25      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                      | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |        6000 | PA      | $6333.00       | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YD4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1594 | PA      | $1537.82       | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                                    | Letras do Tesouro Nacional                                                                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        4463 | PA      | $806960.48     | 0.08%             | 2026-10-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                        | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $105884.30     | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      179000 | PA      | $172405.59     | 0.02%             | 2029-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                              | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      358300 | PA      | $360449.44     | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   993000000 | PA      | $58693.61      | 0.01%             | 2033-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M3                                                   | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78735 | PA      | $78278.63      | 0.01%             | 2054-10-25      | Fixed         | 6.76%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                          | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      297000 | PA      | $288685.33     | 0.03%             | 2033-06-06      | Variable      | 4.63%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                        | GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class A1                                             | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |      265300 | PA      | $264320.15     | 0.03%             | 2066-02-25      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       10000 | PA      | $11187.24      | 0.00%             | 2037-10-07      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust, Series 2024-NQM5, Class A1                                                                    | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |       98359 | PA      | $98715.12      | 0.01%             | 2069-11-25      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8078.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      160683 | PA      | $153098.83     | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      285000 | PA      | $277.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      149000 | PA      | $150320.94     | 0.02%             | 2030-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1749.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       88112 | PA      | $84241.23      | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NBEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45280 | PA      | $45657.05      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -224500 | PA      | $-557.65       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1146000 | PA      | $-5008.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                   | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       83000 | PA      | $84919.96      | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners 48 LP                                                     | Golub Capital Partners 48 LP, Series 2020-48A, Class A1R                                                          | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250100.80     | 0.03%             | 2038-04-17      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       33000 | PA      | $365.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      885000 | PA      | $873311.01     | 0.09%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      584256 | PA      | $542496.10     | 0.06%             | 2043-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 44M Ltd.                                              | Golub Capital Partners CLO 44M Ltd., Series 2019-44A, Class A1R                                                   | CUSIP: 38180NAA9<br>LEI: 254900KERZS5XFEN4I27 | Long             | ABS-CBDO         | CORP              | KY        |      730000 | PA      | $725912.37     | 0.07%             | 2038-10-21      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| APS Resecuritization Trust                                                       | APS Resecuritization Trust, Series 2016-1, Class 1MZ                                                              | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      272486 | PA      | $99787.18      | 0.01%             | 2057-07-31      | Variable      | 2.96%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      879000 | PA      | $804353.67     | 0.08%             | 2030-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Boots Group Finco LP                                                             | Boots Group Finco LP                                                                                              | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      100000 | PA      | $131449.63     | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5513, Class FD                                       | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1943720 | PA      | $1957378.04    | 0.20%             | 2055-01-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43400956 | PA      | $39783227.21   | 4.06%             | 2056-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust, Series 2007-H1, Class A1B                                                                            | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       17671 | PA      | $8609.22       | 0.00%             | 2047-01-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      612793 | PA      | $574283.64     | 0.06%             | 2046-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      426878 | PA      | $382073.67     | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83097.21      | 0.01%             | 2040-03-19      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2024-CBM, Class A2                                                              | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $160446.62     | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $674.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1670000 | PA      | $1051969.54    | 0.11%             | 2040-05-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $141.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                  | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      111000 | PA      | $96875.73      | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-178.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MENS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6668 | PA      | $6571.33       | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                       | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87863.21      | 0.01%             | 2031-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15387 | PA      | $14076.40      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      433068 | PA      | $439575.83     | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Multiversity SpA                                                                 | Multiversity SpA                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      100000 | PA      | $115632.79     | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      144000 | PA      | $-9461.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65707 | PA      | $54597.72      | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                       | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78591.34      | 0.01%             | 2045-02-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138XQBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5111 | PA      | $5036.45       | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3974 | PA      | $3686.00       | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -2780000 | PA      | $-64.44        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $602.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      498525 | PA      | $410005.69     | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class XB                                                       | CUSIP: 12595JAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1430000 | PA      | $6617.04       | 0.00%             | 2050-11-15      | Variable      | 0.23%                 | No            | 2                  | On Loan: No      |
| Methanex Corp.                                                                   | Methanex Corp.                                                                                                    | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |        1775 | NS      | $105683.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2022-LION, Class A                                                                             | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $159292.88     | 0.02%             | 2027-02-15      | Floating      | 7.11%                 | No            | 3                  | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                         | CUSIP: 05724BAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $273911.78     | 0.03%             | 2034-03-11      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                               | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80330.00      | 0.01%             | 2045-11-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      219000 | PA      | $210215.49     | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      117000 | PA      | $82905.77      | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1265541 | PA      | $1252899.26    | 0.13%             | 2053-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-42, Class FE                               | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      414756 | PA      | $419721.74     | 0.04%             | 2055-06-25      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XPZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      252073 | PA      | $247118.10     | 0.03%             | 2053-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                 | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51760.58      | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| DGWD Trust                                                                       | DGWD Trust, Series 2025-INFL, Class A                                                                             | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      278000 | PA      | $278218.73     | 0.03%             | 2035-08-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-TAIL, Class E                                                                               | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66000 | PA      | $65998.81      | 0.01%             | 2035-06-15      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| NOVA Chemicals Corp.                                                             | NOVA Chemicals Corp.                                                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $105567.30     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Usavflow II Ltd.                                                                 | Usavflow II Ltd., 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       81375 | PA      | $81480.79      | 0.01%             | 2031-06-30      | Variable      | 10.17%                | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138XDTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161264 | PA      | $155921.52     | 0.02%             | 2044-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-337.46       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2532000 | PA      | $2542484.05    | 0.26%             | 2027-10-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Sagard-Halseypoint CLO 8 Ltd.                                                    | Sagard-HalseyPoint CLO 8 Ltd., Series 2024-8A, Class A1                                                           | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250105.65     | 0.03%             | 2038-01-30      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust, Series 2006-HE4, Class M1                                                                            | CUSIP: 362439AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $175437.86     | 0.02%             | 2036-06-25      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class M1                                        | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      439867 | PA      | $443869.79     | 0.05%             | 2069-11-25      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                         | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        7300 | PA      | $6976.98       | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      309647 | PA      | $250459.92     | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF                                                             | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26717 | PA      | $24913.47      | 0.00%             | 2035-03-25      | Floating      | 4.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29922.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      576363 | PA      | $567755.46     | 0.06%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J57D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      163835 | PA      | $159140.97     | 0.02%             | 2032-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2025-H1, Class M1                                                                    | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      173000 | PA      | $173942.97     | 0.02%             | 2070-02-25      | Variable      | 6.48%                 | No            | 2                  | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     2035635 | PA      | $39475.48      | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            | 2                  | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A4                                                   | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       46001 | PA      | $46210.39      | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179MAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26842 | PA      | $25809.19      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      148000 | PA      | $89193.13      | 0.01%             | 2052-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1792 | PA      | $1720.08       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YJF68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1304 | PA      | $1292.94       | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                      | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2A                                           | CUSIP: 00442LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       80580 | PA      | $11751.60      | 0.00%             | 2037-05-25      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2556.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KSL Trust                                                                        | KSL Trust                                                                                                         | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18000 | PA      | $18058.40      | 0.00%             | 2030-06-15      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                     | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                                                      | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      899929 | PA      | $890898.08     | 0.09%             | 2044-12-15      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                       | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |      466000 | PA      | $465263.65     | 0.05%             | 2031-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      769924 | PA      | $724732.34     | 0.07%             | 2046-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                 | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201092.64     | 0.02%             | 2029-03-03      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| C-BASS Trust                                                                     | C-BASS Trust, Series 2006-CB7, Class A4                                                                           | CUSIP: 12479DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29806 | PA      | $20871.71      | 0.00%             | 2036-10-25      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| Romania New Leu                                                                  | Romania New Leu                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |        3958 | OU      | $897.32        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2017-CD3, Class A4                                                                      | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $29350.59      | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8365.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       83391 | PA      | $72342.63      | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                  | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1467489.62    | 0.15%             | 2033-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Deepocean Ltd.                                                                   | Deepocean Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |      100000 | PA      | $117555.81     | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13071.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      309000 | PA      | $331057.54     | 0.03%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      136000 | PA      | $137454.31     | 0.01%             | 2030-09-06      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| RCKT Mortgage Trust                                                              | RCKT Mortgage Trust, Series 2024-CES8, Class A1A                                                                  | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       78545 | PA      | $78845.27      | 0.01%             | 2044-11-25      | Variable      | 5.49%                 | No            | 2                  | On Loan: No      |
| Origen Manufactured Housing Contract Trust                                       | Origen Manufactured Housing Contract Trust, Series 2007-B, Class A1                                               | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |        1173 | PA      | $1171.84       | 0.00%             | 2037-10-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $109.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                                                   | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      106000 | PA      | $109927.86     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      189000 | PA      | $127160.88     | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     4817020 | PA      | $175586.22     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      322000 | PA      | $260533.65     | 0.03%             | 2050-03-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Stream Innovations Issuer Trust                                                  | Stream Innovations Issuer Trust, Series 2025-1A, Class A                                                          | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      156343 | PA      | $156840.61     | 0.02%             | 2045-09-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Evergy, Inc.                                                                     | Evergy, Inc.                                                                                                      | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      356000 | PA      | $358400.69     | 0.04%             | 2055-06-01      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   361316073 | PA      | $-4311.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AGL CLO 42 Ltd.                                                                  | AGL CLO 42 Ltd., Series 2025-42A, Class A1                                                                        | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250050.20     | 0.03%             | 2038-07-22      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $105028.17     | 0.01%             | 2028-09-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M2                                                   | CUSIP: 92262KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99537 | PA      | $99306.83      | 0.01%             | 2055-12-25      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                                   | Lehman Brothers Holdings, Inc., Capital Trust VII                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |      185000 | PA      | $0.02          | 0.00%             | 2049-11-29      | Fixed         | 5.88%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | 3-mo. SOFR                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          56 | NC      | $2815.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class B1                                                   | CUSIP: 647910AG3<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $171850.09     | 0.02%             | 2064-11-25      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126023 | PA      | $114259.80     | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      133000 | PA      | $110919.84     | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-174.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3521209 | PA      | $3484951.05    | 0.36%             | 2053-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Secucor Finance DAC                                                              | Secucor Finance DAC, Series 2025-1, Class D                                                                       | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |      100000 | PA      | $114963.85     | 0.01%             | 2036-09-20      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       12000 | PA      | $10789.66      | 0.00%             | 2033-01-21      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| Barrow Hanley CLO II Ltd.                                                        | Barrow Hanley CLO II Ltd., Series 2023-2A, Class A1R                                                              | CUSIP: 06875RAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250100.35     | 0.03%             | 2038-03-31      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Mila BV                                                                          | Mila BV, Series 2025-1, Class E                                                                                   | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-O            | CORP              | NL        |      100000 | PA      | $115064.87     | 0.01%             | 2042-10-12      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                           | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      212000 | PA      | $116118.76     | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3746 | PA      | $3613.84       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-844.15       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2017-TIME, Class A                                                                             | CUSIP: 12652XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $95156.89      | 0.01%             | 2039-11-13      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGR43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96324 | PA      | $77852.43      | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-618.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Santander Consumo 10 FT                                                          | Santander Consumo 10 FT, Series 10, Class D                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $115589.05     | 0.01%             | 2041-05-22      | Floating      | 4.14%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132L5FG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       93125 | PA      | $85344.18      | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSC90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33759 | PA      | $33456.09      | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SoFi Consumer Loan Program Trust                                                 | SoFi Consumer Loan Program Trust, Series 2025-1, Class B                                                          | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100888.18     | 0.01%             | 2034-02-27      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                         | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A                                               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      524868 | PA      | $524703.98     | 0.05%             | 2039-12-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $263.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CQS US CLO Ltd.                                                                  | CQS US CLO Ltd., Series 2023-3A, Class B                                                                          | CUSIP: 223929AE0<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $249034.88     | 0.03%             | 2037-01-25      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140JARS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      173618 | PA      | $171359.39     | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29963 | PA      | $28897.06      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1091.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2025-6, Class A1                                                               | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      865678 | PA      | $868621.89     | 0.09%             | 2070-07-25      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| AP Grange Holdings LLC                                                           | AP Grange Holdings LLC                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      560000 | PA      | $588000.00     | 0.06%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3410.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      -63000 | PA      | $-402.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2025-NQM1, Class M1A                                                                           | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100868.34     | 0.01%             | 2069-11-25      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      127000 | PA      | $106482.70     | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                             | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       48000 | PA      | $46560.00      | 0.00%             | 2040-01-11      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -58022000 | PA      | $-302280.69    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WTV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3565 | PA      | $3520.83       | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31864 | PA      | $29221.97      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -12130500 | PA      | $-396317.44    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CPV Fairview LLC                                                                 | CPV Fairview LLC, 1st Lien Term Loan B                                                                            | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |       85960 | PA      | $85493.99      | 0.01%             | 2031-08-14      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| SCG Commercial Mortgage Trust                                                    | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A                                                          | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174000 | PA      | $173673.75     | 0.02%             | 2042-08-15      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2025-3A, Class A3                                                  | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      243997 | PA      | $243695.89     | 0.02%             | 2060-12-27      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DQTK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31552 | PA      | $31258.94      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                    | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      160000 | PA      | $155636.00     | 0.02%             | 2029-11-22      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3649.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218955 | PA      | $195372.49     | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| American Municipal Power, Inc.                                                   | American Municipal Power, Inc., Series 2010A                                                                      | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      135000 | PA      | $168430.08     | 0.02%             | 2050-02-15      | Fixed         | 8.08%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                            | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       86000 | PA      | $86254.21      | 0.01%             | 2040-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-95853.38     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Dryden 40 Senior Loan Fund                                                       | Dryden 40 Senior Loan Fund, Series 2015-40A, Class AR2                                                            | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |      331947 | PA      | $331900.40     | 0.03%             | 2031-08-15      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      152000 | PA      | $154826.28     | 0.02%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DSR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24399 | PA      | $24189.60      | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3574 | PA      | $3369.17       | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C17, Class A5                                                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23000 | PA      | $22465.11      | 0.00%             | 2055-09-15      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2025-NQM3, Class A1                                                                             | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |      181464 | PA      | $182453.96     | 0.02%             | 2064-12-01      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97827.01      | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Samarco Mineracao SA                                                             | Samarco Mineracao SA                                                                                              | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |      342034 | PA      | $336903.49     | 0.03%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2009-12R, Class 3A1                                           | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280963 | PA      | $104653.70     | 0.01%             | 2037-10-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5226 | PA      | $5066.57       | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1206.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $69.25         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     5665000 | PA      | $-19577.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gaea Mortgage Loan Trust                                                         | Gaea Mortgage Loan Trust, Series 2025-A, Class A                                                                  | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56728 | PA      | $55826.85      | 0.01%             | 2030-02-25      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FC                                       | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      235770 | PA      | $238286.02     | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                       | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11522.85      | 0.00%             | 2046-02-19      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       68000 | PA      | $64031.56      | 0.01%             | 2028-11-30      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                             | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      165000 | PA      | $204247.20     | 0.02%             | 2045-12-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Compass Datacenters Issuer III LLC                                               | Compass Datacenters Issuer III LLC, Series 2025-3A, Class A2                                                      | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189000 | PA      | $187142.90     | 0.02%             | 2050-07-25      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2978000 | PA      | $2936587.19    | 0.30%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EP Infrastructure A/S                                                            | EP Infrastructure A/S                                                                                             | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      265000 | PA      | $294308.60     | 0.03%             | 2033-02-27      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                           | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      219000 | PA      | $223448.84     | 0.02%             | 2031-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                               | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      740000 | PA      | $717582.62     | 0.07%             | 2038-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2025-NQM4, Class A1                                                                            | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      397539 | PA      | $398897.17     | 0.04%             | 2070-06-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29117 | PA      | $26331.69      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101782.90     | 0.01%             | 2029-07-20      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2410000 | PA      | $1760147.26    | 0.18%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2026-R1, Class A1                                                              | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |      153658 | PA      | $152306.66     | 0.02%             | 2067-10-25      | Variable      | 4.83%                 | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92076.53      | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $179519.16     | 0.02%             | 2032-11-22      | Variable      | 3.23%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -41129362 | PA      | $-120841.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -362000 | PA      | $-1214.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       90718 | PA      | $87760.15      | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5810.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14141.38      | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Kingdom of Spain                                                                 | Bonos and Obligaciones del Estado                                                                                 | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      448000 | PA      | $507895.22     | 0.05%             | 2031-05-31      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3706000 | PA      | $4035754.88    | 0.41%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      194000 | PA      | $205191.86     | 0.02%             | 2054-06-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                                                      | Chobani LLC                                                                                                       | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102185.70     | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102786.71     | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39900 | PA      | $41092.28      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QDSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98515 | PA      | $91328.04      | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88964 | PA      | $82071.70      | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $242.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      127000 | PA      | $125882.95     | 0.01%             | 2056-02-15      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA8, Class 1A1                                                                | CUSIP: 02147CAA1<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |        5742 | PA      | $5296.61       | 0.00%             | 2046-07-25      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -175000 | PA      | $-2151.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Regatta IX Funding Ltd.                                                          | Regatta IX Funding Ltd., Series 2017-1A, Class B1R                                                                | CUSIP: 75887VAN1<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |      847000 | PA      | $847907.05     | 0.09%             | 2037-04-17      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                  | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      163000 | PA      | $161452.71     | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                     | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        2868 | NS      | $50907.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5699 | PA      | $5517.86       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1149.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                        | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $96775.96      | 0.01%             | 2034-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-CC, Class D                                                                                | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $49963.70      | 0.01%             | 2037-08-13      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 30-Year Bond                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           2 | NC      | $1593.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      727000 | PA      | $-3402.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       48000 | PA      | $50188.72      | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2496.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                   | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      295000 | PA      | $295279.51     | 0.03%             | 2029-08-14      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BBCMS Trust                                                                      | BBCMS Trust, Series 2015-SRCH, Class XA                                                                           | CUSIP: 05547HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      853587 | PA      | $6227.58       | 0.00%             | 2035-08-10      | Variable      | 0.82%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1224000 | PA      | $2455.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-582.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CWABS Trust                                                                      | CWABS, Inc. Asset-Backed Certificates Trust, Series 2006-14, Class M1                                             | CUSIP: 23243LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      243947 | PA      | $261761.02     | 0.03%             | 2037-02-25      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38251 | PA      | $36681.66      | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2015-B, Class B                                                          | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-O            | CORP              | US        |        1785 | PA      | $1783.77       | 0.00%             | 2040-12-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                            | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       84000 | PA      | $78329.04      | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10044 | PA      | $9547.53       | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3180 | PA      | $3335.78       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88339 | PA      | $82274.54      | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133L8GG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      343467 | PA      | $316532.99     | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                              | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      167000 | PA      | $172597.92     | 0.02%             | 2036-04-25      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-Bobl                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -7 | NC      | $10147.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26648 | PA      | $24548.28      | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                 | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      270000 | PA      | $249520.66     | 0.03%             | 2031-06-04      | Variable      | 2.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16415.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                            | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      164000 | PA      | $154822.12     | 0.02%             | 2028-03-15      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      472000 | PA      | $393260.34     | 0.04%             | 2044-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                  | CUSIP: 745867AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $17591.45      | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5570, Class FA                                       | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      343243 | PA      | $346194.54     | 0.04%             | 2055-05-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2159.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      322000 | PA      | $318955.20     | 0.03%             | 2055-03-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3004000 | PA      | $2947088.29    | 0.30%             | 2031-09-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -402000 | PA      | $-64.18        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                              | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       30872 | PA      | $31964.46      | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      142000 | PA      | $141391.73     | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       33000 | PA      | $29225.81      | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1664 | PA      | $1626.29       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HBFN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      268940 | PA      | $264536.37     | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6001 | PA      | $5875.25       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12878.54      | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      854782 | PA      | $762187.82     | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       73572 | PA      | $-69.74        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -360000 | PA      | $-7493.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5517 | PA      | $5416.49       | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1517.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L2, Class XA                                                          | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      345879 | PA      | $8205.01       | 0.00%             | 2052-03-15      | Variable      | 0.97%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      239244 | PA      | $220712.12     | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Japan Housing Finance Agency                                                     | Japan Housing Finance Agency, Series 180, Class 1                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | NUSS              | JP        |    80672000 | PA      | $373623.41     | 0.04%             | 2057-05-10      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                       | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71972.19      | 0.01%             | 2029-01-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                    | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25765.93      | 0.00%             | 2036-01-29      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $614.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410GH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60821 | PA      | $61874.85      | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LEX Trust                                                                        | LEX Trust, Series 2026-450, Class A                                                                               | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      343000 | PA      | $341499.38     | 0.03%             | 2043-03-15      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |         223 | PA      | $101.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                            | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      157000 | PA      | $158690.42     | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| HOMES Trust                                                                      | Homes Trust, Series 2025-NQM5, Class A1                                                                           | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      269679 | PA      | $268315.15     | 0.03%             | 2070-09-25      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| KKR CLO 34 Ltd.                                                                  | KKR CLO 34 Ltd., Series 34A, Class AR                                                                             | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249643.65     | 0.03%             | 2034-07-15      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1159.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ARES XLIV CLO Ltd.                                                               | Ares XLIV CLO Ltd., Series 2017-44A, Class CRR                                                                    | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $246125.95     | 0.03%             | 2034-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2132409 | PA      | $1762587.81    | 0.18%             | 2051-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202E4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1142 | PA      | $1102.42       | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DNHX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      181391 | PA      | $173686.63     | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                             | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86185.16      | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83314 | PA      | $81910.85      | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class E                                                          | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47000 | PA      | $47852.46      | 0.00%             | 2042-10-10      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2006-C, Class 2A                                                   | CUSIP: 126685DJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6626 | PA      | $6597.68       | 0.00%             | 2036-05-15      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140U4WH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78122 | PA      | $77373.95      | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-166.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20895.64      | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       71000 | PA      | $71223.97      | 0.01%             | 2028-06-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98667.72      | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      329523 | PA      | $303991.05     | 0.03%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NYMT Loan Trust                                                                  | NYMT Loan Trust, Series 2026-INV1, Class A1LC                                                                     | CUSIP: 62957GAC1<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |      130519 | PA      | $129932.67     | 0.01%             | 2061-02-25      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FM                                       | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      316239 | PA      | $319630.13     | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      174000 | PA      | $168624.91     | 0.02%             | 2030-06-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MAFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35065 | PA      | $35524.70      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Park Blue CLO Ltd.                                                               | Park Blue CLO Ltd., Series 2025-9A, Class A1                                                                      | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |      910000 | PA      | $910728.73     | 0.09%             | 2038-10-20      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Swiss Franc                                                                      | Swiss Franc                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       46864 | OU      | $58609.37      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      738000 | PA      | $712174.18     | 0.07%             | 2056-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7104.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                        | Santander Mortgage Asset Receivable Trust, Series 2026-NQM1, Class A1                                             | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |      409013 | PA      | $406355.40     | 0.04%             | 2065-11-25      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417FL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1315 | PA      | $1296.99       | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       62000 | PA      | $59043.74      | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                               | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       66667 | PA      | $47967.77      | 0.00%             | 2028-03-13      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QE4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49672 | PA      | $45825.57      | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1029 | PA      | $1007.99       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418MRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19979 | PA      | $20329.40      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp.                                                      | Pinnacle West Capital Corp.                                                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      653000 | PA      | $662602.03     | 0.07%             | 2030-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1981000 | PA      | $244.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XJSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127614 | PA      | $115699.65     | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      368000 | PA      | $372664.14     | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                       | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98577.49      | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1730300 | PA      | $1797687.07    | 0.18%             | 2030-10-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M3                                                   | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182494 | PA      | $182745.29     | 0.02%             | 2054-12-25      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                              | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      121000 | PA      | $123125.98     | 0.01%             | 2029-02-27      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       84213 | PA      | $75456.20      | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LMRE 2025 SFR1 Trust                                                             | LMRE 2025 SFR1 Trust, Series 2025-SFR1, Class A                                                                   | CUSIP: 50208WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      166000 | PA      | $161584.53     | 0.02%             | 2042-12-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2689 | PA      | $2539.37       | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2006-AR41, Class A3                                                      | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       32973 | PA      | $32020.33      | 0.00%             | 2037-02-25      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                                                      | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |       25443 | PA      | $26115.20      | 0.00%             | 2033-09-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      102000 | PA      | $103109.86     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                 | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      212000 | PA      | $149587.68     | 0.02%             | 2050-05-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36197MRR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15925 | PA      | $15624.39      | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1085.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132J65H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      100112 | PA      | $94457.69      | 0.01%             | 2043-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      169000 | PA      | $168831.05     | 0.02%             | 2029-10-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2025-CES1, Class A1A                                                 | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      109368 | PA      | $109215.42     | 0.01%             | 2055-10-25      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Euro Parfums Fze                                                                 | Euro Parfums Fze Upsize, 1st Lien Term Loan                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31687 | PA      | $31528.57      | 0.00%             | 2032-07-01      | Variable      | 9.12%                 | No            | 3                  | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       42000 | PA      | $43240.12      | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30.29        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140H3KJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8405 | PA      | $8261.07       | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-TAIL, Class A                                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121000 | PA      | $120999.95     | 0.01%             | 2035-06-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       74000 | PA      | $1730.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                 | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      117000 | PA      | $124918.92     | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      319941 | PA      | $332583.63     | 0.03%             | 2053-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                          | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      136000 | PA      | $138883.55     | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21069 | PA      | $22101.47      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -80327653 | PA      | $-79213238.55  | -8.09%            | 2056-04-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-609.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dynamo Newco II GmbH                                                             | Dynamo Newco II GmbH                                                                                              | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $102508.67     | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt Treasury Bills                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    10350000 | PA      | $185838.78     | 0.02%             | 2026-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                         | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66318.69      | 0.01%             | 2033-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1377.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OHS Issuer LLC                                                                   | OHS Issuer LLC, Series 2026-1, Class A2                                                                           | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      466611 | PA      | $457475.52     | 0.05%             | 2061-02-25      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                              | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       51000 | PA      | $46376.46      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2524.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Argent Mortgage Loan Trust                                                       | Argent Mortgage Loan Trust, Series 2005-W1, Class A2                                                              | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25936 | PA      | $22005.02      | 0.00%             | 2035-05-25      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      251000 | PA      | $237268.98     | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1697 | PA      | $1633.04       | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LoanCore Issuer LLC                                                              | LoanCore Issuer LLC, Series 2025-CRE9, Class A                                                                    | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      515000 | PA      | $513204.25     | 0.05%             | 2042-08-18      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      963000 | PA      | $999195.56     | 0.10%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142JS2Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      365518 | PA      | $361375.85     | 0.04%             | 2056-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -7021000 | PA      | $-167768.40    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                             | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      151000 | PA      | $151964.05     | 0.02%             | 2039-11-30      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3491000 | PA      | $3484045.26    | 0.36%             | 2028-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132QSGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15569 | PA      | $15083.70      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                 | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      112000 | PA      | $111132.65     | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -28829000 | PA      | $-25317035.36  | -2.59%            | 2056-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -43236000 | PA      | $-168356.54    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                   | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |      389000 | PA      | $410737.32     | 0.04%             | 2032-01-23      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| Bbva Consumer Fondo de Titulizacion                                              | Bbva Consumer Fondo de Titulizacion, Series 2026-1, Class F                                                       | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $114518.84     | 0.01%             | 2039-05-20      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      476226 | PA      | $402264.30     | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $110900.18     | 0.01%             | 2033-07-10      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   358669952 | PA      | $-4187.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $840.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OC7, Class 2A3                                                                | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47143 | PA      | $43824.37      | 0.00%             | 2046-07-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      583073 | PA      | $451699.23     | 0.05%             | 2051-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                       | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96933.21      | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1769000 | PA      | $1488207.87    | 0.15%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A2                                                                              | CUSIP: 09774XBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       39800 | PA      | $2122.95       | 0.00%             | 2030-06-15      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class A                                                          | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      258222 | PA      | $258265.22     | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49803 | PA      | $47697.73      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       14000 | PA      | $11976.91      | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                    | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24642.00      | 0.00%             | 2036-06-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-434.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Yuan Renminbi                                                                    | Yuan Renminbi                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |      267941 | OU      | $38901.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2023-7, Class A1                                                                 | CUSIP: 03466DAA0<br>LEI: 254900DRGJVOF9SOT744 | Long             | ABS-MBS          | CORP              | US        |      211806 | PA      | $210610.44     | 0.02%             | 2067-11-25      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2025-167G, Class F                                                              | CUSIP: 12674VAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66000 | PA      | $65694.02      | 0.01%             | 2040-08-10      | Variable      | 9.16%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                              | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10628244 | PA      | $10733942.98   | 1.10%             | 2030-04-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      251988 | PA      | $204969.87     | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       61564 | PA      | $343628.93     | 0.04%             | 2029-03-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      197000 | PA      | $190790.40     | 0.02%             | 2045-08-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1070.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      556000 | PA      | $360864.28     | 0.04%             | 2060-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13470 | PA      | $12899.85      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36392 | PA      | $35984.03      | 0.00%             | 2054-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1265.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                    | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      116000 | PA      | $114879.65     | 0.01%             | 2066-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      239000 | PA      | $230348.86     | 0.02%             | 2029-06-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       84000 | PA      | $74445.00      | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      173910 | PA      | $175611.90     | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      206465 | PA      | $178996.90     | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                 | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90254.82      | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418V3A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6260 | PA      | $6195.11       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     1763499 | PA      | $35396.57      | 0.00%             | 2028-11-08      | Fixed         | 31.08%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        2576 | PA      | $-966.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                         | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        1691 | NS      | $71766.04      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      180000 | PA      | $175980.99     | 0.02%             | 2037-01-21      | Variable      | 5.07%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2025-2, Class A                                                        | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      553000 | PA      | $546922.09     | 0.06%             | 2037-11-16      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36197MRS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11243 | PA      | $11048.69      | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Affirm Asset Securitization Trust                                                | Affirm Asset Securitization Trust, Series 2025-X2, Class B                                                        | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99926.09      | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20.44         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority, Series 2009F                                                                       | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      317000 | PA      | $374701.93     | 0.04%             | 2040-01-01      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                      | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      151000 | PA      | $125144.69     | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-BA, Class B                                                                | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      420000 | PA      | $415850.19     | 0.04%             | 2055-05-17      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      160355 | PA      | $130555.38     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Wellington Management CLO 4 Ltd.                                                 | Wellington Management CLO 4 Ltd., Series 2025-4A, Class A                                                         | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249188.78     | 0.03%             | 2038-04-18      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1999-5, Class A6                                                                    | CUSIP: 3935053Q3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24183 | PA      | $5596.74       | 0.00%             | 2030-03-01      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19539 | PA      | $18930.16      | 0.00%             | 2053-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR3, Class 1A1                                                   | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7267 | PA      | $6951.46       | 0.00%             | 2037-03-25      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427PKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      256069 | PA      | $258349.39     | 0.03%             | 2055-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-1A, Class A2                                                          | CUSIP: 07324SDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3812 | PA      | $3621.43       | 0.00%             | 2036-04-25      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133D1CR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57954 | PA      | $59134.73      | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96268 | PA      | $81586.95      | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Yen                                                                              | Yen                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |      445011 | OU      | $2804.01       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Durst Commercial Mortgage Trust                                                  | Durst Commercial Mortgage Trust, Series 2025-151, Class A                                                         | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174000 | PA      | $175605.85     | 0.02%             | 2042-08-10      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                               | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |       12000 | PA      | $8949.18       | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                           | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      352000 | PA      | $308779.80     | 0.03%             | 2047-12-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 2A1                                                   | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8056 | PA      | $7667.21       | 0.00%             | 2037-06-25      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       69000 | PA      | $65318.20      | 0.01%             | 2029-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91404.15      | 0.01%             | 2039-03-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QFZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      251260 | PA      | $238679.70     | 0.02%             | 2035-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22959 | PA      | $22911.17      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DQPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      131166 | PA      | $129944.97     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20625 | PA      | $19324.55      | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      494911 | PA      | $383946.94     | 0.04%             | 2050-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Yale Mortgage Loan Trust                                                         | Yale Mortgage Loan Trust, Series 2007-1, Class A                                                                  | CUSIP: 984582AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70271 | PA      | $21357.38      | 0.00%             | 2037-06-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133B2ME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      246681 | PA      | $203144.89     | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EJCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          22 | PA      | $21.72         | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YJGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2543 | PA      | $2521.85       | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                              | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       18098 | PA      | $18092.57      | 0.00%             | 2036-01-20      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -156000 | PA      | $-55.24        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                             | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104542.38     | 0.01%             | 2034-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                              | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     1293000 | PA      | $1093361.55    | 0.11%             | 2039-12-31      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89240 | PA      | $78839.70      | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                       | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |      137000 | PA      | $136919.89     | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2738 | PA      | $2639.08       | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2025-660F, Class D                                                         | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8000 | PA      | $7980.00       | 0.00%             | 2042-11-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101615.20     | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1084000 | PA      | $446.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1960493 | PA      | $1613135.62    | 0.16%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| 1301 Trust                                                                       | 1301 Trust, Series 2025-1301, Class F                                                                             | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      431000 | PA      | $449139.13     | 0.05%             | 2042-08-11      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1381 | PA      | $1305.44       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                         | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B2                                                 | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      373762 | PA      | $374770.00     | 0.04%             | 2033-09-20      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      162000 | PA      | $161382.78     | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    13167193 | PA      | $769558.57     | 0.08%             | 2030-01-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133BRUS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40732 | PA      | $40371.17      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Homes Trust                                                                      | Homes Trust, Series 2024-NQM2, Class A1                                                                           | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |      493447 | PA      | $495742.39     | 0.05%             | 2069-10-25      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      794049 | PA      | $683694.42     | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                   | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       96000 | PA      | $89013.82      | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3678000 | PA      | $3685718.06    | 0.38%             | 2026-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      486934 | PA      | $494251.73     | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc., Series G                                                                                           | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      205000 | PA      | $208023.96     | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| Mortgage Loan Resecuritization Trust                                             | Mortgage Loan Resecuritization Trust, Series 2009-RS1, Class A85                                                  | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101652 | PA      | $100216.54     | 0.01%             | 2036-04-16      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| BXMT Ltd.                                                                        | BXMT Ltd., Series 2025-FL5, Class A                                                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      314000 | PA      | $313727.64     | 0.03%             | 2042-10-18      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2597600000 | PA      | $566113.67     | 0.06%             | 2030-09-18      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Baxalta, Inc.                                                                    | Baxalta, Inc.                                                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |      106000 | PA      | $98665.27      | 0.01%             | 2045-06-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PPL Capital Funding, Inc.                                                        | PPL Capital Funding, Inc.                                                                                         | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      203000 | PA      | $198893.36     | 0.02%             | 2030-04-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                         | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      142000 | PA      | $124212.99     | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      295000 | PA      | $276217.11     | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                             | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47320 | PA      | $48554.42      | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427QH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      488593 | PA      | $499753.12     | 0.05%             | 2055-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WKK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23630 | PA      | $22724.31      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5235000 | PA      | $9633.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust, Series 2026-2A, Class A                                                                      | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      312000 | PA      | $311556.03     | 0.03%             | 2035-04-16      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       81696 | PA      | $70030.33      | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         903 | PA      | $876.90        | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      -63000 | PA      | $-1546.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17911.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138AUPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4940 | PA      | $4889.31       | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      -35000 | PA      | $-6.06         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     7976000 | PA      | $-27381.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                              | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193895.48     | 0.02%             | 2031-03-21      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65607 | PA      | $65510.71      | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      135000 | PA      | $125245.07     | 0.01%             | 2034-02-20      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       54000 | PA      | $58459.86      | 0.01%             | 2033-03-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132GVGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12133 | PA      | $11483.11      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48405 | PA      | $46025.40      | 0.00%             | 2032-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      161000 | PA      | $122652.86     | 0.01%             | 2047-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                    | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99479.96      | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98911.44      | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $522.98        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19010.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HHV77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79723 | PA      | $76189.51      | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5277 | PA      | $5112.71       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XPDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      745893 | PA      | $739025.87     | 0.08%             | 2053-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1057414 | PA      | $857502.26     | 0.09%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A                                          | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9434 | PA      | $9105.65       | 0.00%             | 2037-03-25      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35310 | PA      | $34835.56      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7246 | PA      | $6842.76       | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      209000 | PA      | $223957.03     | 0.02%             | 2043-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                   | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      151000 | PA      | $154725.07     | 0.02%             | 2041-02-08      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      449000 | PA      | $417678.63     | 0.04%             | 2055-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                           | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      110000 | PA      | $83746.98      | 0.01%             | 2045-01-26      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     4720000 | PA      | $219933.27     | 0.02%             | 2032-11-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                                        | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                            | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    58529045 | NS      | $58529044.83   | 5.98%             |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                          | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      208000 | PA      | $207615.27     | 0.02%             | 2028-03-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                        | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      130000 | PA      | $137479.46     | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                       | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      171000 | PA      | $172376.04     | 0.02%             | 2028-01-31      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99043.58      | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101363.80     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                 | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79388.07      | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Canadian Dollar                                                                  | Canadian Dollar                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      518744 | OU      | $372902.18     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-272.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140GUMN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63723 | PA      | $62685.71      | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3903424 | PA      | $3935836.55    | 0.40%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75855 | PA      | $71632.75      | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |        5952 | PA      | $-1110.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      428000 | PA      | $396454.45     | 0.04%             | 2037-03-08      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M3                                                   | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105864 | PA      | $106747.10     | 0.01%             | 2055-02-25      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6054.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   376100000 | PA      | $59507.06      | 0.01%             | 2050-10-26      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Alternative Note Asset Trust                                       | Merrill Lynch Alternative Note Asset Trust, Series 2007-OAR2, Class A2                                            | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69884 | PA      | $56504.09      | 0.01%             | 2037-04-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      181000 | PA      | $181120.12     | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       97000 | PA      | $95647.63      | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2025-167G, Class E                                                              | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75000 | PA      | $74648.09      | 0.01%             | 2040-08-10      | Variable      | 8.20%                 | No            | 2                  | On Loan: No      |
| UNIV Trust                                                                       | UNIV Trust, Series 2025-APTS, Class B                                                                             | CUSIP: 91336XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99650.02      | 0.01%             | 2042-11-15      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14.47         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F042442<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      -58000 | PA      | $-57582.23     | -0.01%            | 2041-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      325619 | PA      | $309044.14     | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                        | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123429.56     | 0.01%             | 2029-06-12      | Variable      | 5.78%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      313000 | PA      | $226267.48     | 0.02%             | 2067-09-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23735 | PA      | $23603.35      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                     | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      440000 | PA      | $478885.28     | 0.05%             | 2034-08-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      381000 | PA      | $345093.30     | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      158663 | PA      | $131145.99     | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-324.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Homes Trust                                                                      | Homes Trust, Series 2025-NQM2, Class A1                                                                           | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      723941 | PA      | $725269.19     | 0.07%             | 2070-02-25      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140FNBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17220 | PA      | $16842.68      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      343039 | PA      | $303552.97     | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    91463000 | PA      | $-864.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87491 | PA      | $88421.73      | 0.01%             | 2043-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      911249 | PA      | $903038.96     | 0.09%             | 2053-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes LLC                                    | Arbor Realty Commercial Real Estate Notes LLC, Series 2025-FL1, Class A                                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $637901.06     | 0.07%             | 2043-01-20      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -2412000 | PA      | $-97077.30     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4557500 | PA      | $4560170.42    | 0.47%             | 2027-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-99.66        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      114000 | PA      | $113523.63     | 0.01%             | 2027-01-20      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 1A                                                   | CUSIP: 126686AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4403 | PA      | $4351.39       | 0.00%             | 2036-11-15      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6906 | PA      | $7244.65       | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                  | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      102000 | PA      | $102706.13     | 0.01%             | 2046-03-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQ4J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28080 | PA      | $29122.79      | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $595.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      209300 | PA      | $2034.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119946 | PA      | $97144.70      | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QFBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110501 | PA      | $105365.23     | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $431716.35     | 0.04%             | 2033-08-08      | Fixed         | 6.92%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2024-NQM1, Class B1                                                                            | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      148000 | PA      | $148851.38     | 0.02%             | 2068-12-25      | Variable      | 7.39%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $338908.19     | 0.03%             | 2034-04-20      | Variable      | 3.74%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      134000 | PA      | $129464.21     | 0.01%             | 2041-02-02      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     4379090 | PA      | $109032.82     | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       22000 | PA      | $20035.08      | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5068283 | PA      | $5019239.53    | 0.51%             | 2053-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       84000 | PA      | $75743.86      | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| OZLM XVIII Ltd.                                                                  | OZLM XVIII Ltd., Series 2018-18A, Class B                                                                         | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |      227184 | PA      | $226641.95     | 0.02%             | 2031-04-15      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36181GFM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14962 | PA      | $14091.38      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-3T1, Class 1A1                                                                | CUSIP: 02149VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8949 | PA      | $3785.71       | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      902000 | PA      | $886691.60     | 0.09%             | 2027-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-92.49        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36241LVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10263 | PA      | $10476.24      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      131000 | PA      | $98250.00      | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                          | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      125000 | PA      | $103048.64     | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13092.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1840.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      108000 | PA      | $109372.28     | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133L8FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      153074 | PA      | $138504.10     | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 25 Ltd.                                        | GoldenTree Loan Management US CLO 25 Ltd., Series 2025-25A, Class A                                               | CUSIP: 38139XAC5<br>LEI: 254900NWYEI4MM854T50 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250123.35     | 0.03%             | 2037-04-20      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                      | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      241000 | PA      | $236319.64     | 0.02%             | 2028-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8159 | PA      | $7928.22       | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      209650 | PA      | $206745.67     | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     8000000 | PA      | $136695.94     | 0.01%             | 2037-03-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38810.69      | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| STL Holding Co. LLC                                                              | STL Holding Co. LLC                                                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       80000 | PA      | $82650.80      | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $246.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                             | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1451000 | PA      | $1067936.00    | 0.11%             | 2050-01-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           2 | NC      | $406.25        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1532.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XCAT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133945 | PA      | $123567.68     | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20851 | PA      | $20675.66      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| INCREF LLC                                                                       | INCREF LLC, Series 2025-FL1, Class A                                                                              | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $99931.43      | 0.01%             | 2042-10-19      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1                                                       | CUSIP: 126694N46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11488 | PA      | $10595.05      | 0.00%             | 2046-04-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NHBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32034 | PA      | $31744.92      | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138X55B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15360 | PA      | $14928.09      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -98000 | PA      | $-829.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2707.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                      | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       69000 | PA      | $67172.10      | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                 | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      252000 | PA      | $248994.37     | 0.03%             | 2027-05-03      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Bletchley Park Funding plc                                                       | Bletchley Park Funding plc, Series 2025-1, Class D                                                                | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $131899.39     | 0.01%             | 2070-01-27      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| SG Residential Mortgage Trust                                                    | SG Residential Mortgage Trust, Series 2021-1, Class A1                                                            | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      447726 | PA      | $376798.21     | 0.04%             | 2061-07-25      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      381000 | PA      | $376429.05     | 0.04%             | 2037-03-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Petroleos de Venezuela SA                                                        | Petroleos de Venezuela SA                                                                                         | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |       50000 | PA      | $17080.00      | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO 48 Ltd.                                              | Benefit Street Partners CLO 48 Ltd., Series 2026-48A, Class A                                                     | CUSIP: 08187TAA2<br>LEI: 2549006BTXPGNT2KUY61 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.03%             | 2038-04-20      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7150 | PA      | $7050.95       | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      327000 | PA      | $305076.63     | 0.03%             | 2046-02-04      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1005 | PA      | $976.59        | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      122000 | PA      | $107475.04     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195100 | PA      | $181001.21     | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Versant Media Group, Inc.                                                        | Versant Media Group, Inc.                                                                                         | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9210.61       | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      431939 | PA      | $334485.97     | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                         | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      112000 | PA      | $120607.03     | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M7CL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8630 | PA      | $8551.16       | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| American Transmission Co. LLC                                                    | American Transmission Co. LLC                                                                                     | CUSIP: 03028PAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $9912.10       | 0.00%             | 2056-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4169300 | PA      | $3915558.99    | 0.40%             | 2028-09-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12105 | PA      | $12166.99      | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140H3H82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13973 | PA      | $13742.43      | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      404089 | PA      | $410161.07     | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The), Series J                                                                     | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      135000 | PA      | $135345.19     | 0.01%             | 2034-04-26      | Variable      | 4.97%                 | No            | 2                  | On Loan: No      |
| MASTR Resecuritization Trust                                                     | MASTR Resecuritization Trust, Series 2008-3, Class A1                                                             | CUSIP: 57643EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12877 | PA      | $3798.75       | 0.00%             | 2037-08-25      | Variable      | 3.28%                 | No            | 2                  | On Loan: No      |
| BBAM US CLO V Ltd.                                                               | BBAM US CLO V Ltd., Series 2025-5A, Class A1                                                                      | CUSIP: 05556BAA0<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250159.88     | 0.03%             | 2038-07-25      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                  | CUSIP: 023135DT0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      280000 | PA      | $320798.70     | 0.03%             | 2064-03-16      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      692000 | PA      | $18.63         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series E                                                                          | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      173000 | PA      | $153289.74     | 0.02%             | 2052-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XRDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      533971 | PA      | $528376.72     | 0.05%             | 2054-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-699.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427SGW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3205268 | PA      | $3176225.64    | 0.32%             | 2054-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93291.77      | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1760000 | PA      | $1829046.35    | 0.19%             | 2056-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| India Clean Energy Holdings                                                      | India Clean Energy Holdings                                                                                       | CUSIP: N/A<br>LEI: 254900XQFJ9593DCY022       | Long             | DBT              | CORP              | MU        |      900000 | PA      | $871515.00     | 0.09%             | 2027-04-18      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21935 | PA      | $20998.75      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B9, Class XA                                                                | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      928830 | PA      | $21129.59      | 0.00%             | 2052-03-15      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| MF1 LLC                                                                          | MF1 Multifamily Housing Mortgage Loan Trust, Series 2025-FL19, Class A                                            | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      169000 | PA      | $169103.73     | 0.02%             | 2042-05-18      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-AR19, Class 3A1                                                     | CUSIP: 45669NAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61841 | PA      | $39928.24      | 0.00%             | 2037-09-25      | Variable      | 3.83%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2025-167G, Class A                                                              | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      491000 | PA      | $489057.16     | 0.05%             | 2040-08-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 3622A2AE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       96867 | PA      | $95702.51      | 0.01%             | 2042-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury Long Bond                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         262 | NC      | $-390913.92    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |      -90000 | PA      | $-93530.78     | -0.01%            | 2056-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                             | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $189719.31     | 0.02%             | 2029-01-14      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      358988 | PA      | $309950.59     | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101420.39     | 0.01%             | 2028-03-02      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      347000 | PA      | $341101.00     | 0.03%             | 2028-03-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital USA LLC                                                    | TotalEnergies Capital USA LLC                                                                                     | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99077.38      | 0.01%             | 2031-01-13      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      321847 | PA      | $279003.34     | 0.03%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      153992 | PA      | $137092.18     | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EURO Parfums Fze                                                                 | EURO Parfums Fze, 1st Lien Term Loan                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       48018 | PA      | $47840.66      | 0.00%             | 2030-01-01      | Variable      | 9.12%                 | No            | 3                  | On Loan: No      |
| SG Residential Mortgage Trust                                                    | SG Residential Mortgage Trust, Series 2025-1, Class ALCF                                                          | CUSIP: 81880NAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99848.16      | 0.01%             | 2065-12-25      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                                    | Letras do Tesouro Nacional Treasury Bills                                                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |         967 | PA      | $180771.70     | 0.02%             | 2026-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5508, Class FE                                       | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      303156 | PA      | $306624.04     | 0.03%             | 2055-02-25      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2026-DSC1, Class A1                                                   | CUSIP: 36276BAA4<br>LEI: 254900D34P4JFEYPLX58 | Long             | ABS-MBS          | CORP              | US        |     1482234 | PA      | $1468580.94    | 0.15%             | 2066-05-25      | Variable      | 4.72%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HHWM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10193 | PA      | $9788.93       | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-641.65       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      295000 | PA      | $214671.85     | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27335 | PA      | $22181.01      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      225000 | PA      | $211066.54     | 0.02%             | 2048-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12029 | PA      | $11609.67      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                                                         | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |      500000 | PA      | $388407.09     | 0.04%             | 2033-01-21      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class E                                                         | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105700 | PA      | $105413.35     | 0.01%             | 2034-11-15      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |      -56000 | PA      | $-48168.75     | -0.00%            | 2056-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Infinity Natural Resources LLC                                                   | Infinity Natural Resources LLC                                                                                    | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30158.40      | 0.00%             | 2031-04-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      291000 | PA      | $293723.53     | 0.03%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4357000 | PA      | $4208431.35    | 0.43%             | 2056-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      257085 | PA      | $263901.44     | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class A1B                                                           | CUSIP: 46660BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      354186 | PA      | $351349.46     | 0.04%             | 2056-06-25      | Variable      | 4.96%                 | No            | 2                  | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                            | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      336000 | PA      | $399392.16     | 0.04%             | 2036-07-15      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1527 | PA      | $1481.01       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                               | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      104000 | PA      | $76947.94      | 0.01%             | 2051-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427QFB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      701046 | PA      | $717602.31     | 0.07%             | 2055-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2317 | PA      | $2298.34       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                      | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13303.13      | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       66021 | PA      | $305735.28     | 0.03%             | 2042-11-13      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                            | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      180000 | PA      | $167981.28     | 0.02%             | 2029-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKWM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28979 | PA      | $27882.46      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2017-2, Class M4                                                   | CUSIP: 92258VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26115 | PA      | $23730.57      | 0.00%             | 2047-11-25      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                                                | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10434 | PA      | $9576.20       | 0.00%             | 2047-04-25      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58345 | PA      | $56341.48      | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4584 | PA      | $4516.15       | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KE4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17133 | PA      | $16827.72      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5499, Class FW                                       | CUSIP: 3137HJX51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      598356 | PA      | $602947.05     | 0.06%             | 2055-02-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Sandstone Peak IV Ltd.                                                           | Sandstone Peak IV Ltd., Series 2025-1A, Class A1                                                                  | CUSIP: 80012AAA3<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250034.38     | 0.03%             | 2039-01-20      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427QMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1066944 | PA      | $1060987.84    | 0.11%             | 2053-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2026-NQM2, Class A1LC                                                                | CUSIP: 227924AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      472905 | PA      | $468109.01     | 0.05%             | 2061-03-25      | Variable      | 4.96%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8728 | PA      | $8558.62       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BPR Commercial Mortgage Trust                                                    | BPR Commercial Mortgage Trust, Series 2024-PARK, Class A                                                          | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101056.38     | 0.01%             | 2039-11-05      | Variable      | 4.87%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65809 | PA      | $64281.68      | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                           | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      361000 | PA      | $366306.15     | 0.04%             | 2034-02-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      145000 | PA      | $147611.17     | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      143000 | PA      | $140682.08     | 0.01%             | 2034-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      195000 | PA      | $188873.43     | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3C                                                        | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       63029 | PA      | $43014.28      | 0.00%             | 2037-05-25      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-191.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                    | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class E                                                             | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |       73333 | PA      | $85789.68      | 0.01%             | 2034-10-18      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1806.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      180000 | PA      | $1982.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      197731 | PA      | $189859.12     | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2024-2X, Class D                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $133400.08     | 0.01%             | 2032-07-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17846 | PA      | $16973.49      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2006-4, Class 1A12                                                    | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43904 | PA      | $21971.44      | 0.00%             | 2046-10-25      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13680.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                            | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195914.00     | 0.02%             | 2035-11-14      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      221000 | PA      | $219999.48     | 0.02%             | 2033-05-24      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5063.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2020-SPT1, Class PT                                                                            | CUSIP: 12659LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337418 | PA      | $338210.19     | 0.03%             | 2065-04-25      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| Park Blue CLO Ltd.                                                               | Park Blue CLO Ltd., Series 2025-10A, Class A1                                                                     | CUSIP: 70019YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249948.80     | 0.03%             | 2039-01-20      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       37000 | PA      | $659.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -268000 | PA      | $-408.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90479 | PA      | $84193.06      | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1878 | PA      | $1847.65       | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      515000 | PA      | $517643.40     | 0.05%             | 2028-03-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      140004 | PA      | $131712.94     | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                 | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      106000 | PA      | $111521.40     | 0.01%             | 2037-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9646 | PA      | $9324.27       | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Metropolitan Transportation Authority                                            | Metropolitan Transportation Authority, Series 2010A                                                               | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      195000 | PA      | $208294.77     | 0.02%             | 2039-11-15      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1600274 | PA      | $3920.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XNSA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      354678 | PA      | $351627.63     | 0.04%             | 2053-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      272949 | PA      | $250026.32     | 0.03%             | 2044-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ACRA Trust                                                                       | ACRA Trust, Series 2024-NQM1, Class A1                                                                            | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      261353 | PA      | $262013.83     | 0.03%             | 2064-10-25      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO 32 Ltd.                                                            | Ballyrock CLO 32 Ltd., Series 2025-32A, Class B                                                                   | CUSIP: 058944AG4<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250025.58     | 0.03%             | 2039-01-25      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class XD                                                 | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $5279.61       | 0.00%             | 2049-08-15      | Variable      | 1.41%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3616416 | PA      | $175.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88169 | PA      | $75834.67      | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      454651 | PA      | $407850.30     | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      101000 | PA      | $102573.07     | 0.01%             | 2033-09-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12833 | PA      | $12462.51      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       98583 | PA      | $81041.03      | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| OZLM Funding II Ltd.                                                             | OZLM Funding II Ltd., Series 2012-2A, Class AR4                                                                   | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249780.10     | 0.03%             | 2037-07-30      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2633 | PA      | $2659.13       | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1107 | PA      | $1065.51       | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Household Capital RMBS                                                           | Household Capital RMBS, Series 2025-1, Class A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      165037 | PA      | $112999.39     | 0.01%             | 2087-07-21      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Vista Point Securitization Trust                                                 | Vista Point Securitization Trust, Series 2026-CES1, Class A2                                                      | CUSIP: 92790EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      270500 | PA      | $266508.07     | 0.03%             | 2056-02-25      | Variable      | 5.23%                 | No            | 2                  | On Loan: No      |
| Upland CLO Ltd.                                                                  | Upland CLO Ltd., Series 2016-1A, Class A2R                                                                        | CUSIP: 915328AW8<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |      142190 | PA      | $141982.02     | 0.01%             | 2031-04-20      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Santander Consumo 10 FT                                                          | Santander Consumo 10 FT, Series 10, Class C                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $115589.16     | 0.01%             | 2041-05-22      | Floating      | 3.74%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      184000 | PA      | $177499.94     | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36196FZH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24440 | PA      | $22643.12      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                                    | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class A2A                                         | CUSIP: 25151XAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79006 | PA      | $72954.26      | 0.01%             | 2047-08-25      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2025-UK2X, Class B                                                                          | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |       85203 | PA      | $112455.69     | 0.01%             | 2035-02-18      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140Q8D36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132508 | PA      | $130365.08     | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132M4QU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6134 | PA      | $5798.12       | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Maxam Prill SARL                                                                 | Maxam Prill SARL                                                                                                  | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $114227.42     | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| West Deptford Energy Holdings LLC                                                | West Deptford Energy Holdings LLC, 1st Lien Term Loan                                                             | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |       96272 | PA      | $95670.80      | 0.01%             | 2032-07-26      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      437000 | PA      | $412749.03     | 0.04%             | 2030-11-05      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |       22700 | PA      | $171.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 3617BFTR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30535 | PA      | $29868.57      | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $114999.74     | 0.01%             | 2033-07-17      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58709 | PA      | $54123.14      | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      113000 | PA      | $109719.08     | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X9MV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12071 | PA      | $11498.51      | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XLEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      121738 | PA      | $125775.21     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168469 | PA      | $170335.89     | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MLTI Trust                                                                       | MLTI Trust, Series 2026-SF75, Class E                                                                             | CUSIP: 55318JAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      221400 | PA      | $220159.25     | 0.02%             | 2031-03-15      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      629269 | PA      | $539925.20     | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |      117000 | PA      | $90414.39      | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55711 | PA      | $53560.81      | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A1                                                   | CUSIP: 36277LAA1<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-O            | CORP              | US        |      637136 | PA      | $631563.77     | 0.06%             | 2056-05-25      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      329000 | PA      | $250524.86     | 0.03%             | 2062-08-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36297FRM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3886 | PA      | $3876.16       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      870000 | PA      | $-1628.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5075.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140N6TX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13957 | PA      | $14480.83      | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1492 | PA      | $1447.71       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6663 | PA      | $6462.91       | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                   | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      327000 | PA      | $331943.65     | 0.03%             | 2030-06-10      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/KRW One-touch barrier option; Barrier price USD 1,415.00000                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       32000 | PA      | $148.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      215000 | PA      | $215932.75     | 0.02%             | 2028-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XJQU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63580 | PA      | $57003.35      | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3596.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21953.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1220.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111310.36     | 0.01%             | 2031-03-05      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Colombian Peso                                                                   | Colombian Peso                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |   425352702 | OU      | $115784.77     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | S&P 500 E-Mini Index                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           3 | NC      | $-21641.69     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series C                                                               | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      139000 | PA      | $107838.82     | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-22T1, Class A1                                                                | CUSIP: 12667GGN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88515 | PA      | $78291.20      | 0.01%             | 2035-06-25      | Floating      | 4.14%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20759 | PA      | $20001.37      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                          | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81015.61      | 0.01%             | 2035-07-23      | Variable      | 5.40%                 | No            | 2                  | On Loan: No      |
| Hong Kong Dollar                                                                 | Hong Kong Dollar                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |       62354 | OU      | $7952.15       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X9ZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85696 | PA      | $79057.29      | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC, Series 2025-1A, Class A2I                                                                  | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      387030 | PA      | $383342.65     | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                               | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95724.54      | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3767 | PA      | $3636.68       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-4A, Class M1                                                          | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11808 | PA      | $11326.95      | 0.00%             | 2036-01-25      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       10000 | PA      | $-177.79       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9468.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   388773644 | PA      | $-4538.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1670000 | PA      | $1075714.84    | 0.11%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1460600 | PA      | $-2457.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust, Series 2025-MFS, Class E                                                                              | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      295000 | PA      | $296605.92     | 0.03%             | 2033-06-10      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                     | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      255000 | PA      | $220182.73     | 0.02%             | 2042-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XBKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115321 | PA      | $106281.63     | 0.01%             | 2036-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Note                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -3 | NC      | $-421.88       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      197000 | PA      | $118122.18     | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132Y1WP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      124508 | PA      | $122603.16     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-4A, Class A1                                                          | CUSIP: 07324SCR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16181 | PA      | $15483.66      | 0.00%             | 2036-01-25      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67238 | PA      | $55443.18      | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XJVT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186794 | PA      | $172081.40     | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101727.07     | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      333460 | PA      | $273658.18     | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A3                                                                              | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       36957 | PA      | $2035.67       | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29346 | PA      | $26526.57      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2026-NQM1, Class A1                                                    | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1189472 | PA      | $1177896.21    | 0.12%             | 2071-02-25      | Variable      | 4.77%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36849.09      | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CWABS Revolving Home Equity Loan Trust                                           | CWABS Revolving Home Equity Loan Trust, Series 2004-U, Class 2A                                                   | CUSIP: 126673VE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        3553 | PA      | $3528.33       | 0.00%             | 2034-03-15      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      145000 | PA      | $140819.89     | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      847000 | PA      | $844365.30     | 0.09%             | 2036-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                         | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201769.69     | 0.02%             | 2031-03-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                         | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      123000 | PA      | $124121.83     | 0.01%             | 2028-01-12      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          -8 | NC      | $475.90        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Granite Ridge Resources, Inc.                                                    | Granite Ridge Resources, Inc.                                                                                     | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |      424000 | PA      | $414168.42     | 0.04%             | 2029-11-05      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                     | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107657.20     | 0.01%             | 2037-11-30      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                   | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103215.60     | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1287788 | PA      | $1108715.65    | 0.11%             | 2051-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2806000 | PA      | $2707530.89    | 0.28%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-TALL, Class A                                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35000 | PA      | $33163.78      | 0.00%             | 2037-03-15      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| Cassia SRL                                                                       | Cassia SRL, Series 2022-1A, Class A                                                                               | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |      345909 | PA      | $401758.58     | 0.04%             | 2034-05-22      | Floating      | 4.52%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-63, Class FH                               | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      321411 | PA      | $323182.27     | 0.03%             | 2054-09-25      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class E                                                           | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72000 | PA      | $73951.20      | 0.01%             | 2029-11-10      | Variable      | 8.60%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2025-9, Class FE                             | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      253652 | PA      | $255073.01     | 0.03%             | 2055-01-20      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2004-FFH3, Class M3                                                    | CUSIP: 32027NLT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       32547 | PA      | $30224.26      | 0.00%             | 2034-10-25      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| Concord Music Royalties LLC                                                      | Concord Music Royalties LLC, Series 2024-1A, Class A                                                              | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100387.60     | 0.01%             | 2074-10-20      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11397 | PA      | $10420.07      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GLP Pte. Ltd.                                                                    | GLP Pte. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 254900PC2NNG9BLIJO15       | Long             | DBT              | CORP              | SG        |      200000 | PA      | $163500.00     | 0.02%             | 2028-05-20      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| BBCMS Trust                                                                      | BBCMS Trust, Series 2015-SRCH, Class A1                                                                           | CUSIP: 05547HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23222 | PA      | $22836.95      | 0.00%             | 2035-08-10      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       89000 | PA      | $88536.28      | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102868.16     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1991.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Silver Point CLO 12 Ltd.                                                         | Silver Point CLO 12 Ltd., Series 2025-12A, Class A1                                                               | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250076.68     | 0.03%             | 2038-10-15      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2629000 | PA      | $2611987.69    | 0.27%             | 2026-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2365200 | PA      | $-12135.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Studio City Co. Ltd.                                                             | Studio City Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 984500V5401EFT095A58       | Long             | DBT              | CORP              | VG        |      200000 | PA      | $199600.00     | 0.02%             | 2027-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       96000 | PA      | $94875.12      | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QA4A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      664277 | PA      | $656602.02     | 0.07%             | 2049-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2018-B8, Class XA                                                                | CUSIP: 08162UAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4322380 | PA      | $54695.40      | 0.01%             | 2052-01-15      | Variable      | 0.61%                 | No            | 2                  | On Loan: No      |
| VEGAS Trust                                                                      | VEGAS Trust, Series 2024-GCS, Class D                                                                             | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      943000 | PA      | $938215.22     | 0.10%             | 2036-07-10      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     1697000 | PA      | $1713650.64    | 0.18%             | 2031-12-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3708600 | PA      | $3754957.50    | 0.38%             | 2028-08-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19550.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc., Series A                                                                                | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      124000 | PA      | $127611.75     | 0.01%             | 2055-02-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      195000 | PA      | $147242.70     | 0.02%             | 2050-03-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36197MQM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14023 | PA      | $13758.28      | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      368000 | PA      | $422140.42     | 0.04%             | 2036-05-22      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Hunterstown Generation LLC                                                       | Hunterstown Generation LLC, 1st Lien Term Loan                                                                    | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       71064 | PA      | $71049.20      | 0.01%             | 2031-11-06      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-199.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66431 | PA      | $53837.46      | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                           | Merrill Lynch Mortgage Investors Trust, Series 2006-OPT1, Class M1                                                | CUSIP: 59022VAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35281 | PA      | $36916.90      | 0.00%             | 2037-08-25      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      277167 | PA      | $265217.79     | 0.03%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DTP79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44060 | PA      | $35649.44      | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14425.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99454.65      | 0.01%             | 2056-02-15      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      182000 | PA      | $162133.78     | 0.02%             | 2031-01-08      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12023 | PA      | $11757.49      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                  | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192399.64     | 0.02%             | 2035-07-20      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      416000 | PA      | $399979.13     | 0.04%             | 2036-02-04      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133CCDJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39391 | PA      | $38960.40      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQYZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53306 | PA      | $53797.39      | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140ATJ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68513 | PA      | $70036.81      | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      257000 | PA      | $242334.90     | 0.02%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -16265000 | PA      | $-60725.63     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     4817020 | PA      | $176593.68     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-8RA, Class AR2                                                                          | CUSIP: 670898AW5<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249811.60     | 0.03%             | 2038-10-17      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      435818 | PA      | $377244.59     | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      285000 | PA      | $190650.16     | 0.02%             | 2032-08-13      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -813500 | PA      | $-5634.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99055.00      | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4167000 | PA      | $4237031.44    | 0.43%             | 2056-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74361 | PA      | $71550.63      | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      768000 | PA      | $767985.51     | 0.08%             | 2028-08-23      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                           | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96939.60      | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                              | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      157000 | PA      | $157238.02     | 0.02%             | 2034-05-01      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      182000 | PA      | $164748.78     | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2025-A, Class A                                                           | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230000 | PA      | $228980.43     | 0.02%             | 2034-11-20      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      229000 | PA      | $224996.02     | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            | 2                  | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                             | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      320000 | PA      | $310800.28     | 0.03%             | 2054-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      376265 | PA      | $308377.64     | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                            | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       92000 | PA      | $89124.67      | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     2620000 | PA      | $105857.21     | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418RQM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19733 | PA      | $19942.75      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                         | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      276000 | PA      | $283718.89     | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90843.51      | 0.01%             | 2050-10-01      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                       | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      224000 | PA      | $252723.99     | 0.03%             | 2034-05-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BRES Commercial Mortgage Trust                                                   | BRES Commercial Mortgage Trust, Series 2025-ATCAP, Class A                                                        | CUSIP: 05619GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      506000 | PA      | $504813.13     | 0.05%             | 2042-11-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200733.53     | 0.02%             | 2028-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2258 | PA      | $2225.47       | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Domain Greenbough Issuer LLC                                                     | Domain Greenbough Issuer 2 LLC                                                                                    | CUSIP: 25704PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      172623 | PA      | $172415.85     | 0.02%             | 2032-01-23      | Variable      | 14.57%                | No            | 3                  | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-2X, Class D                                                                         | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       85043 | PA      | $111430.43     | 0.01%             | 2035-02-17      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     8700594 | PA      | $480312.38     | 0.05%             | 2037-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125334 | PA      | $125845.96     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1999-5, Class A5                                                                    | CUSIP: 3935053P5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22836 | PA      | $5525.39       | 0.00%             | 2030-03-01      | Variable      | 7.86%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140BNZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144107 | PA      | $147435.74     | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $515.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      432375 | PA      | $373541.24     | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                        | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class C                                                    | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      101234 | PA      | $116513.15     | 0.01%             | 2037-06-22      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Progroup AG                                                                      | Progroup AG                                                                                                       | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113139.39     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGWN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5363735 | PA      | $4540939.42    | 0.46%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -1071955 | PA      | $-11478.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-19A, Class A1R2                                                                         | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $748494.08     | 0.08%             | 2038-04-20      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      149000 | PA      | $151794.05     | 0.02%             | 2055-08-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                            | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       78000 | PA      | $61128.31      | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      -74000 | PA      | $-2318.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| F&G Annuities & Life, Inc.                                                       | F&G Annuities & Life, Inc.                                                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101780.70     | 0.01%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                         | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        1535 | NS      | $88078.30      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                                                              | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $192100.00     | 0.02%             | 2030-08-04      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2951.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Kentucky, Inc.                                                       | Duke Energy Kentucky, Inc.                                                                                        | CUSIP: N/A<br>LEI: 8DFCA0P2BKMHOESX4E68       | Long             | DBT              | CORP              | US        |      458000 | PA      | $456855.00     | 0.05%             | 2035-09-15      | Fixed         | 5.90%                 | Yes           | 3                  | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                            | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99176.83      | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       86000 | PA      | $67693.45      | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-BA, Class A1B                                                              | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      792980 | PA      | $796924.00     | 0.08%             | 2055-05-17      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      509000 | PA      | $-1747.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Czech Koruna                                                                     | Czech Koruna                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |     1256331 | OU      | $59167.94      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Algoma Steel Group, Inc.                                                         | Algoma Steel Group, Inc.                                                                                          | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       15104 | NS      | $62379.52      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-SL1, Class A2                                      | CUSIP: 14983AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       72832 | PA      | $2069.83       | 0.00%             | 2036-09-25      | Variable      | 6.06%                 | No            | 2                  | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class F                                                         | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       87500 | PA      | $86986.96      | 0.01%             | 2034-11-15      | Floating      | 8.86%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       62300 | PA      | $28471.10      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ownit Mortgage Loan Trust                                                        | Ownit Mortgage Loan Trust, Series 2006-2, Class A2C                                                               | CUSIP: 69121PDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50217 | PA      | $45801.69      | 0.00%             | 2037-01-25      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -803000 | PA      | $-570882.81    | -0.06%            | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193316 | PA      | $198673.54     | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99737.80      | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| Fremont Home Loan Trust                                                          | Fremont Home Loan Trust, Series 2006-3, Class 1A1                                                                 | CUSIP: 35729MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56714 | PA      | $42539.78      | 0.00%             | 2037-02-25      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93478.45      | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                            | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99996.76      | 0.01%             | 2055-04-01      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7549900 | PA      | $7340803.18    | 0.75%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17732000 | PA      | $17752086.99   | 1.81%             | 2028-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      111768 | PA      | $623783.24     | 0.06%             | 2026-09-03      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BankAmerica Manufactured Housing Contract Trust                                  | BankAmerica Manufactured Housing Contract Trust, Series 1998-2, Class B1                                          | CUSIP: 06606TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $19490.13      | 0.00%             | 2030-12-10      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      340000 | PA      | $298479.80     | 0.03%             | 2031-11-19      | Variable      | 1.76%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2025-INV2, Class A1                                                    | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |      286676 | PA      | $287299.34     | 0.03%             | 2070-05-26      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3584 | PA      | $3479.20       | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F012445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      179000 | PA      | $160885.79     | 0.02%             | 2041-04-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M96X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37063 | PA      | $35862.97      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |      -47000 | PA      | $-41951.89     | -0.00%            | 2056-04-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2008911 | PA      | $1990708.40    | 0.20%             | 2053-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                 | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      260000 | PA      | $254560.84     | 0.03%             | 2030-05-22      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1813.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -79000 | PA      | $-4.88         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -7021000 | PA      | $-207157.53    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1116.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      172000 | PA      | $150189.74     | 0.02%             | 2031-08-18      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6884 | PA      | $6759.53       | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2474.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22583191 | PA      | $-2403.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95234.79      | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| JW Commercial Mortgage Trust                                                     | JW Commercial Mortgage Trust, Series 2024-MRCO, Class D                                                           | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99750.00      | 0.01%             | 2039-06-15      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       97000 | PA      | $62454.39      | 0.01%             | 2055-11-01      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108330.45     | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4759000 | PA      | $3832110.37    | 0.39%             | 2056-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25923 | PA      | $24406.33      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200470.88     | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Sofi Consumer Loan Program Trust                                                 | Sofi Consumer Loan Program Trust, Series 2026-B, Class C                                                          | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       75000 | PA      | $74899.34      | 0.01%             | 2036-02-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2400000 | PA      | $-30.03        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99715 | PA      | $84383.44      | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2806633 | PA      | $-3763.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                                 | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A2                                                         | CUSIP: 67087TCU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       11649 | PA      | $3429.92       | 0.00%             | 2019-01-15      | Variable      | 5.26%                 | No            | 2                  | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       39000 | PA      | $40296.91      | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                      | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13535.30      | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3289.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1143.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class B1                                                          | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101086.05     | 0.01%             | 2065-05-25      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19246.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       59000 | PA      | $44173.85      | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| QXO, Inc.                                                                        | QXO, Inc.                                                                                                         | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1321 | NS      | $25653.82      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                         | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       54000 | PA      | $54069.30      | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-80.28        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                     | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14832.09      | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2025-H4, Class A1                                                                    | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      136438 | PA      | $137026.90     | 0.01%             | 2070-06-25      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XRDL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25686 | PA      | $25454.96      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18966 | PA      | $18540.73      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5539, Class FC                                       | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      309057 | PA      | $312371.71     | 0.03%             | 2055-05-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42201 | PA      | $40416.94      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       57000 | PA      | $55634.90      | 0.01%             | 2036-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      151000 | PA      | $133267.53     | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      126000 | PA      | $133208.50     | 0.01%             | 2033-10-28      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Ultra Note                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         151 | NC      | $-252593.97    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417GQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29582 | PA      | $27086.35      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      157949 | PA      | $85.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99353 | PA      | $95273.27      | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2025-NQM2, Class A1                                                            | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      511419 | PA      | $513437.33     | 0.05%             | 2065-09-25      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| DK Trust                                                                         | DK Trust, Series 2025-LXP, Class A                                                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332000 | PA      | $332000.00     | 0.03%             | 2037-08-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3634000 | PA      | $2260319.62    | 0.23%             | 2049-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1300000 | PA      | $23428.85      | 0.00%             | 2028-08-05      | Fixed         | 24.44%                | No            | 2                  | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                              | Flourishing Trade & Investment Ltd.                                                                               | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |      756567 | PA      | $776464.71     | 0.08%             | 2028-04-02      | Fixed         | 11.04%                | No            | 3                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      247000 | PA      | $136829.37     | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                             | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $207244.86     | 0.02%             | 2030-01-13      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                   | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      130000 | PA      | $119280.02     | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                 | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      286000 | PA      | $315981.14     | 0.03%             | 2034-11-13      | Variable      | 7.40%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class A                                 | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $360754.38     | 0.04%             | 2039-11-09      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |          77 | PA      | $-31.27        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      210146 | PA      | $172954.13     | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                             | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |      374000 | PA      | $352079.86     | 0.04%             | 2029-11-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7309 | PA      | $6670.37       | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cipher Compute LLC                                                               | Cipher Compute LLC                                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       12000 | PA      | $12432.35      | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      507170 | PA      | $468991.53     | 0.05%             | 2052-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                    | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      300000 | PA      | $325607.83     | 0.03%             | 2064-11-06      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      994000 | PA      | $938818.14     | 0.10%             | 2041-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                   | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      615000 | PA      | $565180.57     | 0.06%             | 2031-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                     | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       22000 | PA      | $16932.53      | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bond                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         148 | NC      | $-403257.82    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Ashford Hospitality Trust                                                        | Ashford Hospitality Trust, Series 2018-ASHF, Class D                                                              | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19000 | PA      | $18738.75      | 0.00%             | 2035-04-15      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                           | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       39000 | PA      | $29069.04      | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management SA                                                                                          | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      395000 | PA      | $414832.95     | 0.04%             | 2032-05-13      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Carrington Mortgage Loan Trust                                                   | Carrington Mortgage Loan Trust, Series 2006-NC4, Class A3                                                         | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12382 | PA      | $12164.42      | 0.00%             | 2036-10-25      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3241000 | PA      | $2272877.84    | 0.23%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BPR Commercial Mortgage Trust                                                    | BPR Commercial Mortgage Trust, Series 2025-STAR, Class A                                                          | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $247871.83     | 0.03%             | 2042-11-05      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1226000 | PA      | $893399.61     | 0.09%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      415000 | PA      | $371665.23     | 0.04%             | 2039-04-23      | Variable      | 4.41%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132WJUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14519 | PA      | $13237.59      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58383011 | PA      | $58651917.89   | 5.99%             | 2056-04-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      -37000 | PA      | $-1242.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          66 | PA      | $65.65         | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                     | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $100199.66     | 0.01%             | 2028-03-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68346 | PA      | $55599.05      | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Flagstar Bank NA                                                                 | Flagstar Bank NA                                                                                                  | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       24883 | NS      | $327709.11     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       42000 | PA      | $47894.22      | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2007-2, Class A4                                     | CUSIP: 655378AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7902 | PA      | $6644.96       | 0.00%             | 2037-06-25      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                        | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      138000 | PA      | $136545.69     | 0.01%             | 2032-01-26      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X9EC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17192 | PA      | $16370.61      | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series A                                                                                   | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      261000 | PA      | $268613.51     | 0.03%             | 2055-02-01      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Andiron Financing LLC                                                            | Andiron Financing LLC                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       40000 | PA      | $39652.00      | 0.00%             | 2030-01-21      | Floating      | 6.67%                 | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443399 | PA      | $459255.13     | 0.05%             | 2053-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                    | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      194000 | PA      | $197584.83     | 0.02%             | 2027-11-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100040.76     | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3088.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EP Infrastructure A/S                                                            | EP Infrastructure A/S                                                                                             | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      215000 | PA      | $240095.76     | 0.02%             | 2034-01-29      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $567.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $102780.06     | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         871 | PA      | $863.28        | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12449000 | PA      | $31554.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       47000 | PA      | $47998.01      | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                                              | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $4674.78       | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                    | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      237000 | PA      | $232316.36     | 0.02%             | 2033-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5644 | PA      | $5468.63       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Navient Refinance Loan Trust                                                     | Navient Refinance Loan Trust, Series 2025-C, Class A                                                              | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      227133 | PA      | $225926.90     | 0.02%             | 2055-10-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      235000 | PA      | $232764.42     | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2025-8, Class B1                                                                 | CUSIP: 19689DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100282.34     | 0.01%             | 2070-08-25      | Variable      | 7.10%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1600000 | PA      | $782375.01     | 0.08%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Navient Refinance Loan Trust                                                     | Navient Refinance Loan Trust, Series 2025-B, Class A                                                              | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      322306 | PA      | $320183.62     | 0.03%             | 2055-09-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      382907 | PA      | $364.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QCLT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      646406 | PA      | $635791.60     | 0.06%             | 2049-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                    | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      333000 | PA      | $248625.45     | 0.03%             | 2049-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Barbados                                                                         | Barbados Government Bond                                                                                          | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       41000 | PA      | $41861.00      | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10402.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Adler Financing SARL                                                             | ADLER Financing SARL                                                                                              | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |       87976 | PA      | $112437.05     | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                             | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      407000 | PA      | $404982.48     | 0.04%             | 2027-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C39, Class A5                                                                   | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       55000 | PA      | $55781.18      | 0.01%             | 2058-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                                                  | Canyon CLO Ltd., Series 2020-3A, Class A1R                                                                        | CUSIP: 13876RAN4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $330277.17     | 0.03%             | 2037-10-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2144489 | PA      | $4825.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      226000 | PA      | $228914.66     | 0.02%             | 2028-11-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-201.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                      | SV RNO Property Owner 1 LLC                                                                                       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       42000 | PA      | $41516.69      | 0.00%             | 2031-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130503 | PA      | $112723.79     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     4063000 | PA      | $72519.35      | 0.01%             | 2028-08-26      | Fixed         | 23.38%                | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2010EE                                                    | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      105000 | PA      | $108181.70     | 0.01%             | 2042-06-15      | Fixed         | 6.01%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class F                                                           | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      141000 | PA      | $139618.14     | 0.01%             | 2042-08-15      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98953.38      | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2554000 | PA      | $1198.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MAC Trust                                                                        | MAC Trust, Series 2025-801B, Class A                                                                              | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $345135.45     | 0.04%             | 2040-10-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                 | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100244.04     | 0.01%             | 2027-11-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Trestles CLO IX Ltd.                                                             | Trestles CLO IX Ltd., Series 2025-9A, Class A1                                                                    | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249932.65     | 0.03%             | 2039-01-15      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       94000 | PA      | $89186.79      | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      392869 | PA      | $345856.05     | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1226000 | PA      | $680765.24     | 0.07%             | 2051-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                         | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      477000 | PA      | $328962.81     | 0.03%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      561201 | PA      | $561201.39     | 0.06%             | 2041-05-15      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2136.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-96, Class FA                               | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      447023 | PA      | $450460.33     | 0.05%             | 2054-12-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133L8AU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      159142 | PA      | $146668.65     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1825700 | PA      | $1002922.63    | 0.10%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      109000 | PA      | $91830.58      | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC, Series E                                                                       | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      216000 | PA      | $214074.06     | 0.02%             | 2077-08-16      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2024-1, Class A1                                                     | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81671 | PA      | $82293.87      | 0.01%             | 2069-07-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                               | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |       28316 | PA      | $27310.78      | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3403884 | PA      | $3030998.25    | 0.31%             | 2052-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2026-XL6, Class E                                                            | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      165000 | PA      | $163971.75     | 0.02%             | 2043-03-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22355.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                             | CUSIP: 65339KDU1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      800000 | PA      | $890294.98     | 0.09%             | 2056-05-15      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2025-NQM4, Class B1                                                   | CUSIP: 64832FAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $106468.87     | 0.01%             | 2065-07-25      | Variable      | 7.02%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WHXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95347 | PA      | $86915.70      | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                               | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98790.40      | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                         | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98707.19      | 0.01%             | 2027-05-04      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37877 | PA      | $40150.11      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4                                      | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29519 | PA      | $19666.76      | 0.00%             | 2037-07-25      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      305000 | PA      | $236125.73     | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      690000 | PA      | $615339.85     | 0.06%             | 2041-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Weekley Homes LLC                                                                | Weekley Homes LLC                                                                                                 | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |       92000 | PA      | $89086.30      | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2005-E, Class A1                                                  | CUSIP: 073250BV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10872 | PA      | $11067.49      | 0.00%             | 2040-12-28      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      667054 | PA      | $572436.82     | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                                      | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class C                                               | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $132956.15     | 0.01%             | 2031-08-20      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XJXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      828713 | PA      | $793516.28     | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-BA, Class C                                                                | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $167238.45     | 0.02%             | 2055-05-17      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      532798 | PA      | $528025.50     | 0.05%             | 2053-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-CA, Class D                                                                | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235000 | PA      | $229198.72     | 0.02%             | 2065-06-22      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class F                                                                                | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |      360000 | PA      | $471770.59     | 0.05%             | 2031-08-20      | Floating      | 10.68%                | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179QJV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2824 | PA      | $2868.96       | 0.00%             | 2044-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468668 | PA      | $404099.92     | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $2200.00       | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     4290380 | PA      | $-707.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                       | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102513.00     | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    17301261 | PA      | $-1307.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Class FH                                                    | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      309973 | PA      | $313336.04     | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-4A, Class A1                                                          | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47083 | PA      | $44754.98      | 0.00%             | 2037-09-25      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103997.53     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16270 | PA      | $15750.57      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      403000 | PA      | $412312.02     | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2133000 | PA      | $1821632.00    | 0.19%             | 2043-08-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                               | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      200000 | PA      | $224145.67     | 0.02%             | 2027-04-22      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83743 | PA      | $80636.16      | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                             | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $101301.63     | 0.01%             | 2033-08-10      | Variable      | 5.41%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      299416 | PA      | $289903.22     | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                           | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $110000.00     | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                          | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       91000 | PA      | $91119.52      | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14940 | PA      | $14215.14      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      372000 | PA      | $371738.44     | 0.04%             | 2040-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HILT Commercial Mortgage Trust                                                   | HILT Commercial Mortgage Trust, Series 2024-ORL, Class C                                                          | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      406000 | PA      | $405746.25     | 0.04%             | 2037-05-15      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -2 | NC      | $-1375.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      212000 | PA      | $216409.32     | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2023-1A, Class A1R                                                                      | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249935.75     | 0.03%             | 2038-10-15      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176599 | PA      | $145530.54     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15559 | PA      | $14157.28      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      258000 | PA      | $238295.79     | 0.02%             | 2054-10-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2025-NQM2, Class A1                                                                            | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      444072 | PA      | $445971.73     | 0.05%             | 2070-04-25      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      251000 | PA      | $253070.73     | 0.03%             | 2028-03-27      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $211.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12467 | PA      | $11939.93      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36196FZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15274 | PA      | $14141.07      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      640000 | PA      | $172051.94     | 0.02%             | 2030-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5516, Class FC                                       | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4578023 | PA      | $4616241.48    | 0.47%             | 2055-03-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-LIFE, Class A                                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      149000 | PA      | $149428.12     | 0.02%             | 2047-06-13      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                               | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      119000 | PA      | $120721.41     | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24285 | PA      | $23127.75      | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Honeywell Aerospace, Inc.                                                        | Honeywell Aerospace, Inc.                                                                                         | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177921.17     | 0.02%             | 2056-03-16      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      572300 | PA      | $501880.27     | 0.05%             | 2053-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                              | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      148000 | PA      | $148164.16     | 0.02%             | 2028-10-18      | Variable      | 4.52%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      203635 | PA      | $201538.64     | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2024-11, Class A1                                                                | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |      130276 | PA      | $130921.81     | 0.01%             | 2069-08-25      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $391.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $115.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10051 | PA      | $10170.55      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      118000 | PA      | $118691.75     | 0.01%             | 2028-11-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                    | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37730.18      | 0.00%             | 2036-02-12      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7439000 | PA      | $7486377.06    | 0.76%             | 2056-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fluidstack CS I, Inc.                                                            | Fluidstack CS I, Inc., Series A, Class E                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        2025 | NS      | $150036.44     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      343000 | PA      | $220472.35     | 0.02%             | 2050-02-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140FG5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3211 | PA      | $2918.51       | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WCSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5313 | PA      | $5230.28       | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| 1301 Trust                                                                       | 1301 Trust, Series 2025-1301, Class E                                                                             | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34000 | PA      | $35141.43      | 0.00%             | 2042-08-11      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      269000 | PA      | $240923.13     | 0.02%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2025-INV3, Class A1                                                    | CUSIP: 26847NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      557171 | PA      | $558282.13     | 0.06%             | 2070-07-25      | Variable      | 5.44%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      232000 | PA      | $200703.73     | 0.02%             | 2036-09-21      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      574000 | PA      | $379524.01     | 0.04%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      205000 | PA      | $207469.72     | 0.02%             | 2030-07-23      | Variable      | 5.05%                 | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class B                                                          | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99860.55      | 0.01%             | 2032-09-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1541.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australian Dollar                                                                | Australian Dollar                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      379260 | OU      | $261670.33     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                          | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      506000 | PA      | $332707.65     | 0.03%             | 2049-09-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1997-3, Class M1                                                                    | CUSIP: 393505TZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6869 | PA      | $6955.38       | 0.00%             | 2028-03-15      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98413.50      | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4187000 | PA      | $4146395.90    | 0.42%             | 2056-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 09-C                                                            | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      129000 | PA      | $129140.99     | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NYC Trust                                                                        | NYC Trust, Series 2025-77C, Class A                                                                               | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $476157.22     | 0.05%             | 2036-01-10      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94786.33      | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       32465 | PA      | $210.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   199824389 | PA      | $3829.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      406000 | PA      | $258650.55     | 0.03%             | 2049-11-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                                        | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                                                             | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299995.80     | 0.03%             | 2038-07-19      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      113551 | PA      | $104753.70     | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2226000000 | PA      | $130545.51     | 0.01%             | 2030-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60685 | PA      | $55905.11      | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      449000 | PA      | $1097.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133B2Y29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      353087 | PA      | $272874.24     | 0.03%             | 2052-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      494000 | PA      | $537536.23     | 0.05%             | 2034-11-01      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       66000 | PA      | $62394.62      | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      193000 | PA      | $156476.23     | 0.02%             | 2050-03-15      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16895 | PA      | $16277.97      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2025-SPOT, Class A                                                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      262926 | PA      | $262967.09     | 0.03%             | 2040-04-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      123000 | PA      | $128587.09     | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                    | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       92000 | PA      | $88310.46      | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      798725 | PA      | $657487.57     | 0.07%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-625.29       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NAYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      298166 | PA      | $301249.24     | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Medco Laurel Tree Pte. Ltd.                                                      | Medco Laurel Tree Pte. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 254900SX7FFGRREZD046       | Long             | DBT              | CORP              | SG        |      400000 | PA      | $398107.00     | 0.04%             | 2028-11-12      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         486 | PA      | $471.74        | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      111000 | PA      | $123079.79     | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100268.98     | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 1A1                                                       | CUSIP: 68402VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55782 | PA      | $47787.67      | 0.00%             | 2037-01-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      358389 | PA      | $121.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      306000 | PA      | $315319.54     | 0.03%             | 2032-03-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WQPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3073 | PA      | $3033.81       | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7844 | PA      | $7412.52       | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                                                         | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      616000 | PA      | $615593.44     | 0.06%             | 2030-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2387268 | PA      | $54.71         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      146827 | PA      | $77.88         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                                   | Lehman Brothers Holdings, Inc.                                                                                    | CUSIP: 524ESC7M6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $0.10          | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            | 3                  | On Loan: No      |
| Indian Rupee                                                                     | Indian Rupee                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |     2360735 | OU      | $24889.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                   | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60185.17      | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Ambac Assurance Corp.                                                            | Ambac Assurance Corp.                                                                                             | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |       14845 | PA      | $19521.56      | 0.00%             | 2174-06-07      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      243000 | PA      | $226420.99     | 0.02%             | 2031-05-13      | Variable      | 2.96%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417GWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34285 | PA      | $31403.45      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2800880 | PA      | $-193.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class XD                                                        | CUSIP: 61766CAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $12846.12      | 0.00%             | 2049-03-15      | Variable      | 1.58%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5558000 | PA      | $4590126.38    | 0.47%             | 2056-04-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2024-B, Class A                                                           | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      465000 | PA      | $470876.07     | 0.05%             | 2037-11-20      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       67000 | PA      | $63485.49      | 0.01%             | 2047-01-23      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6396.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                           | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       51000 | PA      | $53596.79      | 0.01%             | 2041-08-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95092 | PA      | $77484.78      | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      414000 | PA      | $1786.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2389200 | PA      | $2167639.02    | 0.22%             | 2044-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                               | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28783 | PA      | $25508.08      | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    16222000 | PA      | $-44859.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9642 | PA      | $9357.84       | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding LXXI Ltd.                                                   | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                                                         | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249178.63     | 0.03%             | 2038-04-23      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| LQR Trust                                                                        | LQR Trust, Series 2025-CALI, Class A                                                                              | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       97000 | PA      | $96335.98      | 0.01%             | 2043-01-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-17, Class A6                                                         | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12019 | PA      | $5187.57       | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO 42 Ltd.                                              | Benefit Street Partners CLO 42 Ltd., Series 2025-42A, Class A                                                     | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249996.33     | 0.03%             | 2038-10-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133W7J30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30932 | PA      | $31707.43      | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1300000 | PA      | $-7650.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2018-1A, Class BR                                                                       | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      860000 | PA      | $859475.49     | 0.09%             | 2038-01-18      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3996.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                    | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      270000 | PA      | $184035.44     | 0.02%             | 2041-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-446.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| One Market Plaza Trust                                                           | One Market Plaza Trust, Series 2017-1MKT, Class XNCP                                                              | CUSIP: 68245HAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      312390 | PA      | $817.06        | 0.00%             | 2032-02-10      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      226000 | PA      | $143869.23     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                             | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       61000 | PA      | $48190.56      | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2007-1, Class A1                                                      | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48462 | PA      | $16233.87      | 0.00%             | 2047-02-25      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                  | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $91675.33      | 0.01%             | 2044-04-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XPQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      763350 | PA      | $673586.92     | 0.07%             | 2052-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -1384000 | PA      | $-10.92        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      502355 | PA      | $519013.03     | 0.05%             | 2053-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                              | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $88172.33      | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4699 | PA      | $4930.13       | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citicorp Mortgage Securities Trust                                               | Citicorp Mortgage Securities Trust, Series 2007-9, Class 1A1                                                      | CUSIP: 17313VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       27759 | PA      | $26362.33      | 0.00%             | 2037-12-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   255400000 | PA      | $50751.16      | 0.01%             | 2032-06-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                           | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    30480000 | PA      | $484963.24     | 0.05%             | 2035-04-28      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   129000000 | PA      | $8106.86       | 0.00%             | 2032-06-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| 1345T                                                                            | 1345T, Series 2025-AOA, Class A                                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      515000 | PA      | $513390.63     | 0.05%             | 2042-06-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46750 | PA      | $38406.14      | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QDYC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223421 | PA      | $213206.45     | 0.02%             | 2050-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2648.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271420 | PA      | $279107.22     | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd.                                                                 | Oaktree CLO Ltd., Series 2021-2A, Class AR                                                                        | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249477.95     | 0.03%             | 2035-01-15      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      134448 | PA      | $116620.49     | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XXI Ltd.                                                            | Symphony CLO XXI Ltd., Series 2019-21A, Class AR2                                                                 | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |      161831 | PA      | $161834.30     | 0.02%             | 2032-07-15      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      156000 | PA      | $159045.87     | 0.02%             | 2036-01-18      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $383.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99018 | PA      | $94043.82      | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      523989 | PA      | $531863.05     | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ALJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6344 | PA      | $6411.10       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY Up-and-in barrier option; Barrier price USD 163.00000                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      721000 | PA      | $112.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F030447<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |       -5000 | PA      | $-4774.83      | -0.00%            | 2041-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $37640.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      131000 | PA      | $133314.35     | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                  | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      786000 | PA      | $535266.00     | 0.05%             | 2051-03-10      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Miltonia Mortgage Finance SRL                                                    | Miltonia Mortgage Finance SRL, Series 1, Class B                                                                  | CUSIP: N/A<br>LEI: 815600BC278905BA4594       | Long             | ABS-MBS          | CORP              | IT        |      100000 | PA      | $115693.30     | 0.01%             | 2062-04-28      | Floating      | 3.34%                 | No            | 2                  | On Loan: No      |
| BAHA Trust                                                                       | BAHA Trust, Series 2024-MAR, Class B                                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      223000 | PA      | $229776.95     | 0.02%             | 2041-12-10      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50249 | PA      | $48309.99      | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109995 | PA      | $106678.05     | 0.01%             | 2033-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14704 | PA      | $13986.08      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15277 | PA      | $14444.39      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2025-3A, Class B                                                                   | CUSIP: 525951AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $98850.01      | 0.01%             | 2035-05-21      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2025-CRM1, Class A1                                                             | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1339577 | PA      | $1348389.87    | 0.14%             | 2065-01-25      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                 | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72223.86      | 0.01%             | 2060-01-31      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       95000 | PA      | $98393.73      | 0.01%             | 2032-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1335735 | PA      | $1145607.78    | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -2371000 | PA      | $-86350.07     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83724 | PA      | $79788.57      | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                  | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      106000 | PA      | $117185.13     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38100000 | PA      | $38790259.99   | 3.96%             | 2056-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1663 | PA      | $1584.26       | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                  | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      159000 | PA      | $47301.12      | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2017-GPTX, Class A                                                     | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84854 | PA      | $76643.65      | 0.01%             | 2034-05-10      | Fixed         | 2.86%                 | No            | 2                  | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                      | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      208000 | PA      | $211174.33     | 0.02%             | 2028-03-22      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                        | OAK-Eagle Acquireco, Inc.                                                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20721.89      | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A                                                | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      226076 | PA      | $227856.09     | 0.02%             | 2046-10-20      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       53000 | PA      | $51224.68      | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60115 | PA      | $57264.68      | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F022444<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      -22000 | PA      | $-20778.67     | -0.00%            | 2041-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5018 | PA      | $4784.60       | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $100451.12     | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56653 | PA      | $54550.24      | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                        | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      166000 | PA      | $159773.00     | 0.02%             | 2029-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      117793 | PA      | $109705.50     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 2A1                                                       | CUSIP: 68402VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      131593 | PA      | $113761.08     | 0.01%             | 2037-01-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27541568 | PA      | $28073891.43   | 2.87%             | 2056-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      142000 | PA      | $143831.72     | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      319501 | PA      | $262960.58     | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -1071955 | PA      | $-2947.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13365.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust, Series 2007-4, Class 2A2                                                          | CUSIP: 41164YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66497 | PA      | $66152.02      | 0.01%             | 2037-07-19      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| CIP Commercial Mortgage Trust                                                    | CIP Commercial Mortgage Trust, Series 2025-SBAY, Class A                                                          | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      885000 | PA      | $884446.88     | 0.09%             | 2037-10-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XCGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      645273 | PA      | $529123.74     | 0.05%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4604.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      121000 | PA      | $119946.36     | 0.01%             | 2036-09-11      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-9, Class A11                                                         | CUSIP: 12544XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30403 | PA      | $13341.80      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2023-1, Class M5                                                   | CUSIP: 92259VAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69564 | PA      | $66066.37      | 0.01%             | 2053-01-25      | Variable      | 9.64%                 | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                       | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      240000 | PA      | $202351.14     | 0.02%             | 2045-07-29      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2024-2, Class A                                                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100383.67     | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63700 | PA      | $60148.48      | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                              | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   877000000 | PA      | $133194.69     | 0.01%             | 2038-04-04      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10045.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2014-R2, Class 1C                                                           | CUSIP: 05968KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113144 | PA      | $39028.82      | 0.00%             | 2036-11-26      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                      | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100982.28     | 0.01%             | 2031-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| RALI Trust                                                                       | RALI Trust, Series 2007-QH9, Class A1                                                                             | CUSIP: 749241AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18239 | PA      | $15382.84      | 0.00%             | 2037-11-25      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3504.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2025-8, Class A1                                                                 | CUSIP: 19689DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182837 | PA      | $183465.66     | 0.02%             | 2070-08-25      | Variable      | 5.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65885 | PA      | $61431.95      | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3-mo. SOFR                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          56 | NC      | $-13298.18     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       94000 | PA      | $103857.11     | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| Brazilian Real                                                                   | Brazilian Real                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |      216293 | OU      | $41756.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68249 | PA      | $65769.63      | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71683 | PA      | $70897.87      | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133C1RE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20697 | PA      | $20500.77      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                     | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101299.13     | 0.01%             | 2030-02-07      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Ares Direct Lending CLO LLC                                                      | Ares Direct Lending CLO LLC, Series 2025-2A, Class A1                                                             | CUSIP: 039960AA7<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250471.13     | 0.03%             | 2037-10-16      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101271.20     | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12267 | PA      | $11518.88      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      101000 | PA      | $94701.94      | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1174286 | PA      | $-1497.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4289.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2021-5, Class A1                                                                 | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      194441 | PA      | $176494.20     | 0.02%             | 2066-11-26      | Variable      | 1.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2400000 | PA      | $1578.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                           | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      516000 | PA      | $502604.64     | 0.05%             | 2028-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WH3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      169833 | PA      | $154341.60     | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      215000 | PA      | $215236.29     | 0.02%             | 2034-09-10      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-57.25        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                         | Retained Vantage Data Centers Issuer LLC, Series 2025-1A, Class A2A                                               | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      348000 | PA      | $340279.90     | 0.03%             | 2050-08-15      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                  | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      124000 | PA      | $128587.60     | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class XC                                 | CUSIP: 46590RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $1180.35       | 0.00%             | 2049-08-15      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26977000 | PA      | $23690647.02   | 2.42%             | 2056-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-ARIA, Class A                                                                               | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      470000 | PA      | $472474.64     | 0.05%             | 2042-12-13      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      203000 | PA      | $211601.92     | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                           | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      109000 | PA      | $97181.28      | 0.01%             | 2032-02-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2025-NQM2, Class A1                                                       | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |      323448 | PA      | $325161.03     | 0.03%             | 2064-11-25      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                      | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      340000 | PA      | $321777.06     | 0.03%             | 2044-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      790000 | PA      | $887395.21     | 0.09%             | 2033-08-17      | Variable      | 3.51%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                               | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      252000 | PA      | $252611.06     | 0.03%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 1A1                        | CUSIP: 939344AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       29162 | PA      | $27486.86      | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      893000 | PA      | $574313.63     | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2023-3, Class B1                                                               | CUSIP: 92539GAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99625.53      | 0.01%             | 2068-03-25      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      107224 | PA      | $105223.60     | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101506 | PA      | $97465.98      | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -180000 | PA      | $-855.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      144000 | PA      | $120095.96     | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      113000 | PA      | $127069.11     | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |      -46000 | PA      | $-44431.45     | -0.00%            | 2056-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      120000 | PA      | $113557.87     | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                              | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100648.70     | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |      347000 | PA      | $372325.76     | 0.04%             | 2033-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                                           | GSAA Home Equity Trust, Series 2007-2, Class AF3                                                                  | CUSIP: 3622EUAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23709 | PA      | $4062.43       | 0.00%             | 2037-03-25      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Cali                                                                             | Cali, Series 2024-SUN, Class A                                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311000 | PA      | $311000.00     | 0.03%             | 2041-07-15      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                  | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70345.97      | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3567944 | PA      | $-508.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1852 | PA      | $1942.40       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2517.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      132000 | PA      | $131713.56     | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      108000 | PA      | $123832.82     | 0.01%             | 2032-01-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| RR 24 Ltd.                                                                       | RR 24 Ltd., Series 2022-24A, Class A1A2                                                                           | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |      500000 | PA      | $500079.15     | 0.05%             | 2037-01-15      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| TCI Communications, Inc.                                                         | TCI Communications, Inc.                                                                                          | CUSIP: 872287AL1<br>LEI: 549300T2R1ZBGV1UVE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104929.81     | 0.01%             | 2028-02-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       10000 | PA      | $11233.47      | 0.00%             | 2033-06-07      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61861 | PA      | $63961.48      | 0.01%             | 2053-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      396510 | PA      | $409658.19     | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6107.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA14, Class 1A1                                                               | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41597 | PA      | $35275.39      | 0.00%             | 2046-11-25      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31654.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MF1 LLC                                                                          | MF1 LLC, Series 2026-FL21, Class A                                                                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      234000 | PA      | $233129.92     | 0.02%             | 2041-02-18      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2899000 | PA      | $2587628.59    | 0.26%             | 2056-04-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5061.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                            | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      216000 | PA      | $218313.11     | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      129000 | PA      | $135153.17     | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      140000 | PA      | $126467.31     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                             | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      890000 | PA      | $825920.00     | 0.08%             | 2030-02-14      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      173000 | PA      | $151273.95     | 0.02%             | 2031-08-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2014-181                                                          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      195000 | PA      | $182793.06     | 0.02%             | 2046-08-01      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                          | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $106021.78     | 0.01%             | 2034-01-05      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $891.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       84000 | PA      | $83882.74      | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                               | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      700000 | PA      | $745918.63     | 0.08%             | 2029-04-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                              | Peninsula Pacific Entertainment LLC, Delayed Draw Facility 1st Lien Term Loan B                                   | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       41764 | PA      | $41554.94      | 0.00%             | 2032-10-01      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Forint                                                                           | Forint                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |      745315 | OU      | $2241.08       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Dollar                                                                 | Singapore Dollar                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |        4221 | OU      | $3282.81       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-215.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31416BMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20061 | PA      | $20443.80      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2-Year Note                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         370 | NC      | $-46865.61     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR Mortgage Trust, Series 2024-HF1, Class A                                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      214772 | PA      | $214771.99     | 0.02%             | 2041-12-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMQ81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      160081 | PA      | $148332.33     | 0.02%             | 2050-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      245307 | PA      | $221529.36     | 0.02%             | 2036-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2952772 | PA      | $422.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FF16, Class 2A3                                                   | CUSIP: 320275AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      475168 | PA      | $184275.83     | 0.02%             | 2036-12-25      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2025-1, Class A1                                                                 | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |      332403 | PA      | $334196.25     | 0.03%             | 2070-01-25      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4516 | PA      | $4380.95       | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2025-1A, Class A                                                                 | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180239 | PA      | $180597.81     | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95990.08      | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                             | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       12000 | PA      | $8954.66       | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust, Series 2026-HE1, Class A                                                                             | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      158478 | PA      | $157175.53     | 0.02%             | 2056-01-25      | Variable      | 4.98%                 | No            | 2                  | On Loan: No      |
| Sandstone Peak II Ltd.                                                           | Sandstone Peak II Ltd., Series 2023-1A, Class A1R                                                                 | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250097.68     | 0.03%             | 2038-07-20      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                         | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      200000 | PA      | $152115.74     | 0.02%             | 2046-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A                                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $160050.00     | 0.02%             | 2041-11-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -1740000 | PA      | $-9220.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Consolidated Communications LLC                                                  | Consolidated Communications LLC, Series 2026-1A, Class A2                                                         | CUSIP: 315961AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      205000 | PA      | $202337.26     | 0.02%             | 2056-03-20      | Fixed         | 5.08%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    16830299 | PA      | $931948.75     | 0.10%             | 2031-02-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300NH03B9E8VGJR89       | Long             | DBT              | CORP              | TH        |      200000 | PA      | $192511.12     | 0.02%             | 2031-01-15      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3272000 | PA      | $2626035.61    | 0.27%             | 2053-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      227000 | PA      | $196645.21     | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8469 | PA      | $8291.85       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      308000 | PA      | $245741.17     | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp., Class A                                                                                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |        2252 | NS      | $263641.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2026-NQM1, Class A1LC                                                          | CUSIP: 46660DAB1<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |      449000 | PA      | $445198.05     | 0.05%             | 2066-06-25      | Variable      | 4.93%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 23 Ltd.                                        | GoldenTree Loan Management US CLO 23 Ltd., Series 2024-23A, Class A                                               | CUSIP: 38139KAC3<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | KY        |      820000 | PA      | $819986.88     | 0.08%             | 2039-01-20      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Australia 10-Year Bond                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          53 | NC      | $-39819.67     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140W4VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2611820 | PA      | $2588154.44    | 0.26%             | 2053-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2025-INV1, Class B1                                                  | CUSIP: 24382EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $98668.28      | 0.01%             | 2060-11-25      | Variable      | 6.68%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99544.10      | 0.01%             | 2028-10-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                  | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      113000 | PA      | $111538.60     | 0.01%             | 2027-08-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                              | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       39000 | PA      | $38338.96      | 0.00%             | 2031-11-03      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $461.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Golden Bar Securitisation SRL                                                    | Golden Bar Securitisation SRL, Series 2024-1, Class B                                                             | CUSIP: N/A<br>LEI: 549300GESLGUWWGJRM09       | Long             | ABS-O            | CORP              | IT        |       54439 | PA      | $63244.47      | 0.01%             | 2043-09-22      | Floating      | 3.61%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-1, Class FX                                | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      314756 | PA      | $316962.82     | 0.03%             | 2055-02-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B                                                        | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      138872 | PA      | $94730.37      | 0.01%             | 2037-05-25      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140U8AX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107581 | PA      | $106501.70     | 0.01%             | 2056-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM2, Class A1                                        | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      708531 | PA      | $701712.88     | 0.07%             | 2071-01-26      | Variable      | 4.73%                 | No            | 2                  | On Loan: No      |
| BlackRock Allocation Target Shares                                               | BlackRock Allocation Target Shares- High Income Taxable Series, Class A                                           | CUSIP: 092480706<br>LEI: 5493001N6IPQ853IL862 | Long             |  | RF                | US        |    14408518 | NS      | $137601344.32  | 14.06%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12470.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2014282 | PA      | $1733991.42    | 0.18%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101790.90     | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                      | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1483776 | PA      | $40430.11      | 0.00%             | 2033-07-20      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                              | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44728.77      | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1409 | PA      | $1456.19       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4004476 | PA      | $3254474.92    | 0.33%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      445758 | PA      | $367225.83     | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PBF Energy, Inc.                                                                 | PBF Energy, Inc., Class A                                                                                         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |        1353 | NS      | $64429.86      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Diameter Capital CLO 12 Ltd.                                                     | Diameter Capital CLO 12 Ltd., Series 2025-12A, Class A                                                            | CUSIP: 25255YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499733.20     | 0.05%             | 2038-10-20      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-13, Class FB                               | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      369400 | PA      | $371887.35     | 0.04%             | 2055-03-25      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      180842 | PA      | $149478.87     | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Sofi Consumer Loan Program Trust                                                 | Sofi Consumer Loan Program Trust, Series 2026-B, Class B                                                          | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       75000 | PA      | $74918.58      | 0.01%             | 2036-02-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ION Platform Finance SARL                                                        | ION Platform Finance SARL                                                                                         | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      104000 | PA      | $99625.65      | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    81408653 | PA      | $80279241.45   | 8.20%             | 2056-04-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96499.23      | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85230 | PA      | $78546.53      | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -1828880 | PA      | $-51267.78     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                         | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class G                                               | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155000 | PA      | $156262.49     | 0.02%             | 2039-12-15      | Floating      | 9.32%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26292 | PA      | $26052.89      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                 | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      563000 | PA      | $565592.65     | 0.06%             | 2030-04-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust, Series 2025-HE7, Class A                                                                             | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      147592 | PA      | $146626.88     | 0.01%             | 2055-11-25      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EKF59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      254936 | PA      | $252300.01     | 0.03%             | 2041-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                   | Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3, Class 4A                                           | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       33248 | PA      | $16947.44      | 0.00%             | 2036-04-25      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Lehman XS Trust                                                                  | Lehman XS Trust, Series 2007-20N, Class A1                                                                        | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9781 | PA      | $9969.36       | 0.00%             | 2037-12-25      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                          | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      103000 | PA      | $96073.51      | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2021-22A, Class AR                                                                           | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250038.95     | 0.03%             | 2037-10-20      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-184.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-P015, Class A1                             | CUSIP: 3137HDJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50587 | PA      | $50029.80      | 0.01%             | 2032-11-25      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                      | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72298.00      | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      344000 | PA      | $319267.61     | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48464 | PA      | $46415.55      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $641.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      218000 | PA      | $196886.46     | 0.02%             | 2033-02-24      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1180.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-578.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107380.25     | 0.01%             | 2029-04-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72318 | PA      | $69440.61      | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Edge Finco plc                                                                   | Edge Finco plc                                                                                                    | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136534.71     | 0.01%             | 2031-08-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 3622A24Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39821 | PA      | $36485.29      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GQKK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75667 | PA      | $76180.16      | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                 | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101125.54     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      107716 | PA      | $97664.08      | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      170000 | PA      | $167975.94     | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                                 | Washington Mutual Asset-Backed Certificates Trust, Series 2006-HE5, Class 1A                                      | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       91352 | PA      | $70421.72      | 0.01%             | 2036-10-25      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                               | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14141.62      | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BRCK Trust                                                                       | BRCK Trust, Series 2025-830B, Class F                                                                             | CUSIP: 10635AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $153882.21     | 0.02%             | 2042-12-10      | Variable      | 7.59%                 | No            | 2                  | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102467.80     | 0.01%             | 2054-12-01      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class D                                                                    | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $54545.50      | 0.01%             | 2058-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      170000 | PA      | $171360.01     | 0.02%             | 2029-03-30      | Variable      | 4.86%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17088 | PA      | $15640.88      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       52000 | PA      | $53458.88      | 0.01%             | 2033-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2491000 | PA      | $1770945.31    | 0.18%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1898639 | PA      | $1598822.48    | 0.16%             | 2041-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                               | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105299.96     | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HFE88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34977 | PA      | $32561.21      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    16222000 | PA      | $45896.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                 | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       86000 | PA      | $20253.00      | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                             | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      177000 | PA      | $178053.85     | 0.02%             | 2028-05-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                  | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1524982.53    | 0.16%             | 2066-03-13      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1852 | PA      | $1836.45       | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       89000 | PA      | $87472.07      | 0.01%             | 2054-09-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Summit Issuer LLC                                                                | Summit Issuer LLC, Series 2025-1A, Class A2                                                                       | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      314000 | PA      | $313211.70     | 0.03%             | 2055-11-20      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J6D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      212074 | PA      | $209964.78     | 0.02%             | 2046-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Jersey Mike's Funding LLC                                                        | Jersey Mike's Funding LLC, Series 2026-1A, Class A2II                                                             | CUSIP: 476681AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      892000 | PA      | $876642.97     | 0.09%             | 2056-02-15      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52613 | PA      | $50504.94      | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102617.04     | 0.01%             | 2028-10-18      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      557437 | PA      | $479577.31     | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| One Market Plaza Trust                                                           | One Market Plaza Trust, Series 2017-1MKT, Class XCP                                                               | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1561951 | PA      | $4863.13       | 0.00%             | 2032-02-10      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47503 | PA      | $42108.57      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1354.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40402 | PA      | $38602.82      | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class D                                                         | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $98500.00      | 0.01%             | 2034-09-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Asset-Backed Certificates Trust                                | Washington Mutual Asset-Backed Certificates Trust, Series 2006-HE4, Class 2A2                                     | CUSIP: 93934QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      114324 | PA      | $28608.77      | 0.00%             | 2036-09-25      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                   | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       77000 | PA      | $73488.65      | 0.01%             | 2054-06-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99291 | PA      | $100623.89     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Cellnex Finance Co. SA                                                           | Cellnex Finance Co. SA                                                                                            | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $110800.71     | 0.01%             | 2036-01-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61227 | PA      | $56998.26      | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11943.42      | 0.00%             | 2029-03-10      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1689000 | PA      | $1699046.64    | 0.17%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                         | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96403.88      | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PFP Ltd.                                                                         | PFP Ltd., Series 2026-13, Class A                                                                                 | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      134000 | PA      | $133999.29     | 0.01%             | 2043-08-18      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      415000 | PA      | $425068.88     | 0.04%             | 2036-04-17      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-CA, Class A1B                                                              | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      330020 | PA      | $332333.81     | 0.03%             | 2065-06-22      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93184.15      | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| Sycamore Tree CLO Ltd.                                                           | Sycamore Tree CLO Ltd., Series 2021-1A, Class AR                                                                  | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250174.03     | 0.03%             | 2038-01-20      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      -34100 | PA      | $-59.75        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95485.70      | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -218556 | PA      | $-382.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      208000 | PA      | $207353.98     | 0.02%             | 2028-08-17      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1285.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21912.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                            | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |      200000 | PA      | $195844.00     | 0.02%             | 2030-10-20      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     1450000 | PA      | $64286.55      | 0.01%             | 2036-12-04      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2223000 | PA      | $2206987.93    | 0.23%             | 2041-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    20431000 | PA      | $-76358.25     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       47000 | PA      | $42123.80      | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        1459 | PA      | $8123.11       | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                              | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      106000 | PA      | $120157.95     | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6015200 | PA      | $58396.12      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132JN7C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5970 | PA      | $5897.22       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MEVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59348 | PA      | $58626.22      | 0.01%             | 2031-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1056973 | PA      | $907563.95     | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                   | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class A                                                        | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $137637.04     | 0.01%             | 2042-11-10      | Variable      | 4.56%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-88, Class FC                               | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      255002 | PA      | $256953.79     | 0.03%             | 2054-12-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DPQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43830 | PA      | $44488.18      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      477627 | PA      | $369441.74     | 0.04%             | 2050-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2011CC                                                    | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      155000 | PA      | $155950.15     | 0.02%             | 2044-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       57000 | PA      | $56138.60      | 0.01%             | 2027-03-17      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2025-1, Class B                                                      | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $39170.55      | 0.00%             | 2034-11-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt Treasury Bills                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     7975000 | PA      | $138852.46     | 0.01%             | 2026-06-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2345000000 | PA      | $566477.74     | 0.06%             | 2027-11-03      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2026-NQM3, Class A1                                                   | CUSIP: 64832PAE4<br>LEI: 213800BXPAJOYIE7S264 | Long             | ABS-MBS          | CORP              | US        |     1487163 | PA      | $1473089.23    | 0.15%             | 2066-02-25      | Variable      | 4.83%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      556000 | PA      | $554699.60     | 0.06%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M6RM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5243 | PA      | $5367.42       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                     | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98608.61      | 0.01%             | 2029-02-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F060642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -18300000 | PA      | $-18653702.40  | -1.91%            | 2056-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $181.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92432.11      | 0.01%             | 2031-02-13      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                                    | Nota Do Tesouro Nacional                                                                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        3091 | PA      | $581451.54     | 0.06%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                                                | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |       78166 | PA      | $78220.35      | 0.01%             | 2069-10-25      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| HOMES Trust                                                                      | Homes Trust, Series 2025-NQM5, Class B1                                                                           | CUSIP: 43762CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99158.81      | 0.01%             | 2070-09-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15841 | PA      | $14506.93      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45198 | PA      | $37366.37      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                       | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |       98000 | PA      | $99813.79      | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -155000 | PA      | $-1104.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |         281 | NS      | $27082.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44414 | PA      | $41563.34      | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-Bund                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -22 | NC      | $36892.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | EUR/MXN One-touch barrier option; Barrier price EUR 19.80000                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       18000 | PA      | $484.83        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6132.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      508000 | PA      | $490803.76     | 0.05%             | 2055-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |      -57000 | PA      | $-56447.23     | -0.01%            | 2056-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HJF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27066 | PA      | $26775.13      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ardagh Group SA                                                                  | Ardagh Group SA                                                                                                   | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |       53000 | PA      | $55573.63      | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Sesac Finance LLC                                                                | Sesac Finance LLC, Series 2025-1, Class A2                                                                        | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      139000 | PA      | $136258.63     | 0.01%             | 2055-07-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50391 | PA      | $48122.39      | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ARZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9359 | PA      | $9262.65       | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                        | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      175000 | PA      | $172948.49     | 0.02%             | 2034-02-01      | Variable      | 4.84%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7315 | PA      | $6969.58       | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2025-UK2X, Class D                                                                          | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |      190797 | PA      | $251681.32     | 0.03%             | 2035-02-18      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-1X, Class A                                                                         | CUSIP: N/A<br>LEI: 635400H22JMICKOJRJ36       | Long             | ABS-MBS          | CORP              | IE        |       60989 | PA      | $80717.24      | 0.01%             | 2034-05-17      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      180000 | PA      | $200055.55     | 0.02%             | 2036-11-07      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      654000 | PA      | $548302.29     | 0.06%             | 2055-08-03      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Trust                                                     | Chase Mortgage Finance Trust, Series 2007-S6, Class 1A1                                                           | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      653397 | PA      | $252721.96     | 0.03%             | 2037-12-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       61000 | PA      | $59904.49      | 0.01%             | 2030-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                               | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      166000 | PA      | $159946.10     | 0.02%             | 2029-08-23      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      169552 | PA      | $160473.59     | 0.02%             | 2044-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-11CB, Class 3A1                                                               | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47388 | PA      | $20766.25      | 0.00%             | 2036-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NBQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      310410 | PA      | $307501.77     | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                 | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99045.12      | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1307250 | PA      | $6638.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5468, Class WF                                       | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      396566 | PA      | $397759.03     | 0.04%             | 2054-11-25      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                        | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1131000 | PA      | $1111970.90    | 0.11%             | 2036-03-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                  | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      222000 | PA      | $225643.59     | 0.02%             | 2066-03-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1003000 | PA      | $1000982.03    | 0.10%             | 2026-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                    | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25960.47      | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      402034 | PA      | $408075.98     | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      443289 | PA      | $77.59         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      135000 | PA      | $122702.86     | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20091 | PA      | $18998.89      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      514000 | PA      | $507734.87     | 0.05%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| 1301 Trust                                                                       | 1301 Trust, Series 2025-1301, Class A                                                                             | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       55000 | PA      | $55130.48      | 0.01%             | 2042-08-11      | Variable      | 5.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      283000 | PA      | $2776.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GRVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      426014 | PA      | $436691.55     | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26270 | PA      | $26461.00      | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       94000 | PA      | $87360.79      | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $99781.73      | 0.01%             | 2029-11-27      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      280000 | PA      | $288586.48     | 0.03%             | 2030-04-22      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| KSL Commercial Mortgage Trust                                                    | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      579286 | PA      | $578200.10     | 0.06%             | 2039-12-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust, Series 2007-HS1, Class M6                                                                            | CUSIP: 362429AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       40000 | PA      | $39339.63      | 0.00%             | 2037-02-25      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      597590 | PA      | $591436.11     | 0.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sage AR Funding                                                                  | Sage AR Funding, Series 2025-1X, Class D                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       97105 | PA      | $128032.70     | 0.01%             | 2037-05-17      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                             | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5052 | PA      | $4907.07       | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Muangthai Capital PCL                                                            | Muangthai Capital PCL                                                                                             | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |      200000 | PA      | $197844.00     | 0.02%             | 2028-09-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-384.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 3A4                                                       | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       32421 | PA      | $31839.50      | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      824000 | PA      | $631797.20     | 0.06%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                     | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      104000 | PA      | $102052.48     | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2025-11, Class A1                                                                | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |      297385 | PA      | $296411.02     | 0.03%             | 2070-11-25      | Variable      | 5.05%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-DSC2, Class A1                                        | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      738208 | PA      | $740106.28     | 0.08%             | 2070-07-25      | Variable      | 5.44%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      140000 | PA      | $134969.18     | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      996717 | PA      | $1579.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding LVII Ltd.                                                   | Madison Park Funding LVII Ltd., Series 2022-57A, Class A1R                                                        | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249930.10     | 0.03%             | 2034-07-27      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                                             | FS Rialto Issuer LLC, Series 2026-FL11, Class A                                                                   | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      133000 | PA      | $132571.49     | 0.01%             | 2044-01-19      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1254 | PA      | $1189.69       | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4623 | PA      | $4570.11       | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                           | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      218000 | PA      | $217845.83     | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      126000 | PA      | $96281.12      | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EM3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1921 | PA      | $1974.27       | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      855000 | PA      | $876373.01     | 0.09%             | 2031-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                  | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |      519000 | PA      | $543393.00     | 0.06%             | 2029-09-17      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2020-2A, Class A1R2                                                                     | CUSIP: 12547LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249529.33     | 0.03%             | 2039-04-16      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 17 Ltd.                                               | Golub Capital Partners CLO 17 Ltd., Series 2013-17A, Class A1RR                                                   | CUSIP: 38180VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $751435.58     | 0.08%             | 2039-02-09      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      180278 | PA      | $177273.75     | 0.02%             | 2049-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   361856612 | PA      | $3094.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GRLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      185905 | PA      | $189874.21     | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2026-R1, Class A1LC                                                            | CUSIP: 924932AE6<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |      236000 | PA      | $234818.61     | 0.02%             | 2067-10-25      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1681400 | PA      | $1318125.64    | 0.13%             | 2044-08-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        3483 | NS      | $92055.69      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA                                             | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50794 | PA      | $0.51          | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2023-1A, Class A1R                                                                     | CUSIP: 89624WAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249868.98     | 0.03%             | 2038-03-20      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      144692 | PA      | $133308.43     | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14.74         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XLE95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      355331 | PA      | $358354.26     | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2026-AFC1, Class A1                                                                           | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      322411 | PA      | $319016.84     | 0.03%             | 2061-02-25      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1182203 | PA      | $1014392.44    | 0.10%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96423.47      | 0.01%             | 2030-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                            | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $213200.00     | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2769.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                                      | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58477.69      | 0.01%             | 2036-05-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      251299 | PA      | $224569.48     | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                        | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      130000 | PA      | $136534.57     | 0.01%             | 2034-05-19      | Variable      | 5.85%                 | No            | 2                  | On Loan: No      |
| Mehilainen Yhtiot Oy                                                             | Mehilainen Yhtiot Oy                                                                                              | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      100000 | PA      | $115182.49     | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F020448<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1151000 | PA      | $1058531.73    | 0.11%             | 2041-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      178000 | PA      | $165735.80     | 0.02%             | 2031-03-03      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2025-NQM3, Class A1                                                                            | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560887 | PA      | $562863.35     | 0.06%             | 2070-05-25      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust, Series 2026-NQM1, Class A1                                                                    | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |      598677 | PA      | $593151.81     | 0.06%             | 2071-02-25      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                   | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32103.70      | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8633 | PA      | $8543.75       | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42573 | PA      | $41982.89      | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Midwest Gaming Borrower LLC                                                      | Midwest Gaming Borrower LLC                                                                                       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       92000 | PA      | $89223.36      | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      223000 | PA      | $237011.91     | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                        | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       72000 | PA      | $70161.80      | 0.01%             | 2046-04-30      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132JNEF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18083 | PA      | $16583.10      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69639 | PA      | $68552.73      | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2625 | PA      | $2465.83       | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWTB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      291604 | PA      | $269423.11     | 0.03%             | 2036-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3828000 | PA      | $3960080.47    | 0.40%             | 2056-04-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16834 | PA      | $16185.97      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 8 Ltd.                                                          | Silver Point CLO 8 Ltd., Series 2025-8A, Class A1                                                                 | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249668.93     | 0.03%             | 2038-04-15      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| CAFL Issuer LLC                                                                  | CAFL Issuer LLC, Series 2024-RTL1, Class A1                                                                       | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      173000 | PA      | $174077.57     | 0.02%             | 2031-11-28      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XXXVII Ltd.                                          | Benefit Street Partners CLO XXXVII Ltd., Series 2024-37A, Class A                                                 | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000512.50    | 0.10%             | 2038-01-25      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                                  | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       69922 | PA      | $81634.01      | 0.01%             | 2042-10-27      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| UPG HI Issuer Trust                                                              | UPG HI Issuer Trust, Series 2025-2, Class A                                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      138248 | PA      | $137440.54     | 0.01%             | 2047-09-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M4                                                   | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99181 | PA      | $99906.64      | 0.01%             | 2054-12-25      | Variable      | 9.67%                 | No            | 2                  | On Loan: No      |
| Grand City Properties SA                                                         | Grand City Properties SA                                                                                          | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113251.95     | 0.01%             | 2026-04-15      | Variable      | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-262.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.                                             | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R                                                  | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $498741.55     | 0.05%             | 2035-01-15      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138M5G37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6350 | PA      | $6284.36       | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                               | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       80000 | PA      | $77989.76      | 0.01%             | 2033-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62768.23      | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2094800 | PA      | $2098932.33    | 0.21%             | 2027-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95211 | PA      | $78509.27      | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                  | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       65000 | PA      | $77159.72      | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2026-NQM2, Class A1                                                          | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1490420 | PA      | $1470449.81    | 0.15%             | 2065-12-25      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      452000 | PA      | $361900.16     | 0.04%             | 2043-02-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust                                                    | NYC Commercial Mortgage Trust, Series 2025-28L, Class A                                                           | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      394000 | PA      | $392334.64     | 0.04%             | 2038-11-05      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2423591 | PA      | $2262.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2025-AA, Class A                                                           | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      176000 | PA      | $177309.72     | 0.02%             | 2038-05-20      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1201000 | PA      | $1204940.78    | 0.12%             | 2028-02-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38634 | PA      | $37092.10      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      534000 | PA      | $524586.38     | 0.05%             | 2028-12-20      | Variable      | 3.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1149399 | PA      | $1190045.31    | 0.12%             | 2054-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |       87000 | PA      | $90867.97      | 0.01%             | 2035-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99993.65      | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      171000 | PA      | $153990.18     | 0.02%             | 2048-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                             | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                                      | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      347159 | PA      | $347054.79     | 0.04%             | 2033-09-26      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      181000 | PA      | $195695.07     | 0.02%             | 2039-01-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                              | Peninsula Pacific Entertainment LLC, Facility 1st Lien Term Loan B                                                | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      232192 | PA      | $231031.08     | 0.02%             | 2032-10-01      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2336.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-VLT6, Class A                                                                               | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1123832 | PA      | $1116105.66    | 0.11%             | 2042-03-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Kennedy Lewis CLO 4 Ltd.                                                         | Kennedy Lewis CLO 4 Ltd., Series 4A, Class ARR                                                                    | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250150.55     | 0.03%             | 2037-07-20      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| DIRECTV Financing LLC                                                            | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                       | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      164050 | PA      | $163994.22     | 0.02%             | 2031-02-17      | Variable      | 9.17%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                             | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      117000 | PA      | $117250.64     | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2550.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -692000 | PA      | $-24825.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QANL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      710720 | PA      | $702508.15     | 0.07%             | 2049-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      129000 | PA      | $115141.32     | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Kennedy Lewis CLO 19 Ltd.                                                        | Kennedy Lewis CLO 19 Ltd., Series 2025-19A, Class A                                                               | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249830.75     | 0.03%             | 2036-04-22      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| Aethon I LP                                                                      | Aethon I LP                                                                                                       | CUSIP: N/A<br>LEI: 5493003Y9J3720W2G906       | Long             | DBT              | CORP              | US        |      166405 | PA      | $166404.57     | 0.02%             | 2027-01-10      | Floating      | 9.80%                 | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         288 | PA      | $278.84        | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                               | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91052.65      | 0.01%             | 2054-05-13      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38545.55      | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       75000 | PA      | $45933.15      | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                     | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      121000 | PA      | $125663.85     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       24000 | PA      | $20611.32      | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140FCTM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35499 | PA      | $32359.42      | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242971 | PA      | $200348.79     | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      398442 | PA      | $379594.25     | 0.04%             | 2049-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-1, Class A                                                    | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      114049 | PA      | $115290.15     | 0.01%             | 2054-01-25      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   125146201 | PA      | $1193.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Equity Mortgage Trust                                                       | Home Equity Mortgage Trust, Series 2006-2, Class 1A1                                                              | CUSIP: 225470W25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       47381 | PA      | $3947.04       | 0.00%             | 2036-07-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                         | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       32000 | PA      | $34252.29      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Betclic Everest Group SAS                                                        | Betclic Everest Group SAS                                                                                         | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114235.24     | 0.01%             | 2031-12-10      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140N8MZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28112 | PA      | $27874.60      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      136146 | PA      | $129380.67     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1852.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2803 | PA      | $2770.44       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QK2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      505237 | PA      | $443658.38     | 0.05%             | 2041-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   217440217 | PA      | $4273.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2511.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145044 | PA      | $133526.24     | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class A                                                    | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       67414 | PA      | $67071.12      | 0.01%             | 2054-10-25      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12743.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                                                           | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57555 | PA      | $41782.98      | 0.00%             | 2041-11-15      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1060000 | PA      | $2688.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       82000 | PA      | $86890.47      | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   426600000 | PA      | $110281.79     | 0.01%             | 2030-02-27      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -408000 | PA      | $-4996.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Los Angeles Community College District                                           | Los Angeles Community College District, Series 2010E                                                              | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      110000 | PA      | $118807.16     | 0.01%             | 2042-08-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2726000 | PA      | $2185804.77    | 0.22%             | 2053-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1090000 | PA      | $182.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      467069 | PA      | $402095.28     | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      113000 | PA      | $111969.60     | 0.01%             | 2042-06-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      146000 | PA      | $43433.73      | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Vista Point Securitization Trust                                                 | Vista Point Securitization Trust, Series 2026-CES1, Class A1                                                      | CUSIP: 92790EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1786895 | PA      | $1769680.31    | 0.18%             | 2056-02-25      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1044000 | PA      | $1017240.46    | 0.10%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      460000 | PA      | $462950.63     | 0.05%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6175000 | PA      | $6100707.03    | 0.62%             | 2043-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35490.86      | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        9000 | PA      | $9937.65       | 0.00%             | 2045-10-07      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138XQL58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5961 | PA      | $5858.53       | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2676.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   144350000 | PA      | $42386.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5515, Class FB                                       | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      238006 | PA      | $240042.02     | 0.02%             | 2055-03-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Brenntag Finance BV                                                              | Brenntag Finance BV                                                                                               | CUSIP: N/A<br>LEI: 724500LOJA6NM43PH951       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $334981.97     | 0.03%             | 2031-10-02      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO 13 Ltd.                                                          | Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1                                                                | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250034.43     | 0.03%             | 2038-10-23      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-594.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2036500 | PA      | $2084866.88    | 0.21%             | 2031-12-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3867.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      712990 | PA      | $614103.00     | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         870 | PA      | $863.17        | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2025-NQM5, Class A1                                                    | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      735711 | PA      | $731923.19     | 0.07%             | 2070-11-25      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112747.68     | 0.01%             | 2030-12-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIT                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      144000 | PA      | $-5782.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PENN Commercial Mortgage Trust                                                   | PENN Commercial Mortgage Trust, Series 2025-P11, Class C                                                          | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $103733.34     | 0.01%             | 2042-08-10      | Variable      | 6.51%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -175000 | PA      | $-2473.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                    | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      117000 | PA      | $119551.07     | 0.01%             | 2034-04-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62151 | PA      | $51152.06      | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Lyra Music Assets Delaware LP                                                    | Lyra Music Assets Delaware LP, Series 2025-1A, Class A2                                                           | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      174119 | PA      | $175165.15     | 0.02%             | 2065-09-20      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan Abs DAC, Series 2026-1, Class E                                                             | CUSIP: N/A<br>LEI: 635400NBXJLIIDPDLP80       | Long             | ABS-O            | CORP              | IE        |      100000 | PA      | $115125.78     | 0.01%             | 2037-10-18      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133848 | PA      | $108298.47     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust, Series 2024-SL1, Class A1                                                                            | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157529 | PA      | $158654.22     | 0.02%             | 2053-07-25      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1481000 | PA      | $1389594.53    | 0.14%             | 2028-08-31      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QHPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76183 | PA      | $69073.68      | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      152215 | PA      | $158002.52     | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9646.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                 | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90860.84      | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                                                  | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |      151000 | PA      | $171114.53     | 0.02%             | 2031-02-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132QTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2114 | PA      | $1991.45       | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Vonovia SE                                                                       | Vonovia SE, Series B                                                                                              | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $109474.43     | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     2653717 | PA      | $13602.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GR6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      480444 | PA      | $492731.58     | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99592.38      | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21800.12      | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      147000 | PA      | $146527.18     | 0.01%             | 2035-07-30      | Variable      | 5.40%                 | No            | 2                  | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                              | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99142.34      | 0.01%             | 2027-06-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       71000 | PA      | $71579.49      | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XDK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62296 | PA      | $57600.39      | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                   | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       67000 | PA      | $51217.88      | 0.01%             | 2056-08-08      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                 | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      103000 | PA      | $85117.48      | 0.01%             | 2043-03-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8847 | PA      | $8593.28       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc., Class A                                                                                       | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        7408 | NS      | $50300.32      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                   | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93297.94      | 0.01%             | 2055-07-15      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      136832 | PA      | $137136.46     | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140E42P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1378 | PA      | $1342.40       | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2024-BA, Class A                                                           | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      238000 | PA      | $238741.82     | 0.02%             | 2038-11-20      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51595 | PA      | $52983.61      | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NBQE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27212 | PA      | $26940.45      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        1700 | NS      | $110296.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldstory SAS                                                                    | Goldstory SAS                                                                                                     | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112998.37     | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      378807 | PA      | $374805.56     | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6630 | PA      | $6434.68       | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BlueMountain Fuji US CLO II Ltd.                                                 | BlueMountain Fuji US CLO II Ltd., Series 2017-2A, Class A2                                                        | CUSIP: 09629EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249847.53     | 0.03%             | 2030-10-20      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1248.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417F4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20814 | PA      | $19042.05      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      245023 | PA      | $251246.58     | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GS Finance Corp.                                                                 | GS Finance Corp.                                                                                                  | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     2360000 | PA      | $2264988.76    | 0.23%             | 2031-01-15      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       64000 | PA      | $63009.25      | 0.01%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36241KXQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5336 | PA      | $5447.46       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3228000 | PA      | $3159909.38    | 0.32%             | 2027-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400342 | PA      | $309266.86     | 0.03%             | 2052-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                 | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $196787.03     | 0.02%             | 2028-05-22      | Variable      | 3.07%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                 | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      231000 | PA      | $209028.28     | 0.02%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     -543000 | PA      | $-4141.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-629.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      129000 | PA      | $130694.77     | 0.01%             | 2035-02-13      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1020538 | PA      | $1045962.20    | 0.11%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust, Series 2025-1A, Class B                                                                      | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100312.81     | 0.01%             | 2033-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      526000 | PA      | $528569.86     | 0.05%             | 2028-04-23      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3285 | PA      | $3225.32       | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                          | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      549000 | PA      | $558957.21     | 0.06%             | 2034-04-11      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2212055.73    | 0.23%             | 2028-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                          | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      216000 | PA      | $214085.84     | 0.02%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                 | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      267000 | PA      | $282925.78     | 0.03%             | 2034-03-09      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       57000 | PA      | $47022.22      | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13369 | PA      | $12898.72      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QHP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16712 | PA      | $15927.01      | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BBAM US CLO VI Ltd.                                                              | BBAM US CLO VI Ltd., Series 2025-6A, Class A1                                                                     | CUSIP: 05556TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249894.13     | 0.03%             | 2039-01-27      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Beignet Investor LLC                                                             | Beignet Investor LLC                                                                                              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2647000 | PA      | $2721529.33    | 0.28%             | 2049-05-30      | Fixed         | 6.58%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        4000 | PA      | $2044.00       | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                    | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      125000 | PA      | $117599.26     | 0.01%             | 2029-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-418.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                               | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59146.32      | 0.01%             | 2036-03-10      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3131YA6L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      455280 | PA      | $408217.72     | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      140000 | PA      | $141406.47     | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                      | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      750000 | PA      | $738692.00     | 0.08%             | 2033-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR/USD One-touch barrier option; Barrier price EUR 1.12500                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |       54200 | PA      | $8524.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QC6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      165404 | PA      | $157863.49     | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1319339 | PA      | $1135809.18    | 0.12%             | 2052-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHI Commercial Mortgage Trust                                                    | CHI Commercial Mortgage Trust, Series 2025-110W, Class A                                                          | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      178000 | PA      | $176797.97     | 0.02%             | 2040-12-13      | Variable      | 5.10%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2024-6, Class A1                                                                 | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |       79706 | PA      | $79816.65      | 0.01%             | 2069-11-25      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1535800 | PA      | $801315.64     | 0.08%             | 2050-11-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         379 | PA      | $369.83        | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                  | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      236000 | PA      | $225944.00     | 0.02%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5479, Class FB                                       | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      179090 | PA      | $180466.28     | 0.02%             | 2054-12-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X9PE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65604 | PA      | $62463.84      | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2023-35, Class FC                               | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      453082 | PA      | $455579.11     | 0.05%             | 2053-08-25      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMR23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27012 | PA      | $26011.81      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      469448 | PA      | $402839.08     | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA16, Class A4C                                                               | CUSIP: 23242GAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       97558 | PA      | $84814.65      | 0.01%             | 2046-10-25      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6242 | PA      | $6146.72       | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                           | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      116000 | PA      | $117737.07     | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      449000 | PA      | $404296.75     | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| NYC Trust                                                                        | NYC Trust, Series 2024-3ELV, Class A                                                                              | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100158.02     | 0.01%             | 2029-08-15      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                      | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      564494 | PA      | $588580.06     | 0.06%             | 2037-09-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X8MY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96111 | PA      | $82980.58      | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140BJTD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145528 | PA      | $148964.90     | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OC10, Class 2A3                                                               | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       54229 | PA      | $50164.00      | 0.01%             | 2036-11-25      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Puma International Financing SA                                                  | Puma International Financing SA                                                                                   | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $203940.00     | 0.02%             | 2029-04-25      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2025-SBX, Class B                                                               | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       93000 | PA      | $92427.18      | 0.01%             | 2041-08-10      | Variable      | 5.55%                 | No            | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2005-RP1, Class 1AF                                                             | CUSIP: 36242DXG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23342 | PA      | $20214.59      | 0.00%             | 2035-01-25      | Floating      | 4.14%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMZU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      380019 | PA      | $325923.13     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2005-B, Class 2A                                                   | CUSIP: 126685AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         258 | PA      | $257.57        | 0.00%             | 2035-05-15      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                 | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      102000 | PA      | $96400.16      | 0.01%             | 2040-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Rain City Mortgage Trust                                                         | Rain City Mortgage Trust, Series 2024-RTL1, Class A1                                                              | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100906.36     | 0.01%             | 2029-09-25      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3729.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHI Commercial Mortgage Trust                                                    | CHI Commercial Mortgage Trust, Series 2025-110W, Class D                                                          | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $268945.30     | 0.03%             | 2040-12-13      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      358000 | PA      | $357129.03     | 0.04%             | 2037-04-20      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| Severn Trent Utilities Finance plc                                               | Severn Trent Utilities Finance plc                                                                                | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      110000 | PA      | $123614.39     | 0.01%             | 2040-01-29      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      886000 | PA      | $-3624.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68813 | PA      | $67888.57      | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133L8KJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      143469 | PA      | $132657.48     | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8810000 | PA      | $1052.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Soundview Home Loan Trust                                                        | Soundview Home Loan Trust, Series 2004-WMC1, Class M2                                                             | CUSIP: 83611MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1021 | PA      | $890.08        | 0.00%             | 2035-01-25      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3309000 | PA      | $3133726.41    | 0.32%             | 2028-05-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-912.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                 | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       50000 | PA      | $11775.00      | 0.00%             | 2024-11-04      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      532502 | PA      | $433966.38     | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1306000 | PA      | $963072.98     | 0.10%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                          | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       58000 | PA      | $38802.00      | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| BRCK Trust                                                                       | BRCK Trust, Series 2025-830B, Class E                                                                             | CUSIP: 10635AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      389000 | PA      | $396972.93     | 0.04%             | 2042-12-10      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -725989 | PA      | $-2438.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      156000 | PA      | $157106.38     | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307QBA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1962 | PA      | $1931.90       | 0.00%             | 2031-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14280 | PA      | $13772.54      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                  | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $96623.50      | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59722 | PA      | $58313.04      | 0.01%             | 2031-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      429000 | PA      | $432565.23     | 0.04%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      353000 | PA      | $367647.11     | 0.04%             | 2029-10-23      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                | CUSIP: 906548DC3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       57000 | PA      | $54954.11      | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        3300 | PA      | $1511.40       | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3675547 | PA      | $2989672.33    | 0.31%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20543 | PA      | $18993.66      | 0.00%             | 2052-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -4260000 | PA      | $-121187.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-117.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |         259 | NS      | $63242.62      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                       | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       82000 | PA      | $82896.80      | 0.01%             | 2034-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1761000 | PA      | $444199.23     | 0.05%             | 2035-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       -8700 | PA      | $-15.24        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Washington Mutual Escrow Bonds                                                   | Washington Mutual Escrow Bonds                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      500000 | PA      | $0.05          | 0.00%             | 2017-09-29      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2243 | PA      | $2353.23       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 150.00000                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |       50000 | PA      | $3641.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| A10 Issuer LLC                                                                   | A10 Issuer LLC, Series 2025-FL6, Class A                                                                          | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      205000 | PA      | $204909.72     | 0.02%             | 2042-05-15      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| Post CLO Ltd.                                                                    | Post CLO Ltd., Series 2023-1A, Class A1R                                                                          | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250065.60     | 0.03%             | 2038-10-20      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   391641426 | PA      | $-4673.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OHA Credit Funding 10-R Ltd.                                                     | OHA Credit Funding 10-R Ltd., Series 2021-10RA, Class A1                                                          | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249750.00     | 0.03%             | 2037-07-18      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares, Inc.                                                  | First Citizens BancShares, Inc.                                                                                   | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      134000 | PA      | $130968.21     | 0.01%             | 2035-09-05      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1026.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      362995 | PA      | $6313.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-108.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      117000 | PA      | $109218.03     | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QFBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108842 | PA      | $103583.28     | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4209 | PA      | $4233.86       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                          | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      152000 | PA      | $151494.43     | 0.02%             | 2032-10-21      | Variable      | 4.81%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -74000 | PA      | $-4.57         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2025-4A, Class A                                                                   | CUSIP: 696916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249969.68     | 0.03%             | 2038-10-20      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Banc of America Funding Corp.                                                    | Banc of America Funding Corp., Series 2015-R3, Class 1A2                                                          | CUSIP: 05990QAB9<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |       83976 | PA      | $71341.24      | 0.01%             | 2036-03-27      | Variable      | 3.86%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2013-2A, Class A1R                                                                          | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |        3536 | PA      | $3533.31       | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1246 | PA      | $1232.81       | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bletchley Park Funding plc                                                       | Bletchley Park Funding plc, Series 2025-1, Class E                                                                | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $132420.89     | 0.01%             | 2070-01-27      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      400000 | PA      | $273264.36     | 0.03%             | 2036-08-20      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17844960 | PA      | $15000919.50   | 1.53%             | 2056-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Russell 2000 E-Mini Index                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -7 | NC      | $103.74        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -1740000 | PA      | $-10894.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       91000 | PA      | $83212.55      | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -157949 | PA      | $-85.80        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180349 | PA      | $180348.76     | 0.02%             | 2039-12-15      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305905 | PA      | $265871.52     | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                                      | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class D                                               | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $133275.40     | 0.01%             | 2031-08-20      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      285110 | PA      | $259534.01     | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2021-8, Class A1                                                               | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      181690 | PA      | $166352.52     | 0.02%             | 2066-11-25      | Variable      | 2.82%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                         | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102585.59     | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19255.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-778.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                           | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       54000 | PA      | $56344.23      | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1415817 | PA      | $1338003.70    | 0.14%             | 2052-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BPR Mortgage Trust                                                               | BPR Mortgage Trust, Series 2023-STON, Class A                                                                     | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      299000 | PA      | $306221.90     | 0.03%             | 2039-12-05      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2024-BA, Class D                                                           | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101823.70     | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2025-NQM6, Class A1                                                                            | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      272531 | PA      | $270727.56     | 0.03%             | 2070-12-25      | Variable      | 4.99%                 | No            | 2                  | On Loan: No      |
| DK Trust                                                                         | DK Trust, Series 2025-LXP, Class D                                                                                | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17000 | PA      | $17000.00      | 0.00%             | 2037-08-15      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| INT Commercial Mortgage Trust                                                    | INT Commercial Mortgage Trust, Series 2025-PLAZA, Class A                                                         | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $159463.62     | 0.02%             | 2037-11-05      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2023-NQM6, Class B1                                                       | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      151000 | PA      | $151587.36     | 0.02%             | 2063-09-25      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-238.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $390.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -12130500 | PA      | $-467102.53    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21535 | PA      | $21341.22      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                    | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98754.52      | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2368000 | PA      | $2208241.44    | 0.23%             | 2031-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-240.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                    | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      138000 | PA      | $138804.68     | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10830000 | PA      | $1961.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132JNVH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4197 | PA      | $4108.88       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ETBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12218 | PA      | $11947.86      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                                           | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class A                                                | CUSIP: 081917AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250086.63     | 0.03%             | 2037-10-15      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                   | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class D                                                        | CUSIP: 12676JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $98318.69      | 0.01%             | 2042-11-10      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust, Series 2013-1515, Class C                                                                    | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $95988.82      | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-OA4, Class A1                                                        | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      128397 | PA      | $33567.95      | 0.00%             | 2046-04-25      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132QTHA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15469 | PA      | $15053.33      | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F040446<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      415000 | PA      | $405261.30     | 0.04%             | 2041-04-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1311.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       96000 | PA      | $97690.97      | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $620.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47719 | PA      | $46013.84      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO 22 Ltd.                                                            | Ballyrock CLO 22 Ltd., Series 2024-22A, Class C                                                                   | CUSIP: 05877GAJ2<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250524.23     | 0.03%             | 2037-04-15      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      469000 | PA      | $4168.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toorak Mortgage Trust                                                            | Toorak Mortgage Trust, Series 2024-2, Class A1                                                                    | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100463.95     | 0.01%             | 2031-10-25      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                      | ACE Securities Corp. Home Equity Loan Trust, Series 2003-OP1, Class A2                                            | CUSIP: 004427BK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       92582 | PA      | $91334.52      | 0.01%             | 2033-12-25      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| Edgewell Personal Care Co.                                                       | Edgewell Personal Care Co.                                                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99457.04      | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-524.15       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92916.78      | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                           | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40362.47      | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class C                                                   | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $129763.28     | 0.01%             | 2060-06-25      | Fixed         | 5.26%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-GM, Class D                                                                                | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $194857.34     | 0.02%             | 2039-06-13      | Variable      | 3.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140A84Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51501 | PA      | $52791.67      | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -26253000 | PA      | $-94108.67     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HHWN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18449 | PA      | $17627.48      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      135000 | PA      | $133204.19     | 0.01%             | 2037-02-06      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      241943 | PA      | $199439.93     | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24808 | PA      | $23518.30      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97165.94      | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $938.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YGYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3317 | PA      | $3220.67       | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citicorp Mortgage Securities Trust                                               | Citicorp Mortgage Securities Trust, Series 2008-2, Class 1A1                                                      | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42193 | PA      | $36190.95      | 0.00%             | 2038-06-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2025-INV1, Class A1                                                  | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      575009 | PA      | $573350.13     | 0.06%             | 2060-11-25      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                            | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98668.62      | 0.01%             | 2027-06-15      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| Easy Street Mortgage Loan Trust                                                  | Easy Street Mortgage Loan Trust, Series 2025-RTL2, Class A1                                                       | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      111000 | PA      | $111117.11     | 0.01%             | 2040-10-25      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      205000 | PA      | $3762.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -1828880 | PA      | $-72961.91     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEP89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      722230 | PA      | $669674.32     | 0.07%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99324.19      | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      216000 | PA      | $213442.81     | 0.02%             | 2027-06-15      | Fixed         | 3.41%                 | No            | 2                  | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                                 | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A4                                                         | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6661 | PA      | $2418.57       | 0.00%             | 2031-09-15      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192064 | PA      | $196613.47     | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4248 | PA      | $4123.47       | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KRJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      167581 | PA      | $169057.36     | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1177.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                           | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       17000 | PA      | $18750.43      | 0.00%             | 2036-06-20      | Fixed         | 7.04%                 | No            | 2                  | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      184000 | PA      | $173838.38     | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2826500 | PA      | $2809276.02    | 0.29%             | 2030-05-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       73588 | PA      | $-79.68        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust, Series 2025-ST8, Class C                                                          | CUSIP: 91535UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      139000 | PA      | $138301.19     | 0.01%             | 2033-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                         | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70369.60      | 0.01%             | 2034-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                    | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $93992.52      | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class D                                 | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99832.02      | 0.01%             | 2039-11-09      | Variable      | 6.48%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                           | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      103000 | PA      | $96489.91      | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      261000 | PA      | $254581.20     | 0.03%             | 2047-09-15      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                        | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class D                                                    | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      257606 | PA      | $296679.65     | 0.03%             | 2037-06-22      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 3A1                                        | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47246 | PA      | $42594.35      | 0.00%             | 2036-06-25      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GR4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      230940 | PA      | $235733.48     | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                    | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98182.25      | 0.01%             | 2030-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-119.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KeyBank NA                                                                       | Keybank National Association                                                                                      | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      286000 | PA      | $281880.52     | 0.03%             | 2033-01-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      131716 | PA      | $117674.93     | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                  | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      161000 | PA      | $101062.29     | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12449000 | PA      | $-21798.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO 36 Ltd.                                                              | Elmwood CLO 36 Ltd., Series 2024-12RA, Class AR                                                                   | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500248.00     | 0.05%             | 2037-10-20      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 30-Year Bond                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -1 | NC      | $-656.25       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                 | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       30000 | PA      | $7065.00       | 0.00%             | 2028-11-03      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427QMU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      486846 | PA      | $440965.46     | 0.05%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417FR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72381 | PA      | $66006.15      | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                           | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    99190000 | PA      | $1594443.57    | 0.16%             | 2030-08-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     2156000 | PA      | $42983.67      | 0.00%             | 2034-09-27      | Fixed         | 27.70%                | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust                                                    | NYC Commercial Mortgage Trust, Series 2025-11X, Class A                                                           | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      224000 | PA      | $224070.00     | 0.02%             | 2040-10-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FF17, Class A5                                                    | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230455 | PA      | $202563.65     | 0.02%             | 2036-12-25      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36196FZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9775 | PA      | $9068.75       | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102237.63     | 0.01%             | 2028-01-09      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7300000 | PA      | $6684087.32    | 0.68%             | 2056-05-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD                                     | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       54297 | PA      | $2.26          | 0.00%             | 2048-10-15      | Variable      | 1.61%                 | No            | 2                  | On Loan: No      |
| Antero Resources Corp.                                                           | Antero Resources Corp.                                                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2206183.53    | 0.23%             | 2030-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Bracelet Holdings, Inc.                                                          | Bracelet Holdings, Inc.                                                                                           | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      276000 | PA      | $268166.20     | 0.03%             | 2028-07-02      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1050.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11078466 | PA      | $20517.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2018-3A, Class BR                                                                   | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249953.50     | 0.03%             | 2030-10-25      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      485000 | PA      | $501748.99     | 0.05%             | 2054-06-15      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100791.24     | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-VIS1, Class B2                                                            | CUSIP: 465970AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $150365.61     | 0.02%             | 2064-07-25      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30038.66      | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179DEK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19523 | PA      | $18411.18      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Argentine Republic (The)                                                         | Argentina Treasury BONCER                                                                                         | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |    27591000 | PA      | $46430.62      | 0.00%             | 2027-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US, Inc.                                                           | Neptune Bidco US, Inc.                                                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       91000 | PA      | $91819.73      | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Durst Commercial Mortgage Trust                                                  | Durst Commercial Mortgage Trust, Series 2025-151, Class D                                                         | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102163.81     | 0.01%             | 2042-08-10      | Variable      | 6.34%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43951 | PA      | $42201.85      | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99109.20      | 0.01%             | 2027-06-05      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                                     | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class A                                                            | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1300000 | PA      | $1300196.17    | 0.13%             | 2038-04-20      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                      | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      225000 | PA      | $230744.93     | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      292709 | PA      | $296244.07     | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1332685 | PA      | $1232262.86    | 0.13%             | 2051-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2024-NQM1, Class A1A                                                   | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |      138931 | PA      | $139804.55     | 0.01%             | 2069-11-25      | Variable      | 5.71%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J6DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1602 | PA      | $1546.26       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      108000 | PA      | $100395.61     | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1060000 | PA      | $6175.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2023-H2, Class A1A                                                                   | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3070 | PA      | $3090.87       | 0.00%             | 2068-11-25      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                              | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100493.23     | 0.01%             | 2028-03-03      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Irwin Home Equity Loan Trust                                                     | Irwin Home Equity Loan Trust, Series 2006-3, Class 2A3                                                            | CUSIP: 464125AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         785 | PA      | $784.41        | 0.00%             | 2037-09-25      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1093 | PA      | $1064.34       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M1                                                   | CUSIP: 922955AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      898849 | PA      | $908149.81     | 0.09%             | 2055-02-25      | Variable      | 6.68%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1834 | PA      | $1776.95       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135688 | PA      | $123310.54     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      889000 | PA      | $888811.71     | 0.09%             | 2028-10-22      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| University of California                                                         | University of California, Series 2012AD                                                                           | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $61177.41      | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-108.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      127627 | PA      | $119895.48     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                        | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      124000 | PA      | $123732.96     | 0.01%             | 2028-08-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Pavillion Consumer plc                                                           | Pavillion Consumer plc, Series 2025-1X, Class C                                                                   | CUSIP: N/A<br>LEI: 213800XK4G6W1NHSJJ12       | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $132100.05     | 0.01%             | 2036-01-25      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      199000 | PA      | $228434.91     | 0.02%             | 2036-04-29      | Variable      | 4.11%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DP3F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72768 | PA      | $74645.61      | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Creeksource Dunes Creek CLO Ltd.                                                 | Creeksource Dunes Creek CLO Ltd., Series 2024-1A, Class A1                                                        | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250210.68     | 0.03%             | 2038-01-15      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9951 | PA      | $9254.74       | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust Variable Rate Notes, Series 2018-1, Class BX | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18483 | PA      | $7864.93       | 0.00%             | 2057-05-25      | Variable      | 3.43%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427QMX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1422302 | PA      | $1438894.59    | 0.15%             | 2055-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-309.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $261.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class E                                                      | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      113561 | PA      | $131064.92     | 0.01%             | 2033-08-17      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO 32 Ltd.                                                            | Ballyrock CLO 32 Ltd.                                                                                             | CUSIP: N/A<br>LEI: 254900RL3S1UBVHQYH63       | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $249689.15     | 0.03%             | 2039-01-25      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| ZF Europe Finance BV                                                             | ZF Europe Finance BV                                                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117905.09     | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-281.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8619 | PA      | $8055.45       | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124163 | PA      | $110277.71     | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      128000 | PA      | $130985.93     | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54656 | PA      | $54166.24      | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14518000 | PA      | $-47994.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5673 | PA      | $5194.11       | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wealthfront Corp.                                                                | Wealthfront Corp.                                                                                                 | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |        3067 | NS      | $28369.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   240176692 | PA      | $-17151.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1195000 | PA      | $1176234.77    | 0.12%             | 2027-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-15CB, Class A1                                                                | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7534 | PA      | $3335.75       | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101686.51     | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2024-CES2, Class A1A                                                      | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-O            | CORP              | US        |      110113 | PA      | $110312.37     | 0.01%             | 2054-09-25      | Variable      | 5.55%                 | No            | 2                  | On Loan: No      |
| Mong Duong Finance Holdings BV                                                   | Mong Duong Finance Holdings BV                                                                                    | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |      289690 | PA      | $284710.69     | 0.03%             | 2029-05-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1                                                   | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      164433 | PA      | $164550.21     | 0.02%             | 2065-07-25      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| Deutsche Alt-B Securities Mortgage Loan Trust                                    | Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB3, Class A8                                          | CUSIP: 25151EAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5615 | PA      | $4883.67       | 0.00%             | 2036-07-25      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F020448<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      -66000 | PA      | $-60697.74     | -0.01%            | 2041-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2025-3A, Class A                                                                   | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      449000 | PA      | $445885.65     | 0.05%             | 2035-05-21      | Fixed         | 4.51%                 | No            | 2                  | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                          | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       42000 | PA      | $43455.43      | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102277.59     | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| EC Finance plc                                                                   | EC Finance plc                                                                                                    | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |      145000 | PA      | $164261.62     | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FG                                       | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      239452 | PA      | $242021.30     | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| 245 Park Avenue Trust                                                            | 245 Park Avenue Trust, Series 2017-245P, Class E                                                                  | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $193128.28     | 0.02%             | 2037-06-05      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238488 | PA      | $219566.47     | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -2412000 | PA      | $-77962.89     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                        | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       92000 | PA      | $80522.55      | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                              | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $185167.74     | 0.02%             | 2030-02-25      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140W1AC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141829 | PA      | $120022.79     | 0.01%             | 2053-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1551000 | PA      | $278.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                            | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      145000 | PA      | $106250.21     | 0.01%             | 2048-08-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                          | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98397.32      | 0.01%             | 2027-03-08      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                        | CUSIP: 00774MBN4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      150000 | PA      | $151035.00     | 0.02%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      194000 | PA      | $192731.20     | 0.02%             | 2028-09-11      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                          | Garfunkelux Holdco 3 SA                                                                                           | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |       85757 | PA      | $99614.44      | 0.01%             | 2028-09-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC                                                                                        | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $93405.24      | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46399.34      | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                          | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107186.93     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QDS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49483 | PA      | $45607.00      | 0.00%             | 2035-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                      | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1939000 | PA      | $1899638.30    | 0.19%             | 2028-03-20      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                          | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      182000 | PA      | $185823.60     | 0.02%             | 2030-04-25      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       62000 | PA      | $58563.36      | 0.01%             | 2029-01-31      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      225000 | PA      | $202665.93     | 0.02%             | 2031-07-10      | Variable      | 2.20%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13135 | PA      | $12045.59      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XIV Ltd.                                                        | Sixth Street CLO XIV Ltd., Series 2019-14A, Class A1R2                                                            | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249312.50     | 0.03%             | 2038-01-20      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-MH1, Class B1                                      | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       27288 | PA      | $27180.69      | 0.00%             | 2036-10-25      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Sage AR Funding                                                                  | Sage AR Funding, Series 2025-1X, Class C                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       97105 | PA      | $128077.43     | 0.01%             | 2037-05-17      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73519 | PA      | $67726.37      | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                              | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      119000 | PA      | $120024.24     | 0.01%             | 2028-07-26      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36196FZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9031 | PA      | $8400.05       | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2340000 | PA      | $2252158.60    | 0.23%             | 2027-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -141500 | PA      | $-579.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                         | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      112000 | PA      | $109376.05     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQ3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306978 | PA      | $315673.12     | 0.03%             | 2052-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      126893 | PA      | $119476.64     | 0.01%             | 2045-06-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MIC Trust (The)                                                                  | MIC Trust (The), Series 2023-MIC, Class A                                                                         | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $74494.69      | 0.01%             | 2038-12-05      | Variable      | 8.44%                 | No            | 2                  | On Loan: No      |
| Select Medical Corp.                                                             | Select Medical Corp.                                                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       29000 | PA      | $27639.84      | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      190000 | PA      | $205723.24     | 0.02%             | 2034-10-23      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1446.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-602.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      252889 | PA      | $261275.20     | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                      | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      100000 | PA      | $110627.83     | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1500.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                                   | Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M1                                           | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5755 | PA      | $5789.31       | 0.00%             | 2040-04-15      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1076 | PA      | $1066.87       | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                      | CUSIP: 976656CW6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25478.91      | 0.00%             | 2056-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| GS Finance Corp.                                                                 | GS Finance Corp.                                                                                                  | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |      646000 | PA      | $627459.15     | 0.06%             | 2031-02-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       40461 | PA      | $38690.69      | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      147720 | PA      | $134409.31     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1                                                   | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      198339 | PA      | $200360.13     | 0.02%             | 2065-01-25      | Variable      | 5.64%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                   | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35635.82      | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13150.75      | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7350.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Warwick Capital CLO 5 Ltd.                                                       | Warwick Capital CLO 5 Ltd., Series 2024-5A, Class A1                                                              | CUSIP: 93656FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      679000 | PA      | $679406.86     | 0.07%             | 2038-01-20      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      364760 | PA      | $346498.44     | 0.04%             | 2035-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31402QYX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42299 | PA      | $42516.25      | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305770 | PA      | $309150.23     | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XCV39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128024 | PA      | $118097.97     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FTA Consumo Santander                                                            | FTA Consumo Santander, Series 7, Class B                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       63944 | PA      | $74040.14      | 0.01%             | 2038-07-20      | Floating      | 3.33%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2230000 | PA      | $1837485.17    | 0.19%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Alliant Energy Corp.                                                             | Alliant Energy Corp.                                                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      192000 | PA      | $186673.09     | 0.02%             | 2056-04-01      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| MASTR Specialized Loan Trust                                                     | MASTR Specialized Loan Trust, Series 2006-3, Class A                                                              | CUSIP: 57643BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4887 | PA      | $4740.75       | 0.00%             | 2046-06-25      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17763.89      | 0.00%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       79000 | PA      | $1847.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      335077 | PA      | $343622.12     | 0.04%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Invesco US CLO Ltd.                                                              | Invesco US CLO Ltd., Series 2023-3A, Class AR                                                                     | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250103.55     | 0.03%             | 2038-07-15      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Zloty                                                                            | Zloty                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |       69443 | OU      | $18706.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14050 | PA      | $13522.24      | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5563, Class FA                                       | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      574056 | PA      | $578158.62     | 0.06%             | 2055-08-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95698.40      | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      207730 | PA      | $170823.09     | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                               | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       34000 | PA      | $33274.31      | 0.00%             | 2033-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31100 | PA      | $30725.04      | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      489436 | PA      | $419946.80     | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3-mo. SOFR                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         220 | NC      | $-233954.35    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                                      | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      905000 | PA      | $858876.68     | 0.09%             | 2056-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |      243000 | PA      | $227836.70     | 0.02%             | 2054-12-15      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                               | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98669.49      | 0.01%             | 2029-03-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8172 | PA      | $7406.40       | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19829 | PA      | $18190.95      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      287000 | PA      | $276675.64     | 0.03%             | 2027-09-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                  | Fedex Freight Holding Co., Inc.                                                                                   | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      138000 | PA      | $134591.50     | 0.01%             | 2033-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2020.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                         | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50075.65      | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-76.96        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2025-2, Class A1                                                                 | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |      272920 | PA      | $274216.81     | 0.03%             | 2070-02-25      | Variable      | 5.64%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2022-NQM6, Class PT                                                                            | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263433 | PA      | $265129.13     | 0.03%             | 2067-12-25      | Variable      | 9.21%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XQR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      333215 | PA      | $287156.72     | 0.03%             | 2053-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $690.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113827.70     | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| State of Texas                                                                   | State of Texas, Series 2009A                                                                                      | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |      323372 | PA      | $331269.08     | 0.03%             | 2039-04-01      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    20073863 | PA      | $-18640.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     4817025 | PA      | $188619.54     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1673500 | PA      | $1589759.63    | 0.16%             | 2027-09-30      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129997.02     | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       73000 | PA      | $75561.14      | 0.01%             | 2053-04-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242184 | PA      | $208898.69     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2025-BCAT, Class E                                                           | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95828 | PA      | $96068.05      | 0.01%             | 2042-08-15      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                            | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |       81000 | PA      | $80459.54      | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                   | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      479000 | PA      | $417076.98     | 0.04%             | 2038-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                             | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       28000 | PA      | $20567.95      | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7301 | PA      | $7091.76       | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-945.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      372000 | PA      | $340961.25     | 0.03%             | 2040-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6981 | PA      | $6917.34       | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR2, Class A1                                                    | CUSIP: 07401TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57501 | PA      | $52933.05      | 0.01%             | 2037-03-25      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| WOM Mobile SA                                                                    | WOM Mobile SA                                                                                                     | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |        1928 | PA      | $1949.40       | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8319.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      167000 | PA      | $167693.18     | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      131399 | PA      | $123155.76     | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417GLT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45237 | PA      | $41399.64      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-76, Class 2A1                                                                 | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10781 | PA      | $10006.43      | 0.00%             | 2036-02-25      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| NCR Atleos Corp.                                                                 | NCR Atleos Corp.                                                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107044.24     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177360.23     | 0.02%             | 2026-10-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      440000 | PA      | $415887.13     | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1294649 | PA      | $1122025.67    | 0.11%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J8ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111667 | PA      | $109861.25     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2017-H1, Class XD                                                          | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $2452.21       | 0.00%             | 2050-06-15      | Variable      | 2.12%                 | No            | 2                  | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                                                         | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     1266000 | PA      | $1275887.46    | 0.13%             | 2035-08-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                      | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       89000 | PA      | $87369.32      | 0.01%             | 2033-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $210000.00     | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                    | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38281.91      | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ACREC LLC                                                                        | ACREC LLC, Series 2026-FL4, Class A                                                                               | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299112.12     | 0.03%             | 2043-01-18      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| UPX HIL Issuer Trust                                                             | UPX HIL Issuer Trust, Series 2025-1, Class A                                                                      | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      381520 | PA      | $379935.75     | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3303.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114828.01     | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| UNIV Trust                                                                       | UNIV Trust, Series 2025-APTS, Class A                                                                             | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      388000 | PA      | $386637.11     | 0.04%             | 2042-11-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11337 | PA      | $10737.54      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1418 | PA      | $1385.77       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4249 | PA      | $4136.59       | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                      | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      896000 | PA      | $882287.19     | 0.09%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      239000 | PA      | $174924.93     | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2007-1F, Class 2A4                                                                | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         544 | PA      | $1409.49       | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                          | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      118000 | PA      | $107355.84     | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                       | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      137000 | PA      | $157118.20     | 0.02%             | 2034-11-02      | Variable      | 7.96%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, Class A2MZ                                             | CUSIP: 61744CKH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      155481 | PA      | $148236.41     | 0.02%             | 2034-12-25      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| Bbva Consumer Fondo de Titulizacion                                              | Bbva Consumer Fondo de Titulizacion, Series 2026-1, Class D                                                       | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $114272.12     | 0.01%             | 2039-05-20      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class B                                                | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86428 | PA      | $87908.24      | 0.01%             | 2049-02-20      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                 | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      159000 | PA      | $146587.81     | 0.01%             | 2043-12-05      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2010-165                                                          | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      120000 | PA      | $125439.92     | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133BUJD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      345180 | PA      | $350303.81     | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Rad CLO 14 Ltd.                                                                  | Rad CLO 14 Ltd., Series 2021-14A, Class A                                                                         | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250045.13     | 0.03%             | 2035-01-15      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       98000 | PA      | $84574.04      | 0.01%             | 2046-07-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1294000 | PA      | $1252096.64    | 0.13%             | 2044-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      688187 | PA      | $592456.73     | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ReNew Pvt Ltd.                                                                   | ReNew Pvt Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |      700000 | PA      | $690522.00     | 0.07%             | 2027-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      102000 | PA      | $113549.85     | 0.01%             | 2040-05-16      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117572 | PA      | $121891.74     | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100025.50     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2019-2A, Class A1                                                     | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21737 | PA      | $21289.71      | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Continuum Green Energy India Pvt                                                 | Continuum Green Energy India Pvt                                                                                  | CUSIP: N/A<br>LEI: 335800ZNO2SOIWFPSQ56       | Long             | DBT              | CORP              | IN        |      658525 | PA      | $650491.00     | 0.07%             | 2033-06-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1869000 | PA      | $1750460.92    | 0.18%             | 2056-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2025-6A, Class A1                                                                     | CUSIP: 14320LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249735.00     | 0.03%             | 2039-01-20      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                  | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      136000 | PA      | $132795.13     | 0.01%             | 2040-07-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      647000 | PA      | $628758.09     | 0.06%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                    | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      580000 | PA      | $526835.96     | 0.05%             | 2054-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $125.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5503, Class FB                                       | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      240445 | PA      | $242146.43     | 0.02%             | 2055-02-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                  | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      161000 | PA      | $172299.12     | 0.02%             | 2040-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      314964 | PA      | $271002.97     | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427QMY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      845465 | PA      | $873501.75     | 0.09%             | 2053-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31329PYM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130654 | PA      | $128913.73     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427MNC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72528 | PA      | $74299.85      | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      204000 | PA      | $199826.71     | 0.02%             | 2030-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       94000 | PA      | $82711.75      | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust, Series 2024-NQM5, Class M1                                                                    | CUSIP: 00039KAF7<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100437.28     | 0.01%             | 2069-11-25      | Variable      | 6.52%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2006-SL1, Class A1                                                    | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7299 | PA      | $7279.76       | 0.00%             | 2036-08-25      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94006.95      | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 123                                                                               | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      100000 | PA      | $74652.21      | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| RFMSI Trust                                                                      | RFMSI Trust, Series 2006-SA4, Class 2A1                                                                           | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       38428 | PA      | $32602.38      | 0.00%             | 2036-11-25      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      187000 | PA      | $189287.53     | 0.02%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8258 | PA      | $8116.52       | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3583 | PA      | $3464.38       | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      144000 | PA      | $111755.45     | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2025-INV1, Class A1                                                    | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |      227681 | PA      | $228591.22     | 0.02%             | 2070-03-25      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                      | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      100000 | PA      | $62843.27      | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3076300 | PA      | $2935823.65    | 0.30%             | 2027-08-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QM5X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13381 | PA      | $11861.17      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                    | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                                                         | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260093.55     | 0.03%             | 2037-07-16      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                      | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      278000 | PA      | $265493.06     | 0.03%             | 2030-07-16      | Variable      | 3.15%                 | No            | 2                  | On Loan: No      |
| EURO                                                                             | EURO                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     3282326 | OU      | $3793876.10    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class B                                                    | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86083 | PA      | $86347.13      | 0.01%             | 2059-10-27      | Fixed         | 5.26%                 | No            | 2                  | On Loan: No      |
| Pound Sterling                                                                   | Pound Sterling                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |       14314 | OU      | $18945.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Last Mile Securities PE DAC                                                      | Last Mile Securities PE DAC, Series 2021-1X, Class D                                                              | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |      202958 | PA      | $234563.45     | 0.02%             | 2031-08-17      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2022-NQM3, Class A1B                                                                           | CUSIP: 12661NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      168000 | PA      | $166279.58     | 0.02%             | 2067-03-25      | Variable      | 4.26%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-XL4, Class A                                                            | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      151845 | PA      | $152017.53     | 0.02%             | 2039-02-15      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16467.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NRZT                                                                             | NRZT, Series 2025-NQM6, Class A1                                                                                  | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      380633 | PA      | $379692.68     | 0.04%             | 2065-10-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        2000 | PA      | $1168.00       | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1670000 | PA      | $1041075.39    | 0.11%             | 2040-08-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75.75         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                            | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      106000 | PA      | $91552.96      | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                  | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      162000 | PA      | $176240.66     | 0.02%             | 2038-02-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-200.99       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      521035 | PA      | $516153.88     | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      663537 | PA      | $656704.83     | 0.07%             | 2053-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      234000 | PA      | $234385.98     | 0.02%             | 2027-06-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99020.83      | 0.01%             | 2028-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      191000 | PA      | $184353.89     | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2026-NQM1, Class A1A                                                                           | CUSIP: 36274BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      762610 | PA      | $754932.96     | 0.08%             | 2070-12-25      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class G                                                           | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20000 | PA      | $19808.93      | 0.00%             | 2042-08-15      | Floating      | 10.42%                | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      166000 | PA      | $168486.05     | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $196592.50     | 0.02%             | 2028-08-26      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2025-NQM5, Class A1A                                                                           | CUSIP: 69383FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230882 | PA      | $230236.01     | 0.02%             | 2070-10-25      | Variable      | 5.18%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      849000 | PA      | $-3446.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      427755 | PA      | $346647.69     | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      512000 | PA      | $424540.94     | 0.04%             | 2065-09-26      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Genius Sports Ltd.                                                               | Genius Sports Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       28152 | NS      | $124713.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2025-12, Class A1LC                                                            | CUSIP: 92490FAE0<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $139054.19     | 0.01%             | 2070-12-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 5 Ltd.                                                      | Diameter Capital CLO 5 Ltd., Series 2023-5A, Class A1R                                                            | CUSIP: 25255RAL3<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249872.05     | 0.03%             | 2039-01-15      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-CB2, Class AF4                                     | CUSIP: 12498NAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9264 | PA      | $7547.61       | 0.00%             | 2036-12-25      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1223000 | PA      | $337428.67     | 0.03%             | 2029-04-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36196FZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12406 | PA      | $11524.26      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1997-6, Class M1                                                                    | CUSIP: 393505XH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        3924 | PA      | $3974.57       | 0.00%             | 2029-01-15      | Variable      | 7.21%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       61000 | PA      | $55897.42      | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   226255788 | PA      | $-1429.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INV Mortgage Trust                                                               | INV Mortgage Trust, Series 2024-IND, Class A                                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $217112.50     | 0.02%             | 2041-11-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                            | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      443000 | PA      | $388328.07     | 0.04%             | 2044-05-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47966 | PA      | $47531.60      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23096 | PA      | $23822.73      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                            | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      132000 | PA      | $100869.81     | 0.01%             | 2047-11-01      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       58000 | PA      | $57627.38      | 0.01%             | 2029-03-09      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-145.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bridge Street CLO VI Ltd.                                                        | Bridge Street CLO VI Ltd., Series 2025-2A, Class A1                                                               | CUSIP: 10806PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249927.55     | 0.03%             | 2039-01-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443779 | PA      | $361431.20     | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1253.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sandstone Peak II Ltd.                                                           | Sandstone Peak II Ltd., Series 2023-1A, Class BR                                                                  | CUSIP: 80013TAQ6<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250070.28     | 0.03%             | 2038-07-20      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      131000 | PA      | $98954.23      | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                      | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      119172 | PA      | $119648.69     | 0.01%             | 2027-10-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1675 | PA      | $1657.16       | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $720.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 3617ALXR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10676 | PA      | $10523.23      | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1794956 | PA      | $1544104.80    | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      529563 | PA      | $457424.49     | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FS Trust                                                                         | FS Trust, Series 2026-HULA, Class A                                                                               | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      286000 | PA      | $285910.54     | 0.03%             | 2041-03-15      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                        | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      213000 | PA      | $213191.31     | 0.02%             | 2028-07-22      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YBX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7284 | PA      | $7134.23       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142JS2X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      153507 | PA      | $151787.84     | 0.02%             | 2056-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                                                    | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       38416 | PA      | $25538.44      | 0.00%             | 2046-10-25      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                              | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      562000 | PA      | $561911.93     | 0.06%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      240734 | PA      | $1073.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NBPH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40621 | PA      | $40958.59      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      174000 | PA      | $137426.35     | 0.01%             | 2048-07-24      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| TCO Commercial Mortgage Trust                                                    | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                                                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      439000 | PA      | $438314.06     | 0.04%             | 2039-12-15      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| Resurgent Trade and Investments Ltd.                                             | Resurgent Trade and Investments Ltd.                                                                              | CUSIP: N/A<br>LEI: 89450041TCNTI3YL5A08       | Long             | DBT              | CORP              | MU        |      718000 | PA      | $715343.40     | 0.07%             | 2027-12-05      | Fixed         | 9.51%                 | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5502, Class EF                                       | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      223234 | PA      | $225134.37     | 0.02%             | 2055-02-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| KSL Trust                                                                        | KSL Trust                                                                                                         | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126000 | PA      | $125963.94     | 0.01%             | 2030-06-15      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      291000 | PA      | $221908.74     | 0.02%             | 2042-04-22      | Variable      | 3.31%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32784 | PA      | $30876.68      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2025-12, Class B1                                                                | CUSIP: 19688UAM4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |      128000 | PA      | $127815.88     | 0.01%             | 2071-01-26      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2018000 | PA      | $1870937.56    | 0.19%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-165.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        9995 | PA      | $-2033.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2025-7, Class A1                                                                 | CUSIP: 19689CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      363648 | PA      | $364680.45     | 0.04%             | 2070-06-25      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-CP1, Class 2A3                                                        | CUSIP: 68402YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90000 | PA      | $77770.71      | 0.01%             | 2037-03-25      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                        | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      547000 | PA      | $500052.14     | 0.05%             | 2042-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                         | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20906.09      | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                      | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      166000 | PA      | $169248.46     | 0.02%             | 2031-01-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class A                                                         | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13452 | PA      | $13443.90      | 0.00%             | 2034-11-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| LCM 31 Ltd.                                                                      | LCM 31 Ltd., Series 31A, Class AR                                                                                 | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.23     | 0.03%             | 2034-07-20      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                     | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      162000 | PA      | $161735.90     | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132J8KH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30328 | PA      | $27817.87      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2999.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      122000 | PA      | $121433.91     | 0.01%             | 2047-03-13      | Variable      | 5.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3281.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93633.59      | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90835 | PA      | $86196.39      | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3022 | PA      | $2994.90       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2531.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86918 | PA      | $86152.96      | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     7804222 | PA      | $-13843.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGJX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41590 | PA      | $37658.40      | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      324684 | PA      | $294.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                   | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class E                                                        | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $296323.53     | 0.03%             | 2043-02-10      | Variable      | 6.34%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100757.02     | 0.01%             | 2052-12-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      101000 | PA      | $97253.52      | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7214 | PA      | $7006.07       | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      504000 | PA      | $3102.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      520727 | PA      | $446923.87     | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-35, Class FJ                               | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      372302 | PA      | $377071.17     | 0.04%             | 2055-05-25      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36189MS74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2882 | PA      | $2713.78       | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2025-UK2X, Class C                                                                          | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |       90339 | PA      | $119166.66     | 0.01%             | 2035-02-18      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    51060000 | PA      | $151514.19     | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -272000 | PA      | $-9445.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ACRES LLC                                                                        | ACRES LLC, Series 2025-FL3, Class A                                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1036000 | PA      | $1036290.18    | 0.11%             | 2040-08-18      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| NRTH Commercial Mortgage Trust                                                   | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                                                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $199812.60     | 0.02%             | 2040-10-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      108000 | PA      | $84954.66      | 0.01%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bolivarian Republic of Venezuela                                                 | Bolivarian Republic of Venezuela                                                                                  | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |       70700 | PA      | $35986.30      | 0.00%             | 2031-08-05      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3630 | PA      | $3434.40       | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XRM44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238466 | PA      | $211383.99     | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      114080 | PA      | $102207.62     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200376.63     | 0.02%             | 2028-05-24      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                        | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27705.08      | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| BANK                                                                             | BANK, Series 2021-BN35, Class C                                                                                   | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      153000 | PA      | $128887.86     | 0.01%             | 2064-06-15      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co., Series A                                                                                         | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      132000 | PA      | $129988.07     | 0.01%             | 2056-03-15      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22819 | PA      | $21625.13      | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                             | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78943.13      | 0.01%             | 2053-06-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                                                    | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |       45000 | PA      | $46381.65      | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| Hill FL BV                                                                       | Hill FL BV, Series 2025-1FL, Class E                                                                              | CUSIP: N/A<br>LEI: 72450069R7MTUFTXDC59       | Long             | ABS-O            | CORP              | NL        |      138000 | PA      | $159793.78     | 0.02%             | 2032-10-18      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15668 | PA      | $14843.38      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Rupiah                                                                           | Rupiah                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        | 12011446156 | OU      | $706784.32     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -8252000 | PA      | $-140.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427GNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       94070 | PA      | $96342.53      | 0.01%             | 2055-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WKK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21163 | PA      | $20329.92      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         950 | PA      | $895.94        | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6205.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      533000 | PA      | $518440.16     | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31292LGY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68394 | PA      | $64792.57      | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30627 | PA      | $29568.49      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                        | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      141000 | PA      | $102969.41     | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      137000 | PA      | $135845.76     | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Regatta 30 Funding Ltd.                                                          | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                                                 | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1050000 | PA      | $1050301.98    | 0.11%             | 2038-01-25      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      662900 | PA      | $632033.72     | 0.06%             | 2040-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    23051000 | PA      | $-6037.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25785 | PA      | $25932.18      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97587.48      | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    23084211 | PA      | $-601.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2005-A, Class A1                                                  | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       60765 | PA      | $54871.14      | 0.01%             | 2040-02-28      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2025-NQM5, Class A1                                                   | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |      158967 | PA      | $158414.99     | 0.02%             | 2065-08-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                 | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41219.91      | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2021-2, Class A1                                                                 | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      335221 | PA      | $290614.91     | 0.03%             | 2066-04-25      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      121000 | PA      | $114863.17     | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BAHA Trust                                                                       | BAHA Trust, Series 2024-MAR, Class C                                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      546000 | PA      | $561616.04     | 0.06%             | 2041-12-10      | Variable      | 7.01%                 | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      710000 | PA      | $640528.56     | 0.07%             | 2032-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                   | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       91000 | PA      | $93022.49      | 0.01%             | 2032-02-12      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      593908 | PA      | $537754.68     | 0.05%             | 2036-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1046 | PA      | $1020.74       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2460.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19344 | PA      | $17699.97      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81433 | PA      | $83911.93      | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      -54600 | PA      | $-183.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427QV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      337181 | PA      | $345305.00     | 0.04%             | 2054-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital USA LLC                                                    | TotalEnergies Capital USA LLC                                                                                     | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88615.98      | 0.01%             | 2036-01-13      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                  | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      191000 | PA      | $196677.97     | 0.02%             | 2028-09-25      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-518.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140EXEK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22315 | PA      | $22083.81      | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       81000 | PA      | $78617.46      | 0.01%             | 2039-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99104.77      | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                            | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      145000 | PA      | $142685.53     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      153000 | PA      | $150672.21     | 0.02%             | 2056-07-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A04K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62893 | PA      | $58376.93      | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      141000 | PA      | $115265.81     | 0.01%             | 2048-09-15      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9261 | PA      | $8722.93       | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132JQEV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6755 | PA      | $6668.62       | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2026-2, Class A1LC                                                             | CUSIP: 92490GAE8<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |      371016 | PA      | $364186.41     | 0.04%             | 2071-02-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Olympic Tower Mortgage Trust                                                     | Olympic Tower Mortgage Trust, Series 2017-OT, Class E                                                             | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $168767.61     | 0.02%             | 2039-05-10      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   153310852 | PA      | $-7317.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gran Tierra Energy, Inc.                                                         | Gran Tierra Energy, Inc.                                                                                          | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      231000 | PA      | $196350.00     | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |       35000 | PA      | $81.33         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2023-AFC1, Class B1                                                                           | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      498000 | PA      | $495954.81     | 0.05%             | 2058-02-25      | Variable      | 7.26%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20184 | PA      | $19102.82      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1225.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      268995 | PA      | $266557.51     | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3548.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCM Investments Holdings II LLC                                                  | LCM Investments Holdings II LLC                                                                                   | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103874.50     | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1                                                            | CUSIP: 3623413C1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21932 | PA      | $17597.34      | 0.00%             | 2036-01-25      | Floating      | 4.14%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd.                                                              | Whitebox CLO I Ltd., Series 2019-1A, Class A1R3                                                                   | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249474.83     | 0.03%             | 2037-01-24      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2507676 | PA      | $2155706.91    | 0.22%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      439817 | PA      | $362871.73     | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                    | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101224.40     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62209.97      | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   667000000 | PA      | $38746.23      | 0.00%             | 2033-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                       | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       95000 | PA      | $86583.94      | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -243000 | PA      | $-425.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-42, Class FA                               | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223152 | PA      | $225533.30     | 0.02%             | 2055-06-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30400 | PA      | $25726.06      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -1274000 | PA      | $-32971.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1584300 | PA      | $1519504.60    | 0.16%             | 2029-03-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                 | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      174000 | PA      | $195761.56     | 0.02%             | 2037-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89938.02      | 0.01%             | 2042-10-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91826 | PA      | $74824.91      | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                 | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101554.33     | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1895.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      847000 | PA      | $-3405.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                      | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      723785 | PA      | $664188.54     | 0.07%             | 2050-06-18      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298629.00     | 0.03%             | 2027-01-09      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2025-8, Class A1                                                                 | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      362225 | PA      | $362932.24     | 0.04%             | 2070-07-25      | Variable      | 5.41%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      127000 | PA      | $129228.82     | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                      | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      185000 | PA      | $206105.11     | 0.02%             | 2031-10-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6904 | PA      | $6689.64       | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95144.00      | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2025-63, Class DF                               | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221617 | PA      | $223555.20     | 0.02%             | 2055-08-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      213000 | PA      | $217700.82     | 0.02%             | 2028-11-04      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| VoltaGrid LLC                                                                    | VoltaGrid LLC                                                                                                     | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      119000 | PA      | $122904.27     | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| BHMS Commercial Mortgage Trust                                                   | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      998000 | PA      | $998641.12     | 0.10%             | 2042-08-15      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2026-VLT9, Class A                                                           | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1077000 | PA      | $1071786.89    | 0.11%             | 2045-03-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -220000 | PA      | $-6858.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59327 | PA      | $54855.81      | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class B1                                                            | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133000 | PA      | $134271.89     | 0.01%             | 2064-11-25      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      570100 | PA      | $903.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125634 | PA      | $120035.20     | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VEGAS                                                                            | VEGAS, Series 2024-GCS, Class C                                                                                   | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640000 | PA      | $646659.33     | 0.07%             | 2036-07-10      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27326 | PA      | $26781.02      | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       19000 | PA      | $20046.63      | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81113 | PA      | $79817.80      | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 1A1                                                   | CUSIP: 07401YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24648 | PA      | $22864.30      | 0.00%             | 2047-09-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      124000 | PA      | $120271.78     | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103877.64     | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      105000 | PA      | $98915.95      | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       26800 | PA      | $13694.80      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15621 | PA      | $15621.56      | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LCM 29 Ltd.                                                                      | LCM 29 Ltd., Series 29A, Class AR                                                                                 | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       54345 | PA      | $54359.51      | 0.01%             | 2031-04-15      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2540767 | PA      | $2091365.83    | 0.21%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| LQR Trust                                                                        | LQR Trust, Series 2025-CALI, Class E                                                                              | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      290000 | PA      | $289996.89     | 0.03%             | 2043-01-15      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| Dolcetto Holdco SpA                                                              | Dolcetto Holdco SpA                                                                                               | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $114809.75     | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96253 | PA      | $91821.76      | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2025-3A, Class A1                                                                 | CUSIP: 77340WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249785.03     | 0.03%             | 2038-03-31      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLN36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      917353 | PA      | $741928.22     | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                              | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      111000 | PA      | $108532.47     | 0.01%             | 2031-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BAHA Trust                                                                       | BAHA Trust, Series 2024-MAR, Class D                                                                              | CUSIP: 05493XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $208499.14     | 0.02%             | 2041-12-10      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1249900 | PA      | $865897.52     | 0.09%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2025-NQM6, Class A1A                                                   | CUSIP: 281916AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240736 | PA      | $239380.74     | 0.02%             | 2070-12-25      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-99.74        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                         | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      480000 | PA      | $474077.96     | 0.05%             | 2029-04-06      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-324.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                           | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      829000 | PA      | $569523.00     | 0.06%             | 2046-07-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13038 | PA      | $12279.28      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** BlackRock Variable Series Funds II, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer